Hello.

My model becomes unstable with the inclusion of just one more

equation. I thought it could be some kind of numerical instability

because the new variable does not feed back into the calculation of

endogenous variables.

# I upload the code titled ExtraEquation in the Files section.

The new equation is named as EXTRAEQUATION (lines 449 and 601) that

calculates an vEXTRAVARIABLE

When they are included in the SOLVE command, the error message is as

follows:

MODEL SimpleModel OBJECTIVE vCumCost

TYPE NLP DIRECTION MINIMIZE

SOLVER CONOPT FROM LINE 688

**** SOLVER STATUS 1 NORMAL COMPLETION

**** MODEL STATUS 5 LOCALLY INFEASIBLE

**** OBJECTIVE VALUE 614642434.0384

=====================================================================

When the EXTRAEQUATION is commented out, the result is as follows.

MODEL SimpleModel OBJECTIVE vCumCost

TYPE NLP DIRECTION MINIMIZE

SOLVER CONOPT FROM LINE 688

# **** SOLVER STATUS 1 NORMAL COMPLETION

**** MODEL STATUS 2 LOCALLY OPTIMAL

**** OBJECTIVE VALUE 743128421.4200

The EXTRAVARIABLE will be used in the objective function that will be

minimized. I am having problems already.

Thank you.

Subbu

\

Subbu,

Conopt declares the model infeasible but if you look closely, it gives

very good hints:

The log reads:

** Infeasible solution. A variable has reached ‘Infinity’.

Largest legal value (Rtmaxv) is 1.00E+10

In the status file which gets party copied into the LST file you find:

** Warning ** The variance of the derivatives in the initial

point is large (= 10. ). A better initial

point, a better scaling, or better bounds on the

variables will probably help the optimization.

vExtraVariable(z4,q80): The variable has reached ‘infinity’

** Infeasible solution. A variable has reached ‘Infinity’.

Largest legal value (Rtmaxv) is 1.00E+10

The allowable range can be changed with option:

Rtmaxv=x.xxe+xx

So after I used a Conopt option file with rtvmax 1e20 the model solved

fine again. You should take the first warning of Conopt very

seriously. Your model is not well scaled and you don’t try to set a

good starting point. Spend some time on this. The GAMS/Conopt manual

has very good section on scaling and starting points. I suggest you

study that.

Hope this helps,

Michael Bussieck - GAMSWorld Coordinator

On Jun 16, 10:20 pm, whoami wrote:

Hello.

My model becomes unstable with the inclusion of just one more

equation. I thought it could be some kind of numerical instability

because the new variable does not feed back into the calculation of

endogenous variables.

# I upload the code titled ExtraEquation in the Files section.

The new equation is named as EXTRAEQUATION (lines 449 and 601) that

calculates an vEXTRAVARIABLE

When they are included in the SOLVE command, the error message is as

follows:

```
MODEL SimpleModel OBJECTIVE vCumCost
TYPE NLP DIRECTION MINIMIZE
SOLVER CONOPT FROM LINE 688
```

**** SOLVER STATUS 1 NORMAL COMPLETION

**** MODEL STATUS 5 LOCALLY INFEASIBLE

**** OBJECTIVE VALUE 614642434.0384

=====================================================================

When the EXTRAEQUATION is commented out, the result is as follows.

```
MODEL SimpleModel OBJECTIVE vCumCost
TYPE NLP DIRECTION MINIMIZE
SOLVER CONOPT FROM LINE 688
```

# **** SOLVER STATUS 1 NORMAL COMPLETION

**** MODEL STATUS 2 LOCALLY OPTIMAL

**** OBJECTIVE VALUE 743128421.4200

The EXTRAVARIABLE will be used in the objective function that will be

minimized. I am having problems already.

Thank you.

Subbu

\

Thank you to Mike and Arne.

Your suggestions and pointers are very helpful.

# Subbu

\