[OS-tickets] [Optimization Services] #52: Bonmin interface has trouble with maximization problems

[Optimization Services]

#52: Bonmin interface has trouble with maximization problems
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 Reporter:  kelman                     |      Owner:
     Type:  defect                     |     Status:  new
 Priority:  major                      |  Milestone:
Component:  other/unknown              |    Version:
 Keywords:  bonmin maximization minlp  |
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 Examples attached: minlp_works.osil is a minimization version of the
 problem, minlp_trouble.osil is a maximization. As you can see by setting
 nlp_log_at_root to something normal like 5, the continuous relaxation at
 the root node doesn't convergence properly. The derivative checker
 indicates the objective Hessian has the wrong sign.

 It looks like the Bonmin interface doesn't do the same objective scaling
 that the Ipopt interface does for maximization problems. Solving the
 continuous relaxation directly by changing all the integer variables to
 continuous works fine for either maximization or minimization.

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Ticket URL: <https://projects.coin-or.org/OS/ticket/52>
Optimization Services <http://projects.coin-or.org/OS>
An interface for Web services implementing optimization.