MINLP with integer range > 100

[Markus Klems]

Hello,

I am trying to solve a MINLP with 4 integer variables:
x1 between 1 and 20
x2 between 1 and 5
x3 between 1 and 5
x4 between 1 and 5

The equations have interaction terms and quadratic terms, i.e. x1 * x2
and x1^2.

The results of my optimization don't seem to be correct (I tried
different solvers). I suspect that GAMS ignores the terms where the
integer range exceeds 100. At least, I read in the GAMS tutorial that
only integers between 0 and 100 are allowed. Does this limit apply to
the nonlinear terms stated above (x1 * x2, et cetera)? If this should
be the problem, is there anything I can do?

Thank you so much,

Markus

[Lutz Westermann]

Markus,

If you are using a recent GAMS system you should see something like this
in your log:

***
*** 6 Integer +INF Bounds have been reset to 100
***

So you are right that by default there is an upper bound of 100 on all
integer variables. With GAMS version 23.1 we introduced the parameter
pf4 to change this behavior. If you start your model like this

gams modelname.gms pf4=0

the upper bound for you integer variables will be +INF. Instead of this
you could also reset the upper bounds of your integer variables manually
(e.g x.up(i,j)=200;). More information about the parameter pf4 can be
found here:

http://www.gams.com/docs/release/release.htm#23.1

I hope that helps,
Lutz

--
Lutz Westermann LWest...@gams.com
GAMS Development Corporation GAMS Software GmbH
1217 Potomac St. NW, Eupener Str. 135-137
Washington DC, 20007, USA 50933 Cologne, Germany
Fon/Fax: +1 202 342-0180/1 Fon/Fax: +49 221 949-9170/1
http://www.gams.com http://www.gams.de

[Farzaneh]

Hi Lutz,
I have same problem and still couldnt fix it. I use GAMS version 24.1
would you please help me through it?

thank you so much,
farzaneh

[Lutz Westermann]

Farzaneh,

Can you provide more information about your problem (including a small
example to reproduce it)? As I wrote before, the option pf4 was
introduced with GAMS 23.1, so I don't see an obvious reason, why it
should not work with your version 24.1.

Best regards,
Lutz

> Lutz Westermann LWest...@gams.com <javascript:>

> GAMS Development Corporation GAMS Software GmbH
> 1217 Potomac St. NW, Eupener Str. 135-137
> Washington DC, 20007, USA 50933 Cologne, Germany
> Fon/Fax: +1 202 342-0180/1 Fon/Fax: +49 221 949-9170/1
> http://www.gams.com http://www.gams.de
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--
Lutz Westermann LWest...@gams.com
GAMS Development Corporation GAMS Software GmbH

1217 Potomac St. NW, P.O. Box 40 59
Washington DC, 20007, USA 50216 Frechen, Germany

[Farzaneh Darbaniyan]

Thank you so much. I misunderstood it. as i read more carefully your answer, now it is fixed.

Thanks again,

Farzaneh

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