Hello to all.

I am currently working on an NLP model which has to be run several times by changing only parameters. I want every new “iteration” (i.e. each time a new optimization starts with new parameter values) to initialize all variables with specific values fixed by me, and NOT by warm-starting the new optimization with the variable values obtained by the previous one, since I want to avoid local solutions close to the latter. If I’m not wrong, it can be done by including in the loop variable.l values before each optimization and by adding the option bratio=1;.

Nevertheless, in my final results I never obtain the same solution with the same value for the parameters (it has a unique global solution), On the other hand, by doing some manual tests (running e.g. 10 optimizations manually) the same solution is attained every time. The latter has made me think GAMS is changing my initialization somehow.

Any ideas??

Many thanks in advance.

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