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Dear all,<br>
<br>
We have been using BONMIN to solve some MINLP problems with binary
integers that represent ON/OFF type elements in our optimization.
One of the linear constraints we have is a that the sum of integer
variables is a fixed positive integer N (i.e. \sum{i\in I}v_i=N)<br>
<br>
<ul>
<li>We use bonmin through OPTI's mex interface. As a result, we
implement this linear constraint on the integer variable as N
\leq \sum{i\in I}v_i \leq N. This has some convergence issues,
often failing to find a feasible solution.</li>
</ul>
<ul>
<li>We relaxed the above constraints using small delta to
N-\delta \leq \sum{i\in I}v_i \leq N+\delta. Although this
solved the issue for some small N, the same problem was faced
for larger N values.<br>
</li>
</ul>
<ul>
<li>We also replaced this constraint with \sum{i\in I}v_i \leq N,
which is equivalent to the original constraint in our problem
since the objective function cannot be improved with less ON
elements (i.e. with less v_i that are equal to 1). This
formulation always works with good convergence properties.</li>
</ul>
<br>
What is it about bonmin that causes this behaviour? Pseudocosts? How
bonmin passes equality constraints in integer variables to ipopt?
Can it be related to the branching rules?<br>
<br>
Thank you for your time and consideration.<br>
<br>
Best regards,<br>
<br>
Filippo Pecci
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