How to print out the feasibility in Baron while running

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Dragan
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How to print out the feasibility in Baron while running

Post by Dragan » 2 months ago

Currently, I am using BARON through GAMS. The ususal output printed during solving is like the following. It only shows the upper and lower bound on the objective at every iteration

Iteration Open nodes Time (s) Lower bound Upper bound
1 1 86.10 0.00000 0.100000E+52
5 3 127.89 0.00000 0.100000E+52
6 4 167.82 0.00000 0.100000E+52
12 7 209.01 0.00000 0.100000E+52
14 8 265.94 0.00000 0.100000E+52
61 31 313.80 0.00000 0.100000E+52
79 40 379.44 0.00000 0.100000E+52
103 52 412.32 0.00000 0.100000E+52
108 55 458.68 0.00000 0.100000E+52
109 55 501.58 0.00000 0.100000E+52
121 61 531.93 0.00000 0.100000E+52
157 79 581.79 0.00000 0.100000E+52
166 84 624.81 0.00000 0.100000E+52
193 97 655.01 0.00000 0.100000E+52

How can I print out the current feasibility of the solution while the solver is running (like any other solvers do)?

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bussieck
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Re: How to print out the feasibility in Baron while running

Post by bussieck » 2 months ago

What is the "current feasibility of the solution"? One of the bounds give you the value of your incumbent. Some solvers also give you the number of integer infeasibilities in the log, but since BARON also needs to branch on continuous variables, this needs to be extended to the number of possible branching candidates. Not sure if this is a good measure for the user.

-Michael

Dragan
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Re: How to print out the feasibility in Baron while running

Post by Dragan » 2 months ago

Okay, I see. By current feasibility, I meant simply something like the output of IPOPT or FMINCON (if you are familiar with either) where you could see the infeasibility with regards to the constraints decreases gradually with the number of iterations until it meets the stopping criteria.

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bussieck
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Re: How to print out the feasibility in Baron while running

Post by bussieck » 2 months ago

Gradient methods, barrier method, simplex, etc have the concept of a "moving a point through space" and hence they can talk about statistics about this "point". Global methods like branch-and-bound don't have a "point" concept and hence there is no way talking about the statistics (e.g. [in]feasibility) of "the point".

-Michael

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