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Changing tolerence
Posted: Wed Feb 16, 2022 1:14 pm
by Ebru
Hello,
I have a mixed integer model. GAMS outputs my binary variables as decimals. For this, I guess I need to change the integrality tolerance value. But I don't know how to do it. Do you have a code?
Re: Changing tolerence
Posted: Thu Feb 17, 2022 6:59 am
by bussieck
There is no GAMS option for this. This is solver specific. Check the solver documentation of the used solved and set the option (if available). For example, for GAMS/Cplex this option is called
epint. For most solvers the default is 1e-6 and is usually good enough. Reducing this option (e.g. epint) can have serious impact on performance.
-Michael
Re: Changing tolerence
Posted: Thu Feb 17, 2022 9:15 am
by Ebru
I'm new to use Gams. Sorry for that, cause I can not understand completely what you mean. My solver is CONOPT (non-linear problem effect).
If there is not a Gams option, how can I fix this tolerance problem?
For example, I have a binary variable. And solver gives a solution as 0.8. Thats a huge range for my problem. I want to change the tolerance as 0.
I will be very very appriaciate if you help me
Re: Changing tolerence
Posted: Fri Feb 18, 2022 6:12 am
by bussieck
Conopt does not solve models with binary variables. -Michael
Re: Changing tolerence
Posted: Fri Feb 18, 2022 6:37 am
by Ebru
Hi again Michael,
Did I say wrong which solver it is? Because the model works and does not give an error. but the result is not binary. Trying to solve it with MINLP.
So what i have to do for getting a sensible results?
Re: Changing tolerence
Posted: Fri Feb 18, 2022 3:52 pm
by dirkse
Hello,
Have you verified that the solver completed successfully? If the solver terminates prior to finding a solution (say, because of a time limit or iteration limit, or because it declares the model infeasible) then the level values returned by the solver for binary variables might not be close to 0 or 1.
-Steve
Re: Changing tolerence
Posted: Fri Feb 18, 2022 4:42 pm
by Ebru
Hi Steve,
Thank you very much your attention.
I want to add my output panel here as attachment. I think showing it this way will make it clearer because I don't understand exactly why the iterations are terminated. But the infeasible option seems to be correct.