Stuck in the final part of MINLP using BONMIN

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ShouyiHu
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Stuck in the final part of MINLP using BONMIN

Post by ShouyiHu » 5 months ago

Hi,
I'm working on a MINLP problem using BONMIN but there is a question.
The output shows:
Image
the process, however, doesn't going further for one or two hours. I shortened the time in model and it goes very smoothly.
I'm wondering what's the reason and what should I do.Should I keep running it or change another solver or change my model.
Thank you
Shouyi Hu
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bussieck
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Re: Stuck in the final part of MINLP using BONMIN

Post by bussieck » 5 months ago

Bonmin solves many subproblems. The "EXIT: Optimal Solution Found" is from a subproblem (solver IPOPT) and does not mean that your original problem has been solved. The default algorithm in Bonmin is branch-and-bound. Even if you hold an integer solution it might still take a long time to prove optimality of this solution. You should carefully inspect the "Solution summary" when your Bonmin run terminates and see what it says.

-Michael

ShouyiHu
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Re: Stuck in the final part of MINLP using BONMIN

Post by ShouyiHu » 5 months ago

Dear Micheal,
Thank you for your reply.
There is a quadratic function in my model and I changed it into a linear one but the model is still a minlp. After the change it turns out to be ok.
I'm wondering why the square ones make the problem so hard. If it is not the problem, I should check my model again(つД`)
-Shouyi Hu

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bussieck
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Re: Stuck in the final part of MINLP using BONMIN

Post by bussieck » 5 months ago

Perhaps it makes your discrete variables to take non-integral values in the relaxed optimal solution (something you don't have with the linear variant) and the B&B has to work much harder. Without the model it's just guessing.

-Michael

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