Dear ALL,
I am a PhD student in KAUST, and doing research in related area.
My GAMS version is 44.4.0.
I tried to solve a large MINLP problem (23,847 rows 22,363 columns 69,527 non-zeroes) using DICOPT. Default NLP and MIP sovlers for DICOPT had been used. However, when DICOPT tried to solve the first (relaxed) NLP problem within CONOPT 3, it gave error like **** Infeasible solution. A free variable exceeds the allowable range. Current value is 8.69E+10 and current upper bound (Rtmaxv) is 1.00E+10** and **** Infeasible solution. A variable has reached ‘Infinity’. Largest legal value (Rtmaxv) is 1.00E+10**. The discussed message is in the attachment.
Now my question is how to setup the opt file for CONOPT 3 to change the current upper bound? Because I tried to setup CONOPT3 opt file but DICOPT would not recognize it. And the opt file of DICOPT doesn’t have the relevant option I want. I know that the reason for having this error is because of some unbounded variables I had set for the model, but I would still want the model to decide the results of these variables rather than I manually setup upper bounds for these variables.
Thank you in advance for any helpful suggestions, if you need more details please let me know.
Best
Minzhuo
