Reply-to: gamsworld@googlegroups.com

Hello,

I just spotted a similar problem.

Despite setting:

option optcr=0.0;

option optca=0.0;

and the solution report

**** SOLVER STATUS 1 Normal Completion

**** MODEL STATUS 1 Optimal

**** OBJECTIVE VALUE 7.5000

some of the solution variables that are supposed to be binary get values like 1.0796E-6.

Is there any remedy to that? I cannot see the option “epint” mentioned above.

Regards,

Anna

On Thursday, August 23, 2007 6:33:54 AM UTC+2, Franz Nelissen wrote:

Kenny:

It is weird that sometimes I even define a variable as a binary

variable and use MINLP to solve, the result shows a decimal number,

like 0.3. It should be 0 or 1.

Please check the solution status. It must read something like:

**** SOLVER STATUS 1 NORMAL COMPLETION

**** MODEL STATUS 8 INTEGER SOLUTION

or

**** MODEL STATUS 1 OPTIMAL

If the solver status is 4 (TERMINATED BY SOLVER) check the number of

iterations or the resource usage (old fashioned term for CPU time):

RESOURCE USAGE, LIMIT 0.054 1000.000

ITERATION COUNT, LIMIT 9 10000

If the solver hits one of these limits before finding an integer

solution, you may get fractional values.

Sometimes (slightly) non integer levels for integer variables can also

appear due to the default integrality tolerance of the MIP solver. For

example GAMS/CPLEX by default uses an integrality tolerance of 1e-5.

That’s the reason why sometimes discrete variables come back that are

not quite integer. If you are using a recent version of GAMS/Cplex), you

can change this tolerance. The GAMS/CPLEX option for this is epint 0.

Tightening the integrality tolerance can increase the solve time for the

model significantly.

Hope this helps.

## – F<ranz

\

Dr. Franz Nelissen GAMS Software GmbH

Eupener Str. 135-137, 50933 Cologne, Germany

Tel: +49-221-949-9170 Fax: +49-221-949-9171

mailto:FNel...@gams.com Http://www.gams.de/

–

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