I have a noconvex, nonlinear model I’m attempting to solve repeatedly

using KNITRO at different random starting points. I’m collecting data

in each run on objective function, number of infeasibilities in the

solution, model solution status, solver termination conditions, and

run time… just getting familiar with my model and how it behaves.

I have some runs which teriminate to what GAMS says is a local optimal

solution (Modelstat = 2) and a normal termination (Solvestat = 1), but

which has a positive number of infeasibilities at the solution

(Numinfes > 0). I’m trying to figure out how to interpret that. Do

those reported infeasibiilties represent constraints that aren’t quite

satisfied, but which nonetheless meet the feasibility tolerances

specified? That seems like the obvious interpretation, but I just

wanted to confirm. What exactly does it mean when an infeasibility is

reported in Numinfes?

If that interpretation is correct, then that brings up another

question. In most of my runs, there are no reported infeasibilities.

But I have a number of equality constraints. Does the lack of

reported infeasibilities really mean that my equality constraints are

satisfied perfectly? That seems weird, but maybe possible. In some

other nonlinear solvers I’ve tried, I always had small residuals on my

equality constraints (which was fine because they were within the

tolerances I had specified).

Finally, I have some runs which terminate to a point which GAMS

reports is “feasible but not yet optimal” (Modelstat = 6) and where

the solver “quit with a problem (see LST file)” (Solvestat = 4). I

don’t see any interesting details in my LST file to enlighten me on

the error hinted at in the Solvestat status. But the LST file reports

a model status at termiation of “6 Intermediate infeasible.”

Infeasible? Actually, I’m guessing it has to be infeasible (sounds

too good to be true that there is this magical high objective function

point out in the middle of nowhere), but just want to confirm, given

the apparent Solvestat and LST report conflict. Is there maybe a

disconnect between the report statuses of KNITRO and GAMS?

I’ve asked a few other people about these issues, and they didn’t know

but were very interested in the answer too. So any help is much

appreciated!

Thanks,

Emily

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I’d still appreciate any insight on this question.

Thanks,

Emily

On Sep 10, 5:08 pm, emily wrote:

I have a noconvex, nonlinear model I’m attempting to solve repeatedly

using KNITRO at different random starting points. I’m collecting data

in each run on objective function, number of infeasibilities in the

solution, model solution status, solver termination conditions, and

run time… just getting familiar with my model and how it behaves.

I have some runs which teriminate to what GAMS says is a local optimal

solution (Modelstat = 2) and a normal termination (Solvestat = 1), but

which has a positive number of infeasibilities at the solution

(Numinfes > 0). I’m trying to figure out how to interpret that. Do

those reported infeasibiilties represent constraints that aren’t quite

satisfied, but which nonetheless meet the feasibility tolerances

specified? That seems like the obvious interpretation, but I just

wanted to confirm. What exactly does it mean when an infeasibility is

reported in Numinfes?

If that interpretation is correct, then that brings up another

question. In most of my runs, there are no reported infeasibilities.

But I have a number of equality constraints. Does the lack of

reported infeasibilities really mean that my equality constraints are

satisfied perfectly? That seems weird, but maybe possible. In some

other nonlinear solvers I’ve tried, I always had small residuals on my

equality constraints (which was fine because they were within the

tolerances I had specified).

Finally, I have some runs which terminate to a point which GAMS

reports is “feasible but not yet optimal” (Modelstat = 6) and where

the solver “quit with a problem (see LST file)” (Solvestat = 4). I

don’t see any interesting details in my LST file to enlighten me on

the error hinted at in the Solvestat status. But the LST file reports

a model status at termiation of “6 Intermediate infeasible.”

Infeasible? Actually, I’m guessing it has to be infeasible (sounds

too good to be true that there is this magical high objective function

point out in the middle of nowhere), but just want to confirm, given

the apparent Solvestat and LST report conflict. Is there maybe a

disconnect between the report statuses of KNITRO and GAMS?

I’ve asked a few other people about these issues, and they didn’t know

but were very interested in the answer too. So any help is much

appreciated!

Thanks,

Emily

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