ECG Solving with NLP Solver

GAMS
1

Hello dear all,

I run my NLP for to solve the EGC model exter and I got this message:
optimal solution . Reduced gradient less than tolerance
Can any one help me interpret this? If it’s a problem how to solve it?
attached part of the lst file:

**** SOLVER STATUS 1 Normal Completion
**** MODEL STATUS 2 Locally Optimal
**** OBJECTIVE VALUE 1000.0000

** Warning ** The variance of the derivatives in the initial
point is large (= 6.2 ). A better initial
point, a better scaling, or better bounds on the
variables will probably help the optimization.

** Optimal solution. Reduced gradient less than tolerance.

thanks!!!

2

From CONOPT documentation: https://www.gams.com/latest/docs/S_CONOPT.html#CONOPT_GAMS_CONOPT_TERMINATION_MESSAGES

The solution is a locally optimal interior solution. The largest component of the reduced gradient is less than the tolerance rtredg with default value 1.e-7. The value of the objective function is very accurate while the values of the variables are less accurate due to a flat objective function in the interior of the feasible area.

This is not a problem.

However, the warning message tells me that you can improve either initial point, or scaling of your model and can potentially get better results.

HTH.

  • Atharv