[Bonmin] Constraints order and Solution

Edson Cordeiro do Valle edsoncv at enq.ufrgs.br
Wed Jun 25 14:41:42 EDT 2008


          Hello all
  If I run the cpp example that comes with Bonmin trunk, with 
constraints written int the following way:

-inf <= g(x) <= constant

 g_l[0] = -DBL_MAX;
  g_u[0] = 1./4.;
  g_l[1] = -DBL_MAX;
  g_u[1] = 0;
  g_l[2] = -DBL_MAX;
  g_u[2] = 2;

 g[0] = (x[1] - 1./2.)*(x[1] - 1./2.) + (x[2] - 1./2.)*(x[2] - 1./2.);
  g[1] = x[0] - x[1];
  g[2] = x[0] + x[2] + x[3];

I got the optimal with obj function at -2.5
and if I write the above constraint of the following way:

0 <= -g(x) + const <= inf

g_l[0] = 0;
g_u[0] = DBL_MAX;
g_l[1] = 0;
g_u[1] = DBL_MAX;
g_l[2] = 0;
g_u[2] = DBL_MAX;

g[0] = -1*((x[1] - 1./2.)*(x[1] - 1./2.) + (x[2] - 1./2.)*(x[2] - 
1./2.)-1/4);
g[1] = -1*(x[0] - x[1]);
g[2] = -1*(x[0] + x[2] + x[3]-2);

I got the optimal with obj function at -1.0
For me this both formulations are similar, aren't they?
Any clue for this behavior?
                                                                              
Thanks

-- 
                                                  Edson C. do Valle
                                                edsoncv at enq.ufrgs.br
                                                   Skype: edson.cv



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