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

[Stefan Vigerske]

Hi,

> 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.

The best feasible solution that Bonmin found has value -9.701475.
The 8.477002 is only an upper bound that tells you that there exists no 
solution with a value above 8.477002.

Stefan

>
> 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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>>>
>>
>>
>
>
>