[Bonmin] unexpected unfeasible problem
Pierre Bonami
pierre.bonami at gmail.com
Tue Sep 11 09:29:04 EDT 2007
Hi Nicolas,
No, I don't have MINOS and I have no idea what the problem is.
There is another MINLP solver in COIN-OR which is more aimed at global
optimization. Its name is LaGO. You can find it there:
https://projects.coin-or.org/LaGO
Best regards,
Pierre
On 9/11/07, Nicolas BERGER <Nicolas.Berger at univ-nantes.fr> wrote:
>
> Thank you Pierre !! Now it works indeed... when Ampl uses Bonmin. No idea
> about the problem with MINOS ?
>
> And, by the way, do you know other free MINLP solvers ?
>
>
> Nicolas
>
>
> > Hi Nicolas,
> >
> > The problem is that Ipopt was not able to solve the root node
> relaxation.
> > Apparently some of the options changed by bonmin are the cause for this
> > (although I don't really understand why).
> > You can try with the option file that I attach (put the file in the
> > directory where you run ampl). With it I get a solution of same
> objective
> > value as Baron.
> > Best regards,
> > Pierre
> > On 9/10/07, Nicolas BERGER <Nicolas.Berger at univ-nantes.fr> wrote:
> >>
> >> Hi
> >>
> >>
> >> I am trying to solve this problem :
> >>
> >> ------------------------------------------------------------------
> >> var x0 integer >= 1 <= 10 ;
> >> var y0 integer >= 1 <= 10 ;
> >> var x1 >= 1 <= 10 ;
> >> var y1 >= 1 <= 10 ;
> >> var x2 >= 1 <= 10 ;
> >> var y2 >= 1 <= 10 ;
> >>
> >> maximize dist: (x0-x1)**2 + (y0-y1)**2 + (x0-x2)**2 +
> >> (y0-y2)**2 + (x1-x2)**2 + (y1-y2)**2 ;
> >>
> >>
> >> subject to
> >> e01: (x0-x1)**2 + (y0-y1)**2 >= 12.5 ;
> >> e10: (x0-x1)**2 + (y0-y1)**2 <= 64 ;
> >> e02: (x0-x2)**2 + (y0-y2)**2 >= 12.5 ;
> >> e20: (x0-x2)**2 + (y0-y2)**2 <= 64 ;
> >> e12: (x1-x2)**2 + (y1-y2)**2 >= 12.5 ;
> >> e21: (x1-x2)**2 + (y1-y2)**2 <= 64 ;
> >>
> >> solve ;
> >> display x0,y0,x1, y1 ,x2, y2 ;
> >>
> ------------------------------------------------------------------------
> >>
> >>
> >>
> >> Here is the solution to this small problem (given by gams/baron) :
> >>
> >>
> >>
> -----------------------------------------------------------------------------------
> >> LOWER LEVEL UPPER
> >> MARGINAL
> >>
> >> ---- VAR objvar -INF 192.0000 +INF
> >> .
> >> ---- VAR x0 1.0000 1.0000 10.0000
> >> EPS
> >> ---- VAR y0 1.0000 6.0000 10.0000
> >> EPS
> >> ---- VAR x1 1.0000 7.9282 10.0000
> >> .
> >> ---- VAR y1 1.0000 10.0000 10.0000
> >> .
> >> ---- VAR x2 1.0000 7.9282 10.0000
> >> .
> >> ---- VAR y2 1.0000 2.0000 10.0000
> >> .
> >>
> >>
> -----------------------------------------------------------------------------------
> >>
> >>
> >>
> >> Now here is what ampl returns when I call it on this problem :
> >>
> >> --------------------------------------------------------
> >> MINOS 5.5: ignoring integrality of 2 variables
> >> MINOS 5.5: infeasible problem (or bad starting guess).
> >> 0 iterations
> >> Nonlin evals: obj = 7, grad = 6, constrs = 7, Jac = 6.
> >> x0 = 1
> >> y0 = 1
> >> x1 = 1
> >> y1 = 1
> >> x2 = 1
> >> y2 = 1
> >> --------------------------------------------------------
> >>
> >>
> >>
> >> And this is what I get when I add "option solver bonmin" in the problem
> >> file :
> >>
> >>
> >>
> -------------------------------------------------------------------------------------
> >> bonmin:
> >>
> >>
> >>
> ******************************************************************************
> >> This program contains Ipopt, a library for large-scale nonlinear
> >> optimization.
> >> Ipopt is released as open source code under the Common Public License
> >> (CPL).
> >> For more information visit http://projects.coin-or.org/Ipopt
> >>
> >>
> ******************************************************************************
> >>
> >> IpOp0008I
> >> Num Status Obj It time
> >> IpOp0009I 1 FAILED -0 3000 2.81218
> >> IpOp0010I r1 FAILED -0 3000 2.78817
> >> Ipopt exited with error code -1 Maximum Iterations Exceeded
> >> can't open /tmp/at23241.sol
> >>
> >>
> -------------------------------------------------------------------------------------
> >>
> >> What am I doing wrong ? Where to start debugging ? :)
> >>
> >>
> >>
> >>
> >> >From Nantes, France,
> >> BERGER Nicolas
> >>
> >>
> >>
> >> _______________________________________________
> >> Bonmin mailing list
> >> Bonmin at list.coin-or.org
> >> http://list.coin-or.org/mailman/listinfo/bonmin
> >>
> >
>
>
>
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