switching solvers

[pat...@telfer.uottawa.ca]

Hi,

I am running a column generation type algorithm but while the master
problem is linear, the reduced costs problem isn't. Thus, what I want
to do is switch solvers so that in each iteration I solve the master
problem using CPLEX and the reduced costs problem using a non-linear
solver such as BONMIN. I have CPLEX installed on my computer and am
using Kestrel through NEOS to import BONMIN. However, it does not
seem to work well. This is what my program looked like initially

solve master problem;

option solver kestrel;
option kestrel_options 'solver = bonmin';

solve Reduced Costs Problem;

option solver cplexamp;

Update column generation;
repeat;

Problem is it seems to send the master problem to BONMIN instead of
the Reduced Costs problem. So I switched the solver lines (which is
counter intuitive) and it seemed to work better though it isn't
solving properly yet. My question is should this work? Will the
solvers "talk" to each other as I need them to? I assume the one will
send back the appropriate information that is used to fuel the other?
Thanks. Jonathan

[Robert Fourer]

You are iterating between two AMPL named problems, which is fine, but probably
they are not getting defined correctly. In particular each named problem has
its own environment of options, and apparently the "solver" option for the
master problem is not being specified as intended. I can't tell more from the
pseudocode that you give, however.

See also section 14.5 of the AMPL book (2nd edition).

Bob Fourer
4...@ampl.com