[Couenne] Wrong optimum

Joao Pedro Pedroso jpp at fc.up.pt
Fri Oct 22 11:06:05 EDT 2010


Dear Pietro,

I am using Couenne for solving the AMPL model below.  The optimum is
y = x = profit = 0; however Couenne reports:
    
   couenne: Optimal
   y = 1
   x = 13.335
   h = 0
   q = 13.335
   profit = -5.54444
    
Is there any assumption on the models that can be solved by Couenne?

Thanks,

Pedro
--
var y binary;                # setup
var x >= 0;                  # production
var q >= 0;                  # put in market
var p >= 0;                  # price
var h >= 0;                  # inventory

maximize profit:
  (q * p - (50 * y + 5 * h));

subject to
  BOM:        0 + x = q + h;
  Demand:     p = 10 - .25 * (q + 13.33);
  Fixed:      x <= y * 20;
  # Init:               y = 0;

option halt_on_ampl_error yes;
option solver couenne;

solve;

display y, x, h, q, profit;



More information about the Couenne mailing list