Dear gamsworld,

I am working with a non-linear model using BARON (with MINOS and

CPLEX) as solver. I keep getting this message:

*** User dit not provide appropriate variable bounds ***

*** Globality is therefore not guaranteed ***

Does this mean that the solution obtained is only the first local

optimum found? How should I get around this problem? (Obviously I

should try working with the bounds, but…)

I have made (physically sound, but generally not very tight) lower and

upper bounds for every variable in the model, but still I get the same

message. I have also been looking at the output file sum.dat, which

tell me which of the variables that miss bounds (and I have checked

that they are bounded). Even when I set the upper and lower bound to

the same value (the solution from last run) for the variables with

missing bounds (according to sum.dat) I get the same message (and the

same information in sum.dat). This seems very strange to me.

If I set the bounds close to the solution form last run for all

variables, the message disappears.

The problem seems to relate to equations on the form eq … (k1 + x1) *

x2 * x3 =e= k2 +k3 * sum(i, k4(i) * x4(i) * sum(j, k5(j) *

x5(i)**ord(j))), where xN are variables, and kN are constants, and j

contains 5 elements (card(j) is 5). May such equations be too tough to

handle for BARON?

I really hope that someone can help me, because this has been

bothering me for quite some time now, and I have no clue on what to do

with it.

Best regards,

Erik Lien Johnsen

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