BARON: best solution found during preprocessing

GAMS
1

I am trying to solve a large-scale nonlinear problem with GAMS/BARON:

approximate # of variables = 10500
approximate # of linear constraints = 4800
approximate # of nonlinear eons = 15
approximate # of nonlinear terms (all bilinear) = 15

BARON says “best solution found during preprocessing” (i.e., without doing any iterations) and gives me a solution that is obviously not (near-)global (i.e., all important variables are zero and model status = 2). I verified this by setting a lower bounds on some variable sand got a better objective function value, however, I see that all the aforementioned variables hit their lower bound. If instead of specifying a lower bound, I supply GAMS with the values of lower bounds as initial values (using .l) again it gives all important variables equal to zero.
Any ideas what can cause BARON to stop per-maturely?


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2

HI XG: If your variables cannot be zero, why don’t you set bounds on them ?

Regards
Claudio

On Sat, Dec 7, 2013 at 5:07 AM, XG Yang wrote:

I am trying to solve a large-scale nonlinear problem with GAMS/BARON:

approximate # of variables = 10500
approximate # of linear constraints = 4800
approximate # of nonlinear eons = 15
approximate # of nonlinear terms (all bilinear) = 15

BARON says “best solution found during preprocessing” (i.e., without doing
any iterations) and gives me a solution that is obviously not (near-)global
(i.e., all important variables are zero and model status = 2). I verified
this by setting a lower bounds on some variable sand got a better objective
function value, however, I see that all the aforementioned variables hit
their lower bound. If instead of specifying a lower bound, I supply GAMS
with the values of lower bounds as initial values (using .l) again it gives
all important variables equal to zero.
Any ideas what can cause BARON to stop per-maturely?

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