No feasible solution when solving MINLP

[Chaoda]

Hi all,

I am making my first attempt at GEKKO to solve a simple MINLP.
I got the "@error: Solution Not Found" return from the solve,
however the following value is at least a feasible solution as far as I know.

t0 = np.array([8.0])

xi = np.array([1,1,1,0,0,0])

xj = np.array([0,0,0,1,1,1])

Checking the file "infeasibilities.txt", it shows the possible infeasible equations are those constraints on 0-1 variables,
but it is definitely not the case.

The python code is attached. Very appreciate if anyone could help me out.

Chaoda

[John Hedengren]

Chaoda,

One thing that works is to initialize with a different solver (IPOPT or BPOPT) and then solve with APOPT to obtain the MINLP solution.

#Set global options
m.options.SOLVER = 2 # BPOPT NLP SOLVER
m.solve(disp=True)
m.options.SOLVER = 1 # APOPT MINLP SOLVER
m.solve(disp=True)

I also had to comment out "dt = dt[dt!=0]" that was giving both a warning and an error for the Intermediate definition without an = sign.

Best regards,

John Hedengren​

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From: apmo...@googlegroups.com <apmo...@googlegroups.com> on behalf of Chaoda <xiec...@gmail.com>
Sent: Friday, August 23, 2019 9:26 PM
To: apmonitor
Subject: [APM] No feasible solution when solving MINLP

 

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[Chaoda]

John,

Your help is always invaluable. Thank you so much. But is it possible to share a little more hints on the background of this? Why we have to initially solve it by BPOBT? Does this serial format force APOBT search within the solution of BPOBT?

Best,

Chaoda

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[John Hedengren]

Chaoda,

IPOPT and BPOPT are interior point solvers. More info on the interior point method is here:

https://apmonitor.com/me575/index.php/Main/InteriorPointMethod

I find that Interior Point methods do better with initialization where the guess value may be far from the optimal solution. Once a non-integer solution is found with the Interior Point, Nonlinear Programming (NLP) solvers IPOPT or BPOPT, then I switch to the active set method of APOPT. It is also an NLP solver but can also do branch and bound to find an integer solution. More information on the branch and bound method is here:

https://apmonitor.com/me575/index.php/Main/DiscreteOptimization

Best regards,

John Hedengren

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Best regards,

John Hedengren

APMonitor Optimization Suite

http://apmonitor.com