[Couenne] Printing best solution found when time limit exceeded

[Giacomo Nannicini]

Nesrine,
is the solution that you obtain feasible?
In my experience, the log is wrong: Cbc (the branch-and-bound part of
Couenne) thinks that it found a feasible solution of value 0.25, but
Couenne internally rejects it according to its own tolerances.
At the end of the search, Couenne prints the best solution it found -
which is worse than the "fictitious" 0.25 solution.

Giacomo

On Wed, Apr 25, 2018 at 2:26 PM, Ouanes, Nesrine
<nesrine.ouanes at campus.tu-berlin.de> wrote:
> Hello,
>
>
> I'm solving a NLP Problem with couenne. My model is written in Python and
> Pyomo.
>
>
> In my case, Couenne takes very long without exiting with an optimal
> solution. The best solution is given after a few iterations and doesn't
> change after hours of execution:
>
>
> Cbc0010I After 7100 nodes, 3364 on tree, 0.25239475 best solution, best
> possible 0.15 (14.72 seconds)
>
>
> Therefore, I've set the option time_limit to a smaller value (100 seconds),
> to be able to retrieve the best solution found so far and print it to a
> file. However couenne prints another solution than the one stated in the
> solver log:
>
>
> instead of 0.25239475, I get 0.281323177 as a value for the objective
> function.
>
>
> The value printed by Couenne is the same one I get if I solve my model using
> Ipopt.
>
>
> 1) Do you have any idea, why this occurs?  Is it possible that Couenne is
> printing the best solution found by ipopt, since it's used in Couenne?
>
>
> 2) Is there a way to obtain the better solution given in the solver log?
>
>
> I look forward to your reply.
>
>
> Best,
>
> Nesrine
>
>
>
>
>
>
>
>
>
>
>
>
> _______________________________________________
> Couenne mailing list
> Couenne at list.coin-or.org
> https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_couenne&d=DwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=8FaVxIx99H879Ebkij38NpcRZoYLK-7QMl1LqyvBccA&m=TKDQWNLB4YWq5VR5iJ4Bpb5iCCr7hDVDR-UF_vMD9ao&s=s7IjlPTu9bAJDemY_xIfISefaKeijm2HjN-3_ozHi1c&e=