[Bonmin] Bonmin failing to deliver solution to GAMS (or failing to calculate solution?) in convex MINLP

[Stefan Vigerske]

Hi,

> Hello,
>
> I'm trying to solver a number of convex MINLP instances of a problem
> using Bonmin through GAMS and am frequently getting this error message
> when bonmin finishes:
>
> Warning: Optimal value of NLP subproblem differ from best MINLP value
> reported by Bonmin.
> Will not replace solution, dual values will not be available.
>
> When this happens, GAMS does not receive the last feasible point (and
> supposedly optimal solution) found by bonmin. So first of all I'm not
> sure if bonmin is correctly calculating the solution in these cases, and
> if it is, it's not sending the solution to GAMS. Is there any way to
> solve this or get around it?

When Bonmin finishes and has found a feasible solution, then the 
Gams/Bonmin link solves the NLP obtained from the MINLP by fixing the 
discrete variables to the values in the solution. It's doing this to 
compute dual values.
The warning says, that this final NLP solve ended with a solution that 
has a worse objective function value than the solution value reported by 
Bonmin.
However, in this case, you should still get the primal solution that 
Bonmin reported, only a dual solution will be unavailable.

If you don't get Bonmin's solution, it would be great if you could send 
me a model to reproduce this behaviour.

In the next GAMS release, there will be an option to disable the final 
solve in the Gams/Bonmin link.

Stefan


>
> Regards,
> Juan
>
>
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