[Couenne] A problem where Couenne appears to fail?

[A. Torgovitsky]

Hello,

I have been comparing KNITRO, Couenne and BARON for some sample problems
related to my research.

The problems are mixed integer nonlinear programs. However, the only
non-integer non-convexities are through bilinear terms in the objective.
So, my understanding is that both Couenne and BARON should be able to solve
this problem to global optimality.

I've attached one example of such a problem to this email. (Note that the
problems are maximizations not minimizations.)

When I solve the problem with the latest versions of KNITRO, Couenne and
BARON I get the following (feasible) optima:

BARON: .00202
KNITRO: .00198
Couenne: -.00202

Is there some sort of bug here, or am I misunderstanding something?

My initial concern was that Couenne < KNITRO, which shouldn't occur if
Couenne is finding the global optimum. However when I was writing this
email I realized that the value Couenne returns is -1* the value that BARON
returns. That seems like an odd coincidence -- is this maybe just some sort
of output bug?

Thanks,
Alex
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