Maximum iteration limit using Baron solver

GAMS
1

Can anyone tell me how to set the max iteration limit when using the Baron solver? The manual says to use the MaxIter command. I have two problems with this: MaxIter is not recognised by GAMS when I use it in my code and if I could get it to work it only allows three options (-1,0,1).

From the book these options are:
“Maximum number of branch-and-reduce iterations allowed. -1 im-
plies unlimited. This is equivalent to the GAMS option NodLim.
Setting MaxIter to 0 will force BARON to terminate after root node
preprocessing. Setting MaxIter to 1 will result in termination after
the solution of the root node.”

Ideally I want to stop after the 2000th iteration. In another solver I could use ‘iterlim’ but this does not apply to the baron solver.

–
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2

KJ,

i had the same problem and solved it using ResLim
for your case, try

option ResLim = 2000;

Em quinta-feira, 19 de julho de 2012 05h45min45s UTC-3, KJ escreveu:

Can anyone tell me how to set the max iteration limit when using the Baron solver? The manual says to use the MaxIter command. I have two problems with this: MaxIter is not recognised by GAMS when I use it in my code and if I could get it to work it only allows three options (-1,0,1).

From the book these options are:
“Maximum number of branch-and-reduce iterations allowed. -1 im-
plies unlimited. This is equivalent to the GAMS option NodLim.
Setting MaxIter to 0 will force BARON to terminate after root node
preprocessing. Setting MaxIter to 1 will result in termination after
the solution of the root node.”

Ideally I want to stop after the 2000th iteration. In another solver I could use ‘iterlim’ but this does not apply to the baron solver.

–
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3

Thanks Rafael. I normally use ResLim to limit my iteration but ResLim limits the optimisation run time not the iteration limit. The problem is for a ResLim of 3000 an ‘easy’ optimisation problem will complete many more iterations than a ‘difficult’ optimisation. I’d like to be able to say that I’ve run all my problems for a specific number of iterations rather than a specific time (which appears to be related to cpu time).

Thanks,
KJ

On Thursday, 2 August 2012 22:44:02 UTC+1, Rafael Cidade wrote:

KJ,

i had the same problem and solved it using ResLim
for your case, try

option ResLim = 2000;

Em quinta-feira, 19 de julho de 2012 05h45min45s UTC-3, KJ escreveu:

Can anyone tell me how to set the max iteration limit when using the Baron solver? The manual says to use the MaxIter command. I have two problems with this: MaxIter is not recognised by GAMS when I use it in my code and if I could get it to work it only allows three options (-1,0,1).

From the book these options are:
“Maximum number of branch-and-reduce iterations allowed. -1 im-
plies unlimited. This is equivalent to the GAMS option NodLim.
Setting MaxIter to 0 will force BARON to terminate after root node
preprocessing. Setting MaxIter to 1 will result in termination after
the solution of the root node.”

Ideally I want to stop after the 2000th iteration. In another solver I could use ‘iterlim’ but this does not apply to the baron solver.

–
To view this discussion on the web visit https://groups.google.com/d/msg/gamsworld/-/rYjVRytOtXEJ.
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4

KJ,

Don’t know if you still stuck at this point, but reading GAMS/BARON manual i’ve found out something interesting.

“To specify BARON iterations, the user can set the MaxIter
option, which is equivalent to the GAMS option NodLim.”

so, for instance, you may try:
options NodLim = 2000;

hope this helps (although i haven’t checked yet).

regards

Em sexta-feira, 3 de agosto de 2012 05h23min01s UTC-3, KJ escreveu:

Thanks Rafael. I normally use ResLim to limit my iteration but ResLim limits the optimisation run time not the iteration limit. The problem is for a ResLim of 3000 an ‘easy’ optimisation problem will complete many more iterations than a ‘difficult’ optimisation. I’d like to be able to say that I’ve run all my problems for a specific number of iterations rather than a specific time (which appears to be related to cpu time).

Thanks,
KJ

On Thursday, 2 August 2012 22:44:02 UTC+1, Rafael Cidade wrote:

KJ,

i had the same problem and solved it using ResLim
for your case, try

option ResLim = 2000;

Em quinta-feira, 19 de julho de 2012 05h45min45s UTC-3, KJ escreveu:

Can anyone tell me how to set the max iteration limit when using the Baron solver? The manual says to use the MaxIter command. I have two problems with this: MaxIter is not recognised by GAMS when I use it in my code and if I could get it to work it only allows three options (-1,0,1).

From the book these options are:
“Maximum number of branch-and-reduce iterations allowed. -1 im-
plies unlimited. This is equivalent to the GAMS option NodLim.
Setting MaxIter to 0 will force BARON to terminate after root node
preprocessing. Setting MaxIter to 1 will result in termination after
the solution of the root node.”

Ideally I want to stop after the 2000th iteration. In another solver I could use ‘iterlim’ but this does not apply to the baron solver.

–
To view this discussion on the web visit https://groups.google.com/d/msg/gamsworld/-/GCdR0ezsLdAJ.
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To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
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5

Hi Rafael,

I’ve tried to use the NodLim and MaxIter functions but GAMS doesn’t seem to recognise either of them. I don’t know why it doesn’t when it does recognise Reslim.

Thanks,
KJ

On Wednesday, 15 August 2012 21:20:51 UTC+1, Rafael Cidade wrote:

KJ,

Don’t know if you still stuck at this point, but reading GAMS/BARON manual i’ve found out something interesting.

“To specify BARON iterations, the user can set the MaxIter
option, which is equivalent to the GAMS option NodLim.”

so, for instance, you may try:
options NodLim = 2000;

hope this helps (although i haven’t checked yet).

regards

Em sexta-feira, 3 de agosto de 2012 05h23min01s UTC-3, KJ escreveu:

Thanks Rafael. I normally use ResLim to limit my iteration but ResLim limits the optimisation run time not the iteration limit. The problem is for a ResLim of 3000 an ‘easy’ optimisation problem will complete many more iterations than a ‘difficult’ optimisation. I’d like to be able to say that I’ve run all my problems for a specific number of iterations rather than a specific time (which appears to be related to cpu time).

Thanks,
KJ

On Thursday, 2 August 2012 22:44:02 UTC+1, Rafael Cidade wrote:

KJ,

i had the same problem and solved it using ResLim
for your case, try

option ResLim = 2000;

Em quinta-feira, 19 de julho de 2012 05h45min45s UTC-3, KJ escreveu:

Can anyone tell me how to set the max iteration limit when using the Baron solver? The manual says to use the MaxIter command. I have two problems with this: MaxIter is not recognised by GAMS when I use it in my code and if I could get it to work it only allows three options (-1,0,1).

From the book these options are:
“Maximum number of branch-and-reduce iterations allowed. -1 im-
plies unlimited. This is equivalent to the GAMS option NodLim.
Setting MaxIter to 0 will force BARON to terminate after root node
preprocessing. Setting MaxIter to 1 will result in termination after
the solution of the root node.”

Ideally I want to stop after the 2000th iteration. In another solver I could use ‘iterlim’ but this does not apply to the baron solver.

–
To view this discussion on the web visit https://groups.google.com/d/msg/gamsworld/-/lphi7jeOCBUJ.
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6

KJ,

i guess i did it! (at least works for me).

Try using baron option file, as follows:

model m1 / all /;

$onecho > baron.opt
MaxIter 100
$offecho

m1.optfile = 1;

option minlp = baron;

solve m1 using minlp minimizing obj;



Em quinta-feira, 19 de julho de 2012 05h45min45s UTC-3, KJ escreveu:

Can anyone tell me how to set the max iteration limit when using the Baron solver? The manual says to use the MaxIter command. I have two problems with this: MaxIter is not recognised by GAMS when I use it in my code and if I could get it to work it only allows three options (-1,0,1).

From the book these options are:
“Maximum number of branch-and-reduce iterations allowed. -1 im-
plies unlimited. This is equivalent to the GAMS option NodLim.
Setting MaxIter to 0 will force BARON to terminate after root node
preprocessing. Setting MaxIter to 1 will result in termination after
the solution of the root node.”

Ideally I want to stop after the 2000th iteration. In another solver I could use ‘iterlim’ but this does not apply to the baron solver.

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