bonmin solver infeasibility on simple MIQP problem
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Odd Quatar
Apr 23, 2021, 9:57:54 AM4/23/21
to YALMIP
Hi Prof John,
I am trying to run the unit commitment problem as provided by you in the examples
The problem can be easily solved using gurobi as well as bnb solver.
I am trying to run the unit commitment problem as provided by you in the examples
https://yalmip.github.io/example/unitcommitment/#:~:text=A%20classical%20problem%20in%20scheduling,demand%2C%20while%20minimizing%20our%20costs. I am using the same code as provided in the example, however, I have attached the file for reference.
The problem can be easily solved using gurobi as well as bnb solver.
GUROBI
yalmipversion: '20200930'
matlabversion: '9.9.0.1467703 (R2020b)'
yalmiptime: 0.3075
solvertime: 0.1225
info: 'Successfully solved (GUROBI-GUROBI)'
problem: 0
BNB
yalmipversion: '20200930'
matlabversion: '9.9.0.1467703 (R2020b)'
yalmiptime: 0.3360
solvertime: 53.8780
info: 'Successfully solved (BNB)'
problem: 0
However, when I am trying to solve the same problem with bonmin solver, it concludes the problem is infeasible.
yalmipversion: '20200930'
matlabversion: '9.9.0.1467703 (R2020b)'
yalmiptime: 0.3742
solvertime: 0.0438
info: 'Infeasible problem (BONMIN)'
problem: 1
Can you please point out any way to resolve this issue?
Johan Löfberg
Apr 23, 2021, 10:08:07 AM4/23/21
to YALMIP
Works here. (Would never use it unless I really had to though, super slow here compared to gurobi)
******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
Ipopt is released as open source code under the Eclipse Public License (EPL).
For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************
NLP0012I
Num Status Obj It time Location
NLP0014I 1 OPT 70119.151 20 0.234
NLP0012I
Num Status Obj It time Location
NLP0014I 1 OPT 70119.151 11 0.036
NLP0014I 2 OPT 70119.151 11 0.034
NLP0014I 3 OPT 70119.151 11 0.033
NLP0014I 4 OPT 70119.151 11 0.032
NLP0014I 5 OPT 70119.151 11 0.032
NLP0014I 6 OPT 70119.151 13 0.038
NLP0014I 7 OPT 70119.151 11 0.032
NLP0014I 8 OPT 70119.151 11 0.032
NLP0014I 9 OPT 70119.151 13 0.038
NLP0014I 10 OPT 70119.151 13 0.044
NLP0014I 11 OPT 70119.151 13 0.046
NLP0014I 12 OPT 70119.151 13 0.054
NLP0014I 13 OPT 70119.151 13 0.043
NLP0014I 14 OPT 70119.151 13 0.041
NLP0014I 15 OPT 70119.151 13 0.036
NLP0014I 16 OPT 70119.151 13 0.037
NLP0014I 17 OPT 70119.151 13 0.036
NLP0014I 18 OPT 70119.151 13 0.04
NLP0014I 19 OPT 70119.151 13 0.038
NLP0014I 20 OPT 70119.151 13 0.038
NLP0012I
Num Status Obj It time Location
NLP0014I 21 OPT 70119.151 13 0.04
NLP0014I 22 OPT 70119.151 13 0.041
NLP0014I 23 OPT 70121.384 18 0.052
NLP0014I 24 OPT 70121.384 18 0.054
NLP0014I 25 OPT 70121.384 18 0.053
NLP0014I 26 OPT 70121.384 18 0.053
NLP0014I 27 OPT 70121.384 18 0.053
NLP0014I 28 OPT 70123.617 14 0.04
NLP0014I 29 OPT 70125.849 15 0.042
NLP0014I 30 OPT 70125.849 13 0.036
NLP0014I 31 OPT 70125.849 13 0.036
NLP0014I 32 OPT 70125.849 18 0.051
NLP0014I 33 OPT 70128.082 13 0.037
NLP0014I 34 OPT 70128.082 18 0.059
NLP0014I 35 OPT 70128.082 18 0.054
NLP0014I 36 OPT 70128.082 18 0.052
NLP0014I 37 OPT 70128.082 18 0.052
NLP0014I 38 OPT 70128.082 18 0.051
NLP0014I 39 OPT 70128.082 18 0.051
NLP0014I 40 OPT 70128.082 18 0.05
NLP0012I
Num Status Obj It time Location
NLP0014I 41 OPT 70128.082 18 0.053
NLP0014I 42 OPT 70128.082 18 0.058
NLP0014I 43 OPT 70128.082 18 0.05
NLP0014I 44 OPT 70128.082 18 0.05
NLP0014I 45 OPT 70129.416 13 0.035
NLP0014I 46 OPT 70130.749 13 0.035
NLP0014I 47 OPT 70130.749 13 0.035
NLP0014I 48 OPT 70130.749 13 0.035
NLP0014I 49 OPT 70130.749 13 0.036
NLP0014I 50 OPT 70130.749 13 0.049
NLP0014I 51 OPT 70132.575 13 0.064
NLP0014I 52 OPT 70134.402 13 0.059
NLP0014I 53 OPT 70136.228 14 0.06
NLP0014I 54 OPT 70138.054 14 0.059
NLP0014I 55 OPT 70141.772 14 0.048
NLP0014I 56 OPT 70145.49 14 0.054
NLP0014I 57 OPT 70149.208 14 0.056
NLP0014I 58 OPT 70152.926 14 0.062
NLP0014I 59 OPT 70161.26 14 0.055
NLP0014I 60 OPT 70169.593 14 0.042
NLP0012I
Num Status Obj It time Location
NLP0014I 61 OPT 70177.926 14 0.068
NLP0014I 62 OPT 70186.26 14 0.056
NLP0014I 63 OPT 70206.51 16 0.064
NLP0014I 64 OPT 70206.51 15 0.07
NLP0014I 65 OPT 70226.761 15 0.043
NLP0014I 66 OPT 70226.761 15 0.042
NLP0014I 67 OPT 70247.011 15 0.048
NLP0014I 68 OPT 70247.011 15 0.043
NLP0014I 69 OPT 70267.262 15 0.04
NLP0014I 70 OPT 70267.262 15 0.04
NLP0014I 71 OPT 70267.262 13 0.031
NLP0012I
Num Status Obj It time Location
NLP0014I 1 OPT 70267.262 6 0.014
Cbc0012I Integer solution of 70267.262 found by DiveMIPFractional after 0 iterations and 0 nodes (4.37 seconds)
NLP0014I 2 INFEAS 9.9423319 61 0.279
NLP0014I 3 OPT 70136.97 17 0.049
NLP0014I 4 INFEAS 9.9048071 64 0.371
NLP0014I 5 OPT 70136.97 17 0.049
NLP0014I 6 INFEAS 9.9313329 65 0.353
NLP0014I 7 OPT 70136.97 17 0.055
NLP0014I 8 INFEAS 9.9156261 72 0.317
NLP0014I 9 OPT 70136.97 17 0.049
NLP0014I 10 OPT 70127.484 17 0.05
NLP0014I 11 OPT 70169.984 19 0.052
NLP0014I 12 OPT 70127.484 17 0.049
NLP0014I 13 OPT 70169.984 19 0.052
NLP0014I 14 OPT 70127.484 17 0.063
NLP0014I 15 OPT 70169.984 19 0.065
NLP0014I 16 OPT 70127.484 17 0.062
NLP0014I 17 OPT 70169.984 19 0.055
NLP0014I 18 INFEAS 17.686481 58 0.268
NLP0014I 19 OPT 70122.869 14 0.041
NLP0014I 20 INFEAS 17.682819 57 0.262
NLP0012I
Num Status Obj It time Location
NLP0014I 21 OPT 70122.869 14 0.043
NLP0014I 22 INFEAS 17.667096 57 0.221
NLP0014I 23 OPT 70122.869 14 0.043
NLP0014I 24 INFEAS 17.676053 60 0.282
NLP0014I 25 OPT 70122.869 14 0.04
NLP0014I 26 OPT 70119.709 18 0.052
NLP0014I 27 OPT 70119.151 13 0.046
NLP0014I 28 OPT 70119.709 18 0.052
NLP0014I 29 OPT 70119.151 13 0.037
NLP0014I 30 OPT 70119.709 18 0.05
NLP0014I 31 OPT 70119.151 13 0.038
NLP0014I 32 OPT 70119.709 18 0.052
NLP0014I 33 OPT 70119.151 13 0.05
NLP0014I 34 INFEAS 22.575705 81 0.458
NLP0014I 35 OPT 70120.977 13 0.061
NLP0014I 36 INFEAS 22.579337 69 0.369
NLP0014I 37 OPT 70120.977 13 0.038
NLP0014I 38 INFEAS 22.540138 70 0.319
NLP0014I 39 OPT 70120.977 13 0.037
NLP0014I 40 INFEAS 22.565712 85 0.397
NLP0012I
Num Status Obj It time Location
NLP0014I 41 OPT 70120.977 13 0.038
NLP0014I 42 OPT 70121.234 14 0.039
NLP0014I 43 OPT 70119.151 11 0.031
NLP0014I 44 OPT 70121.234 14 0.045
NLP0014I 45 OPT 70119.151 11 0.046
NLP0014I 46 OPT 70121.234 14 0.062
NLP0014I 47 OPT 70119.151 11 0.033
NLP0014I 48 OPT 70121.234 14 0.039
NLP0014I 49 OPT 70119.151 11 0.031
NLP0014I 50 INFEAS 24.31015 32 0.115
NLP0014I 51 OPT 70120.484 13 0.038
NLP0014I 52 INFEAS 24.309455 32 0.115
NLP0014I 53 OPT 70120.484 13 0.038
NLP0014I 54 OPT 70123.317 17 0.048
NLP0014I 55 OPT 70119.151 11 0.033
NLP0014I 56 OPT 70123.317 17 0.048
NLP0014I 57 OPT 70119.151 11 0.032
NLP0014I 58 OPT 70123.317 17 0.047
NLP0014I 59 OPT 70119.151 11 0.032
NLP0014I 60 OPT 70123.317 17 0.047
NLP0012I
Num Status Obj It time Location
NLP0014I 61 OPT 70119.151 11 0.032
NLP0014I 62 OPT 70535.817 15 0.044
NLP0014I 63 OPT 70119.151 11 0.032
NLP0014I 64 OPT 70535.817 15 0.043
NLP0014I 65 OPT 70119.151 11 0.031
NLP0014I 66 OPT 70547.079 15 0.043
NLP0014I 67 OPT 70119.151 11 0.031
NLP0014I 68 OPT 70547.079 15 0.045
NLP0014I 69 OPT 70119.151 11 0.031
NLP0014I 70 OPT 70547.079 15 0.043
NLP0014I 71 OPT 70119.151 11 0.032
NLP0014I 72 OPT 70547.079 15 0.043
NLP0014I 73 OPT 70119.151 11 0.033
NLP0014I 74 OPT 70125.401 14 0.04
NLP0014I 75 OPT 70119.151 11 0.032
NLP0014I 76 OPT 70125.401 14 0.04
NLP0014I 77 OPT 70119.151 11 0.049
NLP0014I 78 OPT 70125.401 14 0.044
NLP0014I 79 OPT 70119.151 11 0.032
NLP0014I 80 OPT 70125.401 14 0.04
NLP0012I
Num Status Obj It time Location
NLP0014I 81 OPT 70119.151 11 0.033
NLP0014I 82 OPT 70121.384 14 0.04
NLP0014I 83 OPT 70217.44 19 0.052
NLP0014I 84 OPT 70121.384 14 0.04
NLP0014I 85 OPT 70217.44 19 0.068
NLP0014I 86 OPT 70121.384 14 0.049
NLP0014I 87 OPT 70217.44 19 0.052
NLP0014I 88 OPT 70121.384 14 0.043
NLP0014I 89 OPT 70217.44 19 0.085
NLP0014I 90 OPT 70578.98 15 0.044
NLP0014I 91 OPT 70119.151 11 0.032
NLP0014I 92 OPT 70578.98 15 0.057
NLP0014I 93 OPT 70119.151 11 0.063
NLP0014I 94 OPT 70578.98 15 0.044
NLP0014I 95 OPT 70119.151 11 0.032
NLP0014I 96 OPT 70578.98 15 0.043
NLP0014I 97 OPT 70119.151 11 0.031
NLP0014I 98 OPT 70126.926 12 0.036
NLP0014I 99 OPT 70119.151 13 0.037
NLP0014I 100 OPT 70126.926 12 0.034
NLP0012I
Num Status Obj It time Location
NLP0014I 101 OPT 70119.151 13 0.038
NLP0014I 102 OPT 70126.926 12 0.036
NLP0014I 103 OPT 70119.151 13 0.037
NLP0014I 104 OPT 70126.926 12 0.033
NLP0014I 105 OPT 70119.151 13 0.037
NLP0014I 106 OPT 70626.3 16 0.046
NLP0014I 107 OPT 70119.151 11 0.031
NLP0014I 108 OPT 70626.3 16 0.047
NLP0014I 109 OPT 70119.151 11 0.032
NLP0014I 110 OPT 70626.3 16 0.045
NLP0014I 111 OPT 70119.151 11 0.036
NLP0014I 112 OPT 70626.3 16 0.055
NLP0014I 113 OPT 70119.151 11 0.036
NLP0014I 114 OPT 70127.484 17 0.054
NLP0014I 115 OPT 70119.151 13 0.037
NLP0014I 116 OPT 70127.484 17 0.047
NLP0014I 117 OPT 70119.151 13 0.037
NLP0014I 118 OPT 70681.651 17 0.048
NLP0014I 119 OPT 70119.151 11 0.032
NLP0014I 120 OPT 70681.651 17 0.05
NLP0012I
Num Status Obj It time Location
NLP0014I 121 OPT 70119.151 11 0.034
NLP0014I 122 OPT 70681.651 17 0.052
NLP0014I 123 OPT 70119.151 11 0.031
NLP0014I 124 OPT 70681.651 17 0.048
NLP0014I 125 OPT 70119.151 11 0.032
NLP0014I 126 INFEAS 12.014371 54 0.269
NLP0014I 127 OPT 70119.151 11 0.031
NLP0014I 128 INFEAS 12.008073 44 0.212
NLP0014I 129 OPT 70119.151 11 0.031
NLP0014I 130 INFEAS 11.998146 50 0.262
NLP0014I 131 OPT 70119.151 11 0.033
NLP0014I 132 INFEAS 12.0063 46 0.21
NLP0014I 133 OPT 70119.151 11 0.032
NLP0014I 134 OPT 70215.27 14 0.038
NLP0014I 135 INFEAS 60.226995 197 1.032
NLP0014I 136 OPT 70215.27 13 0.036
NLP0014I 137 INFEAS 60.238604 62 0.31
NLP0014I 138 OPT 70215.27 13 0.036
NLP0014I 139 INFEAS 60.126891 48 0.201
NLP0014I 140 OPT 70215.27 13 0.036
NLP0012I
Num Status Obj It time Location
NLP0014I 141 INFEAS 60.144758 48 0.203
NLP0014I 142 OPT 70215.27 13 0.036
NLP0014I 143 OPT 70215.27 13 0.037
Cbc0010I After 0 nodes, 1 on tree, 70267.262 best solution, best possible 70215.27 (17.11 seconds)
NLP0014I 144 OPT 70217.503 14 0.04
NLP0014I 145 OPT 70313.56 14 0.04
NLP0014I 146 OPT 70219.736 19 0.056
NLP0014I 147 OPT 70315.793 18 0.05
NLP0014I 148 OPT 70221.969 19 0.051
NLP0014I 149 OPT 70318.025 16 0.045
NLP0014I 150 OPT 70224.202 14 0.038
NLP0014I 151 OPT 70320.258 14 0.039
NLP0014I 152 OPT 70232.535 17 0.048
NLP0014I 153 OPT 70275.035 16 0.046
NLP0014I 154 OPT 70240.869 16 0.045
NLP0014I 155 OPT 70283.369 16 0.045
NLP0014I 156 OPT 70249.202 16 0.044
NLP0014I 157 OPT 70291.702 17 0.047
NLP0014I 158 OPT 70257.535 14 0.039
NLP0014I 159 OPT 70300.035 14 0.038
NLP0014I 160 OPT 70257.535 14 0.04
NLP0012I
Num Status Obj It time Location
NLP0014I 161 OPT 70264.535 15 0.041
NLP0014I 162 OPT 70257.535 14 0.039
NLP0014I 163 OPT 70264.535 15 0.044
NLP0014I 164 OPT 70257.535 14 0.039
NLP0014I 165 OPT 70263.484 15 0.043
NLP0014I 166 OPT 70257.535 16 0.046
NLP0014I 167 OPT 70263.484 15 0.041
NLP0014I 168 OPT 70257.535 14 0.039
NLP0014I 169 OPT 70263.484 15 0.043
NLP0014I 170 OPT 70257.535 14 0.039
NLP0014I 171 OPT 70263.484 15 0.043
NLP0014I 172 OPT 70257.535 15 0.042
NLP0014I 173 OPT 70260.067 15 0.043
NLP0014I 174 OPT 70257.535 16 0.048
NLP0014I 175 OPT 70260.067 17 0.048
NLP0014I 176 OPT 70257.535 16 0.047
NLP0014I 177 OPT 70260.067 17 0.048
NLP0014I 178 OPT 70257.535 15 0.043
NLP0014I 179 OPT 70260.067 17 0.047
NLP0014I 180 OPT 70257.535 16 0.045
NLP0012I
Num Status Obj It time Location
NLP0014I 181 INFEAS 7.3382035 47 0.161
NLP0014I 182 OPT 70257.535 15 0.042
NLP0014I 183 INFEAS 7.3529827 89 0.449
NLP0014I 184 OPT 70257.535 15 0.043
NLP0014I 185 INFEAS 7.4009541 86 0.511
NLP0014I 186 OPT 70257.535 14 0.046
NLP0014I 2 OPT 70257.535 6 0.016
Cbc0004I Integer solution of 70257.535 found after 867 iterations and 43 nodes (21.46 seconds)
Cbc0001I Search completed - best objective 70257.53536934426, took 867 iterations and 43 nodes (21.47 seconds)
Cbc0032I Strong branching done 70 times (3062 iterations), fathomed 0 nodes and fixed 40 variables
Cbc0035I Maximum depth 21, 0 variables fixed on reduced cost
ans =
struct with fields:
yalmipversion: '20210331'
matlabversion: '9.9.0.1524771 (R2020b) Update 2'
yalmiptime: 0.5002
solvertime: 21.8088
info: 'Successfully solved (BONMIN)'
problem: 0
Odd Quatar
Apr 23, 2021, 10:14:02 AM4/23/21
to YALMIP
Thanks, I will get back to you after updating my YALMIP version and reinstalling OPTI Toolbox.
Do you recommend any other free available solver which provides comparable performance with GUROBI. The bnb solver of YALMIP seems also to be very slow.
Thanks
Do you recommend any other free available solver which provides comparable performance with GUROBI. The bnb solver of YALMIP seems also to be very slow.
Thanks
Johan Löfberg
Apr 23, 2021, 10:27:53 AM4/23/21
to YALMIP
Depends on what you mean with free. gurobi/moxek/cplex/press are all free for academia. open-source scip (also inopti) is free for non-commercial use
using bnb for MIQPs would be silly, as here are so many dedicated alternatives there
Johan Löfberg
Apr 23, 2021, 10:32:23 AM4/23/21
to YALMIP
and note that I am using opti 2.22. My impression was that there where some bugs introduced in later versions, and I think bonmin was affected
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