Re: [AMPL 24563] Constraint not being recognized by AMPL/KNitro

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On Wed, Mar 1, 2023 at 4:05 AM UTC, AMPL Modeling Language <am...@googlegroups.com> wrote:

Hello,

I am running into an issue when attempting to impose a constraint within my model. The constraint that I want to impose is that all values for a variable in a set are >=0. Unfortunately, when I solve the model, I get results that do not account for this constraint (i.e., many values for the variable are negative). As you can see in the output below, AMPL/knitro is stating that there is no constraints in my model.

I have set my constraint up as follows:

subject to effort_constraint {(t,o) in CHOICE_SETS}: effort[t,o] >=0;

where I have the following sets, variables, and data (for reserve):

set TIMES;

set OPTIONS;

set CHOICE_SETS within TIMES cross OPTIONS;

var a0 >= -3, <= 3 default .1;

var a_reserve >= -3, <= 3 default .1;

var effort {(t,o) in CHOICE_SETS} = a0 + a_reserve * reserve[t,o] ;

Below is the output from AMPL.

Substitution eliminates 1822104 variables.
Adjusted problem:
87 variables, all nonlinear
0 constraints
1 nonlinear objective; 87 nonzeros.

#presolve 0.016568 16777224 3103628912
#output 1.50372 0 3103628912
Artelys Knitro 12.4.0: outlev=6
par_numthreads=24

=======================================
Commercial License
Artelys Knitro 12.4.0
=======================================

Knitro presolve eliminated 0 variables and 0 constraints.

datacheck: 0
hessian_no_f: 1
outlev: 6
par_concurrent_evals: 0
par_numthreads: 24
The problem is identified as bound constrained only.
Knitro changing algorithm from AUTO to 1.
Knitro changing bar_initpt from AUTO to 3.
Knitro changing bar_murule from AUTO to 4.
Knitro changing bar_penaltycons from AUTO to 0.
Knitro changing bar_penaltyrule from AUTO to 2.
Knitro changing bar_switchrule from AUTO to 0.
Knitro changing hessopt from AUTO to 1.
Knitro changing honorbnds from AUTO to -1.
Knitro changing linesearch from AUTO to 2.
Knitro changing linsolver from AUTO to 2.

Problem Characteristics ( Presolved)
-----------------------
Objective goal: Maximize
Objective type: general
Number of variables: 87 ( 87)
bounded below only: 0 ( 0)
bounded above only: 0 ( 0)
bounded below and above: 87 ( 87)
fixed: 0 ( 0)
free: 0 ( 0)
Number of constraints: 0 ( 0)
linear equalities: 0 ( 0)
quadratic equalities: 0 ( 0)
gen. nonlinear equalities: 0 ( 0)
linear one-sided inequalities: 0 ( 0)
quadratic one-sided inequalities: 0 ( 0)
gen. nonlinear one-sided inequalities: 0 ( 0)
linear two-sided inequalities: 0 ( 0)
quadratic two-sided inequalities: 0 ( 0)
gen. nonlinear two-sided inequalities: 0 ( 0)
Number of nonzeros in Jacobian: 0 ( 0)
Number of nonzeros in Hessian: 3191 ( 3191)

Knitro using the Interior-Point/Barrier Direct algorithm.

Iter fCount Objective FeasError OptError ||Step|| CGits
-------- -------- -------------- ---------- ---------- ---------- -------
0 1 -1.460429e+05 0.000e+00
1 2 -1.341320e+05 0.000e+00 5.078e-02 8.307e-02 0
2 3 -1.316150e+05 0.000e+00 1.112e-01 1.163e-01 0
3 4 -1.309600e+05 0.000e+00 1.044e-02 8.668e-02 0
4 5 -1.301728e+05 0.000e+00 4.864e-03 1.824e-01 0
5 6 -1.286407e+05 0.000e+00 9.907e-03 4.115e-01 0
6 7 -1.266849e+05 0.000e+00 9.935e-03 7.502e-01 0
7 8 -1.258941e+05 0.000e+00 5.212e-03 6.593e-01 0
8 9 -1.251635e+05 0.000e+00 2.329e-03 1.040e+00 0
9 10 -1.244462e+05 0.000e+00 9.338e-03 1.600e+00 0
10 11 -1.238459e+05 0.000e+00 9.938e-03 2.256e+00 0
11 12 -1.233630e+05 0.000e+00 9.945e-03 3.311e+00 0
12 13 -1.227579e+05 0.000e+00 3.097e-02 6.443e+00 0
13 14 -1.220007e+05 0.000e+00 2.747e-02 1.096e+01 0
14 15 -1.211545e+05 0.000e+00 3.941e-02 1.736e+01 0
15 16 -1.205930e+05 0.000e+00 9.124e-03 1.914e+01 0
16 17 -1.203966e+05 0.000e+00 9.900e-03 1.586e+01 0
17 18 -1.203354e+05 0.000e+00 5.569e-03 1.359e+01 0
18 19 -1.203199e+05 0.000e+00 2.059e-03 1.047e+01 0
19 20 -1.203170e+05 0.000e+00 3.167e-04 7.431e+00 0
20 21 -1.203162e+05 0.000e+00 1.951e-05 7.389e+00 0
21 22 -1.203159e+05 0.000e+00 4.615e-06 7.874e+00 0
22 23 -1.203158e+05 0.000e+00 1.964e-06 5.499e+00 0
23 24 -1.203157e+05 0.000e+00 2.275e-07 1.881e+00 0

EXIT: Locally optimal solution found.

Final Statistics
----------------
Final objective value = -1.20315744045573e+05
Final feasibility error (abs / rel) = 0.00e+00 / 0.00e+00
Final optimality error (abs / rel) = 2.28e-07 / 2.28e-07
# of iterations = 23
# of CG iterations = 0
# of function evaluations = 24
# of gradient evaluations = 24
# of Hessian evaluations = 23
Total program time (secs) = 69.69688 ( 172.375 CPU time)
Time spent in evaluations (secs) = 69.03858

Solution Vector
---------------


===============================================================================

Knitro 12.4.0: Locally optimal or satisfactory solution.
objective -120315.744; feasibility error 0
23 iterations; 24 function evaluations

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