This apened to me several time

I have an optimization problem with, let’s say 10 parameters, 11 positive variables, and the free variable (to be optimized).

During parameter scanning (changing combinatorially the values of some parameters) I somethimes obtain negative values for positive-defined variables.

I am using the NLP solve statement and knitro as solving algorithm.

A related question:

If I put nest solve statement inside a loop, does GAMS automatically reset all variable at the beginning of each solve?

(i.e. starting the optimization from scratch i mean). Is there something I should keep attention at when I repeat several time a solve statement, like re-inizializing variables?

If someone wants to suggest alternative and more robust optimization algorithms maybe even giving the possibility to perform convergence analysis, is welcome.

Thank you in advance, you are a very king community

Sandro

–

To view this discussion on the web visit https://groups.google.com/d/msg/gamsworld/-/SkbLQ58Z2AkJ.

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

To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.

For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en.