Hi,

I am solving a GAMS NLP model using CONOPT solver. The Lst file shows the Model Status is Infeasble and the meaasge i got is “Infeasible solution. Reduced gradient less than tolerance.”. I know which equation is causing the infeasibility. However, GAMS returned values for all the variables and by verifying the equations manually, the variable values are correct and all equations are satisfied given the values found by GAMS. I got other warning massages which are:

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

point is large (= 7.9 ). A better initial

point, a better scaling, or better bounds on the

variables will probably help the optimization.

Pre-triangular equations: 4915

Post-triangular equations: 28

** Infeasible solution. Reduced gradient less than tolerance.

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

point is large (= 6.2 ). A better scaling or

better bounds on the variables will probably

help the optimization.

I’ve added bounds to my variables but still get the same solution and the same error/warning massage.

I also added the following line to raise the upper bound of CONOPT but still I get warning massages:

$onecho > conopt.opt

Rtmaxv=10e29

$offecho

PSD.optfile = 1;

Also I tried different solvers only conopt return correct values of the variables (correct values are the model solved manually which I use to compare solutions)

Can anyone tell me what the source of infeasibility is? is there anything wrong with the solver since my equations are correct? or can I simply ignore the infeasibility?

Thank you