Extratcing heuristic soultion of MINLP

[Abdulrahman Aldeek]

Dears

I'm trying to solve a MINLP using Knitro and I'm getting the following output

403:

All nodes have been explored. Integer feasible point found.

I have two questions, How can I escape from this message? I tried several things like changing the heuristic algorithm, making the heuristic run until it's limit and increasing the heuristic limit and increasing the node exploration limit. Still, Knitro couldn't converge. My second question is the following, let's assume I only want to run knitro just for its heuristic ability and I want to extract the solution without being forced to go through the whole process. Can I do that?

Regards

Abd

[Richard Waltz]

One question is whether your model is convex or non-convex.  If your model is non-convex, then Knitro cannot prove optimality and may not be able to reduce the optimality gap to a small value.  In this case terminating with the message:

  All nodes have been explored. Integer feasible point found.

may be these best that can be expected.  The integer feasible point found by Knitro in this case may or may not be optimal.

You can use options such as "mip_terminate", "mip_maxnodes", "mip_maxtime_real", "mip_heuristic_terminate", and "mip_integral_gap_rel" to control when Knitro terminates.  See the full list of MIP options here:

https://www.artelys.com/docs/knitro/3_referenceManual/userOptions.html#mip-options

So yes you can, for instance, set "mip_maxnodes=1" to make it stop after running the heuristic at the root node to search for an integer feasible point.  You can also use "mip_terminate=1" to force it to stop as soon as it finds an integer feasible solution.

Best,

-Richard

Richard WALTZ

Senior Scientist

 

Artelys USA

 

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From: kni...@googlegroups.com [kni...@googlegroups.com] on behalf of Abdulrahman Aldeek [engfromp...@gmail.com]
Sent: Monday, November 09, 2020 10:15 AM
To: Artelys Knitro forum
Subject: [Knitro] Extratcing heuristic soultion of MINLP

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