[Couenne] (no subject)

[Pietro Belotti]

AJ,

Couenne has a lot of options that can be tweaked to make solution of 
certain problems faster. I looked at your problem but can't find a 
specific structure that can be exploited through specific options. I can 
get a lower bound of -56*10^6 with default options, but given the size of 
the problem (2800+ variables and another 8600+ auxiliaries after 
reformulation) it's better to stick to options that are not 
time-consuming. For example, you can switch off LP-based bound reduction 
and probing by adding the following lines to the option file couenne.opt:

aggressive_fbbt no
optimality_bt   no

You can go further and turn off the fast bound reduction techniques as 
follows:

feasibility_bt  no
redcost_bt      no

but I'm not sure if that would help a lot. Unfortunately this is a large 
NLP problems, and finding a global optimum is not easy.

I hope this helps.

Regards,
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, 8 Nov 2012, AJ wrote:

> Hello
> I want to know does this solver for GAMS have any special options for faster solution?
> I wrote this code in GAMS but it takes so much time!
> 
> Thanks for your attention
> AJ