retrieve the lower bound

Problems with syntax of GAMS
Post Reply
Luca
User
User
Posts: 23
Joined: 1 year ago

retrieve the lower bound

Post by Luca » 7 months ago

Dear all,

I am solving a model with baron through gams. I would like to retrieve the lower bound and the upper bound of the objective function obj.
There is a variable where the LB is saved: I image that obj.l return the upper bound.

Thanks in advance. Best regards,
Luca

User avatar
bussieck
Moderator
Moderator
Posts: 349
Joined: 3 years ago

Re: retrieve the lower bound

Post by bussieck » 7 months ago

Correct, obj.l or modelname.objval return the incumbent and hence an upper bound on the global optimum (for minimization problems). modelname.objest (see https://www.gams.com/latest/docs/UG_Mod ... rch=objest) give you the lower bound returned by Baron (and many other solvers that work with a global lower bound):

Code: Select all

option minlp=baron;
solve spring using minlp minimizing volume;
display spring.objest, spring.objval;
-Michael

Post Reply