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

[Juan Jose Galvez]

This is an example output I'm getting from a model solved by bonmin:

Bonmin finished. Found feasible point. Objective function value = -8.477.
Resolve with fixed discrete variables to get dual values.
NLP0014I      4        OPT         -8.477          18       1.887
Warning: Optimal value of NLP subproblem differ from best MINLP value  
reported by Bonmin.
  Will not replace solution, dual values will not be available.


Best solution:  -9.701475e+000   (36 nodes, 12.637 seconds)
Best possible:   8.477002e+000   (only reliable for convex models)

Absolute gap:    1.817848e+001   (absolute tolerance optca: 0)
Relative gap:      214.444651%   (relative tolerance optcr: 0.05%)

However, the primal solution given to GAMS corresponds to objective  
value -9.701475, and not 8.477002.

Juan

> 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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>> Bonmin at list.coin-or.org
>> http://list.coin-or.org/mailman/listinfo/bonmin
>>
>
>



-- 
Juan José Gálvez García, Ph.D.
Dept. Ingeniería de la Información y las Comunicaciones
Facultad de Informática
Universidad de Murcia
Campus de Espinardo, 30100      E-mail: jjgalvez at um.es
Murcia, SPAIN                   Phone: +34868887882