mip_terminate option not working

[GOMEZ CASARES IGNACIO]

Good morning,

I’m trying to solve a MIP problem in Knitro, and I’m only interested in finding a feasible integer solution. I looked at the documentation, and set the option “mip_terminate” has to value 1, which is described in the documentation as "1 (feasible) Terminate at first integer feasible point.”. But when I solve the problem, Knitro does not terminate even when it already has found a feasible point. It only finishes when it reaches the node or time limit. Am I missing something here? I attach the log.

Sincerely,
Ignacio

Artelys Knitro 13.2.0: mip_maxtime_real=600
outlev=2
mip_multistart=1
convex=0
mip_terminate=1
mip_maxnodes=8
mip_integer_tol=0.01
mip_maxtime_real=600
outlev=2
mip_multistart=1
convex=0
mip_terminate=1
mip_maxnodes=8
mip_integer_tol=0.01
=======================================
Commercial License
Artelys Knitro 13.2.0
=======================================
WARNING: Problem marked as non-convex by user.
WARNING: Problem appears to have nonlinear equalities and be non-convex.
The Knitro mixed integer solver is designed for convex problems.
For non-convex problems it is only a heuristic, and the reported
bounds and optimality claims cannot be verified.
concurrent_evals: 0
convex: 0
datacheck: 0
hessian_no_f: 1
mip_integer_tol: 0.01
mip_maxnodes: 8
mip_maxtime_real: 600
mip_multistart 1
mip_terminate: 1
The problem is identified as a MIQCQP.
Knitro changing mip_method from AUTO to 1.
Knitro changing mip_rootalg from AUTO to 1.
Knitro changing mip_lpalg from AUTO to 3.
Knitro changing mip_branchrule from AUTO to 2.
Knitro changing mip_selectrule from AUTO to 2.
Knitro changing mip_mir from AUTO to 2.
Knitro changing mip_clique from AUTO to 0.
Knitro changing mip_zerohalf from AUTO to 0.
Knitro changing mip_liftproject from AUTO to 0.
Knitro changing mip_knapsack from AUTO to 1.
Knitro changing mip_gomory from AUTO to 0.
Knitro changing mip_rounding from AUTO to 3.
Knitro changing mip_heuristic_strategy from AUTO to 1.
Knitro changing mip_heuristic_feaspump from AUTO to 1.
Knitro changing mip_heuristic_misqp from AUTO to 0.
Knitro changing mip_heuristic_mpec from AUTO to 1.
Knitro changing mip_heuristic_diving from AUTO to 0.
Knitro changing mip_heuristic_lns from AUTO to 0.
Knitro changing mip_pseudoinit from AUTO to 1.
Problem Characteristics
-----------------------
Objective goal: Minimize
Objective type: quadratic
Number of variables: 10474
bounded below only: 576
bounded above only: 0
bounded below and above: 3754
fixed: 0
free: 6144
Number of binary variables: 2240
Number of integer variables: 0
Number of constraints: 18368
linear equalities: 3040
quadratic equalities: 3264
gen. nonlinear equalities: 0
linear one-sided inequalities: 7552
quadratic one-sided inequalities: 4512
gen. nonlinear one-sided inequalities: 0
linear two-sided inequalities: 0
quadratic two-sided inequalities: 0
gen. nonlinear two-sided inequalities: 0
Number of nonzeros in Jacobian: 64843
Number of nonzeros in Hessian: 9348
Knitro detected 736 GUB constraints
Knitro derived 0 knapsack covers after examining 7928 constraints
Knitro using Branch and Bound method with 8 threads.
Nodes Best solution Best bound Gap Time
Expl | Unexpl value value (secs)
--------------- ------------- ---------- --- ------
0 0 -inf 0.244
1 2 876902. 2.930
1 2 876902. 5.691
2 3 876902. 11.658
2 3 1.02998e+06 MPEC 876902. 14.86% 13.761
3 4 1.02998e+06 876902. 14.86% 22.176
5 4 1.02998e+06 877729. 14.78% 26.918
6 5 1.02998e+06 877729. 14.78% 33.613
8 7 1.02998e+06 877953. 14.76% 36.786
EXIT: Node limit reached. Integer feasible point found.
Final Statistics for MIP
------------------------
Final objective value = 1.02998494916476e+06
Final bound value = 8.77952705471017e+05
Final optimality gap (abs / rel) = 1.52e+05 / 1.48e-01 (14.76%)
# of root cutting plane rounds = 0
# of restarts = 0
# of nodes processed = 8 (64.793s)
# of strong branching evaluations = 0 (0.000s)
# of function evaluations = 0 (0.000s)
# of gradient evaluations = 0 (0.000s)
# of hessian evaluations = 0 (0.000s)
# of hessian-vector evaluations = 0
# of subproblems processed = 9 (70.859s)
Total program time (secs) = 44.13956 (140.289 CPU time)
Time spent in evaluations (secs) = 0.00000
Cuts statistics (gen / add)
---------------------------
Knapsack cuts = 0 / 0
Mixed-integer rounding cuts = 0 / 0
Heuristics statistics (calls / successes / time)
------------------------------------------------
Feasibility pump = 0 / 0 / 0.000s
Rounding heuristic = 0 / 0 / 0.008s
MPEC heuristic = 1 / 1 / 6.064s
===========================================================================

[Florian Fontan]

Hi Ignacio,

The option mip_terminate is not working in Knitro 13.2. This has been fixed in Knitro 14.0. With Knitro 13.2, a workaround is to use the mip_opt_gap_rel option instead.

Best,

Florian

-----Message d'origine-----
De : kni...@googlegroups.com <kni...@googlegroups.com> De la part de GOMEZ CASARES IGNACIO
Envoyé : mardi 2 avril 2024 10:46
À : kni...@googlegroups.com
Objet : [Knitro] mip_terminate option not working

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[Ignacio Gómez-Casares]

Hi Florian,

Understood. Thank you!

Best,

Ignacio