Dear Gams world community,
I have a problem with knitro solver.
I have an MPEC program, that gives a locally optimal solution. However, when I check the output file, the level of the objective function equation (in SolEQU) is different than the level of the obj variable defined by this equation, as follow:
LOWER LEVEL UPPER MARGINAL
 EQU objDSO 38654.568 38654.568 38654.568 1.000
LOWER LEVEL UPPER MARGINAL
 VAR objD INF 37828.887 +INF
ObjD is defined in the objDSO equation as follow:
objDSO..
objD =e= sum((t),sum((i),......
Anyone has had this problem before?
BG,
Objective function with Knitro
Re: Objective function with Knitro
Hello,
Why do you consider this to be a problem?
Steve
Why do you consider this to be a problem?
Steve

 User
 Posts: 2
 Joined: 3 months ago
Re: Objective function with Knitro
Hello,
Because it should be zero, no?
As the sum of the twosides variables in the equation.
Because it should be zero, no?
As the sum of the twosides variables in the equation.