[Couenne] Ampl code trying to solve using couenne solver

Tue Oct 11 14:14:10 EDT 2016

Hi Pietro,

                 Appreciated. This concept actually worked in my case.

Thank You.

Regards,

Ukesh Chawal

Graduate Teaching and Research Assistant

IMSE PhD Student

The University of Texas at Arlington

ukesh.chawal at mavs.uta.edu<https://owa.uta.edu/owa/chawalu@exchange.uta.edu/redir.aspx?SURL=KvdqIrJYYFJEInR__ScoZicftjVuRA8fhtn9F2i-SuhixzhS37PSCG0AYQBpAGwAdABvADoAdQBrAGUAcwBoAC4AYwBoAGEAdwBhAGwAQAB1AHQAYQAuAGUAZAB1AA..&URL=mailto%3aukesh.chawal%40uta.edu>

________________________________
From: Pietro Belotti <petr.7b6 at gmail.com>
Sent: Monday, October 10, 2016 5:52:09 PM
To: Chawal, Ukesh
Cc: Stefan Vigerske; couenne at list.coin-or.org; pbelott at clemson.edu
Subject: Re: [Couenne] Ampl code trying to solve using couenne solver

This is due to Couenne not having convexification routines for max and min operators. For this particular model where x3 has a non-negative coefficient in the objective function and the objective is to be minimized, you can replace

x3 = max (0, x1 - 2)

with

x3 >= max (0, x1 - 2)

and therefore with

x3 >= 0
x3 >= x1 - 2

This is not true in general, as x3 = max (0, x1-2) might require a binary variable.

Hope this helps,
Pietro

On Mon, Oct 10, 2016 at 8:03 PM, Chawal, Ukesh <ukesh.chawal at mavs.uta.edu<mailto:ukesh.chawal at mavs.uta.edu>> wrote:

Hi Stefan,

                 Appreciate your help.

Will  you please suggest me how do I reformulate the constraint X3 = max (0, X1 -2)? Can you help me with an example code?

Thank You.

Regards,

Ukesh Chawal

Graduate Teaching and Research Assistant

IMSE PhD Student

The University of Texas at Arlington

ukesh.chawal at mavs.uta.edu<https://urldefense.proofpoint.com/v2/url?u=https-3A__owa.uta.edu_owa_chawalu-40exchange.uta.edu_redir.aspx-3FSURL-3DKvdqIrJYYFJEInR-5F-5FScoZicftjVuRA8fhtn9F2i-2DSuhixzhS37PSCG0AYQBpAGwAdABvADoAdQBrAGUAcwBoAC4AYwBoAGEAdwBhAGwAQAB1AHQAYQAuAGUAZAB1AA..-26URL-3Dmailto-253aukesh.chawal-2540uta.edu&d=CwMF-g&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=ZxcvfrgBj_XEFq5Ymi2c2hQYsUUIXtcIIzgczKPIqFs&m=Kl-_A0EWC0GU0zn_NXBiff9CpniGjDUbFxQlaZkMoDI&s=UqMaf2EokQDPZaVp4cxZ4-Mc8T2zRStVmAxn-jWCwQ0&e=>

________________________________
From: Stefan Vigerske <stefan at math.hu-berlin.de<mailto:stefan at math.hu-berlin.de>>
Sent: Monday, October 10, 2016 1:48:46 PM
To: Chawal, Ukesh; couenne at list.coin-or.org<mailto:couenne at list.coin-or.org>; pbelott at clemson.edu<mailto:pbelott at clemson.edu>
Subject: Re: [Couenne] Ampl code trying to solve using couenne solver

Hi,

AMPLs presolve will have replaced max (0, 9 -2) by a constant before
Couenne had a chance to complain.
You will have to reformulate X3 = max (0, X1 -2).

Stefan

On 10/10/2016 08:27 PM, Chawal, Ukesh wrote:
> Hello,
>
>           I have a weird problem while trying to solve the ampl code using couenne solver. When I tried to minimize it using constraint, X3 = max (0, X1 -2); it gave me the ERROR: unknown operator. But when I used constraint,  X3 = max (0, 9 -2); it gave me the optimal solution. Will you be able to help me with this? I have included the code and the solver output as a reference:-
>
>
> var X1 >=0 <=9.5 integer;
> var X2 >=0 <=9.5 integer;
> var X3 >=0 integer;
> minimize Y: -2540.33 -154.669 * X1 + 40.0895 * X2 + X3;
> subject to a1: X3 = max (0, X1 -2);
>
>
> ampl: reset;
> ampl: include trial.run;
> couenne:
> ANALYSIS TEST: ERROR: unknown operator (address 0p741f20), aborting.
> exit code 18446744073709551615
> <BREAK>
> *******************************************************************************************************************
> var X1 >=0 <=9.5 integer;
> var X2 >=0 <=9.5 integer;
> var X3 >=0 integer;
> minimize Y: -2540.33 -154.669 * X1 + 40.0895 * X2 + X3;
> subject to a1: X3 = max (0, 9 -2);
>
>
> ampl: reset;
> ampl: include trial.run;
> couenne:
> ANALYSIS TEST: Problem size before reformulation: 2 variables (2 integer), 0 constraints.
> Problem size after  reformulation: 3 variables (2 integer), 0 constraints.
> ******************************************************************************
> This program contains Ipopt, a library for large-scale nonlinear optimization.
>  Ipopt is released as open source code under the Common Public License (CPL).
>          For more information visit https://urldefense.proofpoint.com/v2/url?u=http-3A__projects.coin-2Dor.org_Ipopt&d=CwIFAw&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU29t80hk2rsLc4vrlRySBDabuq0O1ZI&m=73-Q-GECsIsyPehmiseVQOKhwoqWO0aQLacYmzMgTzs&s=XPz_APTl-ruSmbCXxqC8uPk61hQqr3s4ZVqN_xo6y7k&e=
> ******************************************************************************
> NOTE: You are using Ipopt by default with the MUMPS linear solver.
>       Other linear solvers might be more efficient (see Ipopt documentation).
> Cbc0012I Integer solution of -3925.35 found by Init Rounding NLP after 0 iterations and 0 nodes (0.00 seconds)
> Cbc0001I Search completed - best objective -3925.351, took 0 iterations and 0 nodes (0.00 seconds)
> Cbc0035I Maximum depth 0, 0 variables fixed on redu
>   "Finished"
> couenne: Optimal
>
>
>
> Thank You.
>
>
> Regards,
>
> Ukesh Chawal
>
> Graduate Teaching and Research Assistant
>
> IMSE PhD Student
>
> The University of Texas at Arlington
>
> ukesh.chawal at mavs.uta.edu<mailto:ukesh.chawal at mavs.uta.edu><https://urldefense.proofpoint.com/v2/url?u=https-3A__owa.uta.edu_owa_chawalu-40exchange.uta.edu_redir.aspx-3FSURL-3DKvdqIrJYYFJEInR-5F-5FScoZicftjVuRA8fhtn9F2i-2DSuhixzhS37PSCG0AYQBpAGwAdABvADoAdQBrAGUAcwBoAC4AYwBoAGEAdwBhAGwAQAB1AHQAYQAuAGUAZAB1AA..-26URL-3Dmailto-253aukesh.chawal-2540uta.edu&d=CwIFAw&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU29t80hk2rsLc4vrlRySBDabuq0O1ZI&m=73-Q-GECsIsyPehmiseVQOKhwoqWO0aQLacYmzMgTzs&s=wnUGMjsCwsbbVM6y6kxOZ7Djax9_D1iz3A9HzE0pNl8&e= >
>
>
>
> _______________________________________________
> Couenne mailing list
> Couenne at list.coin-or.org<mailto:Couenne at list.coin-or.org>
> https://urldefense.proofpoint.com/v2/url?u=http-3A__list.coin-2Dor.org_mailman_listinfo_couenne&d=CwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU29t80hk2rsLc4vrlRySBDabuq0O1ZI&m=73-Q-GECsIsyPehmiseVQOKhwoqWO0aQLacYmzMgTzs&s=XnWorzI8Umgrc_UsPjzPnUOrrXHuCHYSclws6t9daPI&e=
>

--
http://www.gams.com/~stefan<https://urldefense.proofpoint.com/v2/url?u=http-3A__www.gams.com_-7Estefan&d=CwMF-g&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=ZxcvfrgBj_XEFq5Ymi2c2hQYsUUIXtcIIzgczKPIqFs&m=Kl-_A0EWC0GU0zn_NXBiff9CpniGjDUbFxQlaZkMoDI&s=EJHo7nOIyU93uVF0vNC1KQQ89EmzjSxFmEabSScFmjc&e=>

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/couenne/attachments/20161011/b8b75bf4/attachment.html>