Option non-convex for GUROBI solver

GAMS
1

Hi,

I have a bilinear problem (MIBLP), given by a constraint in which there is a product of 2 continuous variables and I want to use the solver GUROBI.
Using the option

Option ‘NonConvex’= 2;
image.png
I obtain the following errors.

2 Identifier expected
250 Unknown option.

What am I doing wrong?
Thank you in advance

2

Hi,

This is a Gurobi option but not a GAMS option. Hence, it needs to be written into a solver options file.

I hope this helps!

Fred

3

Thank you for your answer.

Unfortunatly, I obtain a similar error:
image.png
I found the name of the option here:
https://support.gurobi.com/hc/en-us/community/posts/360077888771-Add-Option-NonConvex-2-in-GAMs

4

Hi,

In the log snippet I see “Gurobi 6.5.0” which means that you are probably using GAMS 24.6 which is ~6 years old. Back then, this option did not yet exist. It is usually a good idea, to work with the documentation that matches your version.

Gurobi introduced the bilinear solver with version 9 that was part of GAMS 30 (released in 2020).

I hope this helps!

Fred

5

Yes
I only have this old version of GUROBI and I didn’t know about the recent update of GUROBI.
Since i can’t use the solver, I have to linearize the bilinear terms :unamused:

Thank you anyway for your help!

6

Hi Fred,

I am currently stumbling upon the same problem. I tried to include option nonconvex 2 and option QCPDuals 0 and it is listed in the Gurobi.opt file, but it does not change my GAMS output.
I am working with GAMS version 48.4.0.

$onecho > gurobi.opt
NonConvex 2
QCPDuals 0
threads 7
parallelmode 0
profile 1
profiletol 0.1
optcr = 0
$offecho

The relevant output from the logfile should this:
Gurobi 48.4.0 d74fe9ea Nov 27, 2024 DAC arm 64bit/macOS

Gurobi library version 11.0.2
GRB_LICENSE_FILE = /Users/***/gurobi.lic
GAMS/Gurobi Link license.
Set parameter OutputFlag to value 1
Set parameter MIPGap to value 0.5
Set parameter MIPGapAbs to value 0
— GMO Q Extraction (ThreePass): 0.00s
— GMO setup time: 0.00
Set parameter QCPDual to value 1
Set parameter FuncNonlinear to value 1
Space for names approximately 4.79 Mb
Use option ‘names no’ to turn use of names off
Starting Gurobi…
Gurobi Optimizer version 11.0.2 build v11.0.2rc0 (mac64[arm] - Darwin 23.6.0 23G93)
…
Error: Continuous model is non-convex but QCP duals are requested.
Either set QCPDuals to 0, or set NonConvex to 2 to solve model as a MIP.

Could you please help me to identify the problem?

Laura

7

Hi @lau.kna ,

you need to enable the solver option file being read by setting optfile to 1 (see also the chapter The Solver Options File in the documentation).

Please note that profile and profiletol ar GAMS options, but not GAMS/Gurobi options. So please set them as explained in the documentation of profile as command line parameter or option statement but not in the solver option file.

I hope this helps!

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