NLMIP

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Mohammed Forhad

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Apr 6, 2010, 4:05:49 AM4/6/10
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Dear all,
I am trying to solve a NLIP by AMPL and Bonmin. I got the following.
Since, I am a new user, I could not understand. Is it solved the MINLP or not?
I also got MIP values.

Thanks in advanced.
Uddin
******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
Ipopt is released as open source code under the Common Public License (CPL).
For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************

NOTE: You are using Ipopt by default with the MUMPS linear solver.
Other linear solvers might be more efficient (see Ipopt documentation).


NLP0012I
Num Status Obj It time
NLP0013I 1 OPT -70792.78720528487 15 0.203
NLP0013I 2 OPT -36345.60073695742 19 0.11
NLP0013I 3 OPT -60686.87024431831 6 0.047
NLP0013I 4 OPT -32960.73569644304 17 0.109
NLP0013I 5 OPT -55547.60161899229 7 0.047
NLP0013I 6 OPT -29382.49870452012 20 0.109
NLP0013I 7 OPT -56102.52575841352 9 0.047
NLP0013I 8 OPT -37496.62456953512 19 0.094
NLP0013I 9 OPT -64949.46848745612 9 0.031
NLP0013I 10 OPT -52226.52643536193 20 0.047
NLP0013I 11 OPT -66035.16740714161 5 0.015
Cbc0010I After 0 nodes, 0 on tree, 1e+050 best solution, best possible
-70792.8 (0.72 seconds)
NLP0013I 12 OPT -56102.52575841352 9 0.032
NLP0013I 13 OPT -29382.49870452012 20 0.046
NLP0013I 14 OPT -41608.9556449814 10 0.032
NLP0013I 15 OPT -23283.79803423825 18 0.047
NLP0013I 16 OPT -32542.87163198899 13 0.046
NLP0013I 17 OPT -13406.32483870432 18 0.047
NLP0013I 18 OPT -25507.79455780714 12 0.032
NLP0013I 19 OPT -15440.88417451894 16 0.046
NLP0013I 20 OPT -22319.22744300091 18 0.047
NLP0012I
Num Status Obj It time
NLP0013I 1 OPT -22319.22714782995 12 0.032
NLP0013I 2 OPT -22319.22714782995 12 0.046
Cbc0004I Integer solution of -22319.2 found after 134 iterations and 9
nodes (1.17 seconds)
NLP0012I
Num Status Obj It time
NLP0013I 21 OPT -19555.84039806341 17 0.063
NLP0013I 22 INFEAS 242455.9533553226 55 0.281
NLP0013I 23 OPT -15789.76057401634 7 0.031
NLP0013I 24 OPT -15434.06240329915 19 0.079
NLP0013I 25 INFEAS 52401.64838123249 46 0.234
Cbc0001I Search completed - best objective -22319.22714782995, took
278 iterations and 14 nodes (1.86 seconds)
Cbc0032I Strong branching done 5 times (131 iterations), fathomed 0
nodes and fixed 0 variables
Cbc0035I Maximum depth 4, 0 variables fixed on reduc
"Finished"

bonmin: Optimal
ampl: display x;
x [*] :=
1 1
2 1
3 1
4 0
5 1
;

ampl: display price;
price [*] :=
1 27.351
2 21.8119
3 25.2352
;

Hans Mittelmann

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Apr 6, 2010, 10:41:12 AM4/6/10
to AMPL Modeling Language
Yes, your problem is solved. After finding the integer solution it
finished up
the B&B tree by finding a few more that were either infeasible or not
as good.


On Apr 6, 1:05 am, Mohammed Forhad <kforha...@gmail.com> wrote:
> Dear all,
> I am trying to solve a NLIP by AMPL and Bonmin. I got the following.
> Since, I am a new user, I could not understand. Is it solved the MINLP or not?
> I also got MIP values.
>
> Thanks in advanced.
> Uddin
> ******************************************************************************
> This program contains Ipopt, a library for large-scale nonlinear optimization.
>  Ipopt is released as open source code under the Common Public License (CPL).

>          For more information visithttp://projects.coin-or.org/Ipopt

Robert Fourer

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Apr 6, 2010, 11:57:06 AM4/6/10
to am...@googlegroups.com, Mohammed Forhad
According to the introduction at projects.coin-or.org/Bonmin, it is
applicable to problems of the form

min f(x)

s.t. g_L <= g(x) <= g_U
x_L <= x <= x_U
x_i in Z for all i in I
x_i in R for all i not in I

as follows: "The algorithms in Bonmin are exact when the functions f and g
are convex; in the case where f or g or both are non-convex they are
heuristics."

Thus if you submitted a convex optimization problem in the sense described,
you can be confident that Bonmin returned an optimal solution. Otherwise,
the solution is probably a good one but is not necessarily optimal. In the
latter case you might want to try the COIN-OR solver Couenne, which attempts
to find a provably optimal solution even for nonconvex problems.

Bob Fourer
4...@ampl.com

Mohammed Forhad

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Apr 7, 2010, 2:11:37 AM4/7/10
to am...@googlegroups.com
Thanks a lot.
Best Regards
Uddin Forhad
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