RE: Solver does not currently have valid duals - error message with HiGHS

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arg...@gmail.com

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Dec 21, 2022, 2:39:50 AM12/21/22
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Hi Jack,

One possible cause of this message can be a bad scaled problem. I recommend you have values of all the variables and constraints around 1. For example, the objective function should be around 4000

Regards

Andrés

 

De: pyomo...@googlegroups.com <pyomo...@googlegroups.com> En nombre de Jack Simpson
Enviado el: miércoles, 21 de diciembre de 2022 5:58
Para: Pyomo Forum <pyomo...@googlegroups.com>
Asunto: Solver does not currently have valid duals - error message with HiGHS

 

Hi, I have a model that finds an optimial solution, but as soon as I add the following line to capture duals:

 

model.dual = pe.Suffix(direction=pe.Suffix.IMPORT)

 

It ceases to solve with the error message 

 

"RuntimeError: Solver does not currently have valid duals. Please check the termination condition.".

 

I ran the solve with tee=True and it says that the model found an optimal solution, but still says that the solver did not have valid duals and I need to check the termination condition.

 

 

I've been using the HiGHS solver and it works fine finding the duals with smaller test problems. Do you know if there's any way to explore the reason why the solver suddnely fails when I ask for duals? 

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Jack Simpson

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Dec 21, 2022, 3:28:47 AM12/21/22
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Thanks so much Andrés - I also realised that I was actually passing it a MIP which is why it was having trouble too.
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