Hmm. The heuristic actually fixes binaries and solves NLP, so it should be integer feasible. If I fix the binaries to the values given by heuristic and solve it via SBB, it does declare “root optimal and relaxation gives integer solution.” Input point infeasibility reported by CONOPT is E-7 to E-9, in general.

Should heuristic solution always satisfy relaxed binary variable bounds at any node? Even so, SBB should recognize my solution at the root or even the initial integer feasible point, right?

On Tuesday, December 16, 2014 3:58:11 PM UTC-5, Michael Bussieck wrote:

SBB checks also for integer feasibility (with its tolerances, SBB option epint (default is 1e-5)) and then passes this point to the solver (with fixed bounds for the discrete variables). If the solver comes back successfully, SBB accepts the solution. So a) the discrete variables was not within the tolerance or b) the solver does not like to be restarted from the “feasible” point. When you set SBB option loglevel 2 you will see what the NLP solver will do with the fixed run (in case the discrete variable feasibility check is ok).

Hope this helps,

Michael

On Tuesday, December 16, 2014 11:12:44 AM UTC-5, Sreekanth Rajagopalan wrote:

Thanks, Michael.

I tested this now. I find three INFES markers with E-13 to E-11 values for equations. When examiner checks for initpoint, it uses tol E-6 by default, I believe. So, is this for tolerances of equations as well?

I know that my model has poor scaling. So is this related to tolInfRep model attribute? It is 1E-6 by default and shouldn’t be a problem, right? Or is SBB checking solutions with a different tolerance?

On Tuesday, December 16, 2014 9:20:13 AM UTC-5, Michael Bussieck wrote:

Hmmm. I would try to load the solution into GAMS and load the solution before the solve. So first call the model and save away the solution from the heuristic (use an execute_unload ‘mysolution.gdx’; at the end of the heuristic). Run the model again and execute_loadpoint ‘mysolution.gdx’; option limrow=99999;. The listing file in the equation listing will have the infeasibilities. If there are no infeasibilities please contact sup...@gams.com. Find attached my slightly modified example from GAMS Model Library.

Hope this helps.

Michael

On Monday, December 15, 2014 6:34:59 PM UTC-5, Sreekanth Rajagopalan wrote:

Is anybody having issues with using BCH heuristics with SBB? SBB is unable to recognize integer solution from heuristic.

I tried saving the solution into a gdx file inside my heuristic code, loaded this solution inside my main model and examined the initpoint. Primal constraints and P/D bounds were satisfied. But SBB still is unable to recognize this. I have no idea how to figure this - GMSbch.lst and main.lst are disconnected.

Is there a way I can use userincball or something to bypass SBB’s incumbent checking and use my own instead? How do I go about this?

It would be useful to have a flow chart of different calls to user routines in the BCH to understand what’s going on, I think.

–

To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.

To post to this group, send email to gamsworld@googlegroups.com.

Visit this group at http://groups.google.com/group/gamsworld.

For more options, visit https://groups.google.com/d/optout.