MOSEK options vs CONOPT4 options

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Mario Fernandez

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Nov 14, 2022, 2:02:27 AM11/14/22
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I'm running a model all in conic forms. My colleagues using CONOPT4  (and the options below) are getting sensible results (calibration and appropriate scenarios responses). But as I switch solvers to MOSEK (using exactly the same model), results are not looking good at all ( no scenarios responses, e. g.).
Thus, which options should I use in MOSEK that are equivalent to those below?

* -------------------------------------------------
*
*   Option file for Solving Models
*
* -------------------------------------------------
* Maximum and minimum jacobian element
rtmaxj = 1.00e+20
* internal value of infinity
rtmaxv = 1.00e+30
* scaling
 lsscal = t
 lfscal = 20
* limit for slow progress
*lfnicr  = 3000
  lfnicr  = 4000
* limit for superbasics
lfnsup  = 10000
* iteration log frequency
lfilog = 100
* iteration log frequency for SLP iterations
lfilos = 100
*
rtnwtr = 1.00e-5
rtnwmi = 1.00e-8
*rtnwmi = 2.50e-5
*  increases the number of stalled iterations
*lfstal = 200
lfstal = 500
*workfactor=2

Erling D. Andersen

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Nov 14, 2022, 2:10:52 AM11/14/22
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CONOPT4 and Mosek employ different algorithms. Hence, they do not share parameters. 
I recommend you do not change the default algorithmic parameters in Mosek. It rarely improves anything to do so.

I would suggest you post the Mosek log output so we can verify Mosek solves your problem.

Mario Fernandez

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Nov 14, 2022, 11:41:36 PM11/14/22
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Hi, thanks for the reply. I attach the MOSEK specification only as I don't have the CONOPT license, it was run in a different computer.

On line 244 is the start of the first stage of positive math programming to get marginals for calibration constraints.  On line 395 is the start of the second stage to construct the exponential cost curve.

 On line 523 is the third stage where the exponential cost curve is entered in the OF, I calibrate for the number of cows. And it calibrates.

The problems start on line 716 for the policy model where I enter the sim_price_methane which is a proxy for emissions pricing (methane). The number of cows variable does not react at all, if I increase the price the reactions are wild for some units but not for others. After extensive exploration of scaling problems, I can’t find the source .

I appreciate every feedback

M


PS: the gdx file is for 10 units only, the original file is more than 10 thousand

NOM_16112022_gf.gms
NOM_Input_v2_gf.gdx

Erling D. Andersen

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Nov 15, 2022, 1:50:56 AM11/15/22
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Sorry, but I do have time to debug your GAMS model.   

However, if you post the log output I can tell you whether Mosek seems to solve the inputted problem correctly. 
If that is the case, then most likely your model is wrong.

Mario Fernandez

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Nov 15, 2022, 3:33:14 PM11/15/22
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Thanks. Please see the log attached
NOM_16112022.log

Mario Fernandez

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Nov 15, 2022, 3:33:15 PM11/15/22
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Thanks for your reply. Please see the log attached

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Mario Andres Fernandez, PhD
Principal Economist, Dairy NZ
NOM_16112022.log
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