[Bonmin] Integer Variables being varied continuously by Ipopt of Bonmin

[Ramesh, Ujwal (rameshul)]

Hi All,


I have modeled a convex nonlinear problem using Bonmin's c++ interface.


The problem also has absolute value constraints of the following format,


    abs(x[i]-x[j]) > threshold


I have modeled these absolute value constraints using the Big M approach and have introduced integer variables as below:


    x[i]-x[j] + M*B > threshold and

    -x[i] +x[j] +M*(1-B) > threshold


where M is a large value (based on my problem and not random) and B is the newly introduced binary/integer variable ( Have tried both approaches).



While using a branch and bound algorithm, I printed the variable values for a particular iteration and see that the integer/binary variables have the values like below.


    x[20]= 0.229109

  x[109]= 0.254611


due to which the trial point which seems to be the best is being rejected due to in- feasibility  and the algorithm exits stating that my problem is infeasible ( which is obvious if the integer/binary variables are varied continuously)



I even tried changing the option integer_tolerance as below


 bonmin.options()->SetIntegerValue("bonmin.integer_tolerance",1);


which by default is 1e-06 but is not respected by the solver.


Could anyone comment if I am missing something or using a faulty model.


Thanks in advance for your help.


I can furnish more details of my problem if required.


Thanks and Regards,

Ujwal Ramesh
Graduate Student,
University Of Cincinnati
Ph: +1-513-302-4771
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/bonmin/attachments/20141230/41f32c9b/attachment.html>