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

[Juan Jose Galvez]

Hi,

> 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.


I thought the output line:
"Bonmin finished. Found feasible point. Objective function value = -8.477."

meant that bonmin has found a feasible point with objective value  
8.477. I don't understand why it subsequently says that the best  
solution is -9.701475, which is much worse. In fact, I thought bonmin  
is exact for convex models. The solution reported, however, is way  
outside the required tolerance levels, as you can see in the output.  
On the other hand, if I try with a different algorithm (OA), the best  
solution found *is* 8.477.

I'll send you a model later to see if you can reproduce the problem.

Juan

>
> 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
>>>>
>>>>
>>>> _______________________________________________
>>>> Bonmin mailing list
>>>> 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