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

Fri Feb 3 13:03:12 EST 2012

Hi,

I'm sending you a slightly modified model. I'm solving it with the  
following options:

bonmin.milp_solver Cplex
bonmin.allowable_fraction_gap 0.1
bonmin.algorithm B-QG

- This is the output I get:

Bonmin finished. Found feasible point. Objective function value = -9.40927.
Resolve with fixed discrete variables to get dual values.
NLP0014I      4        OPT         -9.4093         20       1.963
Warning: Optimal value of NLP subproblem differ from best MINLP value   
reported b
y Bonmin.
  Will not replace solution, dual values will not be available.
Best solution:  -1.859887e+001   (41 nodes, 12.074 seconds)
Best possible:   9.409270e+000   (only reliable for convex models)

Absolute gap:    2.800814e+001   (absolute tolerance optca: 0)
Relative gap:      297.665415%   (relative tolerance optcr: 0.1%)

- If I solve with B-OA, I get the following:

Bonmin finished. Found feasible point. Objective function value = -9.40927.
Resolve with fixed discrete variables to get dual values.
NLP0014I      3        OPT         -9.4093         25       2.488

Best solution:   9.409269e+000   (0 nodes, 16.239 seconds)
Best possible:   9.409268e+000   (only reliable for convex models)

Absolute gap:    1.460884e-006   (absolute tolerance optca: 0)
Relative gap:        0.000016%   (relative tolerance optcr: 0.1%)

Hope this helps,
Juan

>
> 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
>
>
> _______________________________________________
> 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
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