[Couenne] Regarding NEOS server and my optimization problem..
Pietro Belotti
pbelott at clemson.edu
Mon Mar 26 12:12:57 EDT 2012
Imtiaz,
I was able to solve the problem relatively easily (attached is the
output). Please note that, especially with terms such as 2^x, it would be
desirable for x to have an upper bound as tight as possible.
Pietro
--
Pietro Belotti
Dept. of Mathematical Sciences
Clemson University
email: pbelott at clemson.edu
phone: 864-656-6765
web: http://myweb.clemson.edu/~pbelott
On Thu, 22 Mar 2012, Imtiaz Ahmed wrote:
>
> Hi,
>
> I was trying to optimize the following optimization problem through NEOS server using Couenne:
>
>
>
> var d1;
>
> var d2;
>
> var s1;
>
> var s2;
>
> var r1;
>
> var r2;
>
> maximize Profit: d1*r1 + d2*r2;
>
> subject to One: (1-d1)*((2^s1) - 1)/1 <= 1;
>
> subject to Two: (1-d1)*((2^s1) - 1)/1 + (1-d2)*((2^s2) - 1)/0.5 <= 1.5;
>
> subject to Three: (d1)*((2^r1) - 1)/1 <= 1;
>
> subject to Four: (d1)*((2^r1) - 1)/1 + (d2)*((2^r2) - 1)/0.5 <= 1.5;
>
> subject to Five: (1-d1)*s1 - d1*r1 >= 0;
>
> subject to Six: (1-d1)*s1 + (1-d2)*s2 - d1*r1 - d2*r2 >= 0;
>
> subject to Seven: d1>=0;
>
> subject to Eight: d2>=0;
>
> subject to Nine: d1<=1;
>
> subject to Ten: d2<=1;
>
> subject to Eleven: s1>=0;
>
> subject to Twelve: s2>=0;
>
> subject to Thirteen: r1>=0;
>
> subject to Forteen: r2>=0;
>
>
>
> Unfortunately, I don’t find the result and get something message as below:
>
> Time limit reached. Process killed
>
>
>
> I was just trying to see if my problem can be solved by Couenne before I install Couenne.
>
> Would you kindly let me know how I should resolve the error?
>
> Thank you,
>
> Best,
>
>
>
> Imtiaz
>
>
>
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