ERROR: Infeasible constraint deduced from presolve.

[Adedeji Isaac Adeloye]

Hello,

I am trying to solve a Non-linear optimization problem. I have been using Knitro to solve non-linear problems, but this is my first time encountering this issue.

My lb range from 0 to 10,000 or -10,000 to 0 or -10,000 to 10,000. For an initial point, i use:

X=(lb+(ub-lb)).*rand(Nvar,1))'.

Here is how I call knitro:

options = knitro_options('maxit', 1000, 'outlev', 4, 'xtol', 1e-15, ...

                         'feastol', 1e-8, 'opttol', 1e-8, ...

                         'bar_maxcrossit', 5, 'honorbnds', 2, 'numthreads', 8);

[Xsqp, FUN, FLAG, ~,~,~,~] = knitro_nlp(@(X)SQP(X,Dat),X,[],[],Aeq,beq, ...

    lb,ub,@(X)SQPnolcon(X,Dat),[],options,[]);

Here is the error I get:

WARNING: 1 constraint is constant or undefined and will be ignored.

=======================================
             Trial License
       (NOT FOR COMMERCIAL USE)
         Artelys Knitro 14.0.0
=======================================

ERROR: Infeasible constraint deduced from presolve.
       Deduced constraint value: Aeq(3026,:) =    -1.34730000000000e-06
       violates the constraint lower bound =     0.00000000000000e+00
Knitro presolver has deduced that constraint Aeq(3026,:) cannot be satisfied.

EXIT: Problem determined to be infeasible with respect to constraint bounds.

Final Statistics
----------------
Final objective value               =   7.29751108473195e+03
Final feasibility error (abs / rel) =   8.46e+07 / 1.00e+00
Final optimality error  (abs / rel) =   1.80e+308 / 1.80e+308
# of iterations                     =          0
# of CG iterations                  =          0
# of function evaluations           =      10044
# of gradient evaluations           =          0
Total program time (secs)           =       0.39499 (     1.827 CPU time)
Time spent in evaluations (secs)    =       0.37890

Any help will be appreciated.

[Richard Waltz]

Hi,

The Knitro presolver is claiming that the model as formulated is infeasible.  However, the infeasibility it deduces is quite small (1.3e-6) so it is possible that the infeasibility deduction is due to roundoff errors.  You can try setting "presolve_tol" to a larger value (e.g. 1e-5 or 1e-4) so that it only claims infeasibility for larger values:

https://www.artelys.com/app/docs/knitro//3_referenceManual/userOptions.html?highlight=presolve_tol#presolve_tol

You can also just try turning the Knitro presolver off by setting "presolve" to 0 to see what happens:

https://www.artelys.com/app/docs/knitro//3_referenceManual/userOptions.html?highlight=presolve#presolve

Regards,

-Richard

---

From: kni...@googlegroups.com <kni...@googlegroups.com> on behalf of Adedeji Isaac Adeloye <dej...@gmail.com>
Sent: Monday, June 10, 2024 12:29 PM
To: Artelys Knitro forum <kni...@googlegroups.com>
Subject: [Knitro] ERROR: Infeasible constraint deduced from presolve.

 

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[Adedeji Isaac Adeloye]

This worked by setting preserve_tol to 1e-5. Thank you for your suggestion.

Regards