Baron Cutoff option

GAMS
1

Hi all,

I try to use BARON to solve a MINLP problem. The original problem is divided into some sub-problems by branching, thus it is better to loop this sub-problems and always keep the lower bound value for node elimination.

I set the lower bound as model.cutoff=-105171 and update it in the loop as more sub-problems are solved. I am pretty sure that the real solution is small than this value.

However, I face the problem:

*** Value Error Value brought in range for option “CutOff” saw “-105171”
*** Value Error Value set to 0
*** gams option initialization failed

Could anyone tell me why it is happened? Is it allowable to set “cutoff” option in the loop dynamically? Or if there is a way to terminate the algorithm if lower bound is larger than a specified value for minimization problem?

Thanks a lot!

Regards,

–
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2

YYang6,

I tried to reproduce the behavior you describe but I could not. Perhaps I’m not running the sort of code necessary to reproduce the error. It’s difficult to say since you didn’t send any GAMS code. Perhaps I’m not running with the GAMS version necessary to reproduce the error. It’s difficult to say since you didn’t indicate what GAMS version you are running. Ditto for the platform, although this issue looks platform-neutral.

Spend a little time to create a trivial model that exhibits the problem, and send that, along with some version info. This makes it more likely that you’ll get the kind of help you hope for.

-Steve


On Sun, Jun 15, 2014 at 12:43 PM, wrote:

Hi all,

I try to use BARON to solve a MINLP problem. The original problem is divided into some sub-problems by branching, thus it is better to loop this sub-problems and always keep the lower bound value for node elimination.

I set the lower bound as model.cutoff=-105171 and update it in the loop as more sub-problems are solved. I am pretty sure that the real solution is small than this value.

However, I face the problem:

*** Value Error Value brought in range for option “CutOff” saw “-105171”
*** Value Error Value set to 0
*** gams option initialization failed

Could anyone tell me why it is happened? Is it allowable to set “cutoff” option in the loop dynamically? Or if there is a way to terminate the algorithm if lower bound is larger than a specified value for minimization problem?

Thanks a lot!

Regards,

–
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\

Steven Dirkse, Ph.D.
GAMS Development Corp., Washington DC
Voice: (202)342-0180 Fax: (202)342-0181
sdirkse@gams.com
http://www.gams.com

3

Hi,

Thanks for your quick reply!
Basically, my code is:

Option MINLP=Baron;
Option reslim=50;
Option OPTCR=0.0001;
Current_Min=0 ;
Option cutoff=-105171
Loop(Enumeration,


Binary_variable.fx=P(Enumeration);
Solve Sub_Model using MINLP minimizing Sub_obj;

display “Loop1:”, Sub_obj.l;

if (Sub_obj.l wrote:

Hi all,

I try to use BARON to solve a MINLP problem. The original problem is divided into some sub-problems by branching, thus it is better to loop this sub-problems and always keep the lower bound value for node elimination.

I set the lower bound as model.cutoff=-105171 and update it in the loop as more sub-problems are solved. I am pretty sure that the real solution is small than this value.

However, I face the problem:

*** Value Error Value brought in range for option “CutOff” saw “-105171”
*** Value Error Value set to 0
*** gams option initialization failed

Could anyone tell me why it is happened? Is it allowable to set “cutoff” option in the loop dynamically? Or if there is a way to terminate the algorithm if lower bound is larger than a specified value for minimization problem?

Thanks a lot!

Regards,

–
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+...@googlegroups.com.
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\

Steven Dirkse, Ph.D.
GAMS Development Corp., Washington DC
Voice: (202)342-0180 Fax: (202)342-0181
sdi...@gams.com
http://www.gams.com

–
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