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coin-or / SHOT

A solver for mixed-integer nonlinear optimization problems
https://shotsolver.dev
Eclipse Public License 2.0
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Fixes for nonconvex problems #153

Closed andreaslundell closed 2 years ago

andreaslundell commented 2 years ago

This should fix many of the issues you found @svigerske (as well as some other ones) for nonconvex problems in GAMS.

I have tested it, and it seems to work on most of the list of problems you sent me, but I would appreciate if you could rerun your tests as well.

svigerske commented 2 years ago

It definitely fixed very many. I only have three instances return with a wrong dual bound:

----------------------------+------+---------- Original -----------+----------------+----------------+------+---------+--------+-------+-------
Name                        | Type | Conss |  Vars | Discr%|Nonlin%|   Dual Bound   |  Primal Bound  | Gap% |  Iters  |  Nodes |  Time | Status
----------------------------+------+-------+-------+-------+-------+----------------+----------------+------+---------+--------+-------+-------
ex3pb                         MINLP      32      33    24.2     5.0              130              130    0.0        70       23     0.4 fail (opt=68.0097) (1/1)
lip                           MINLP      84      61    85.2    14.1       5435267.88       5435267.88    0.0         1        0     0.0 fail (opt=5.68507e+06) (1/1)
risk2bpb                      MINLP     581     464     3.0     0.1      -56.8208726      -56.8208726    0.0         6        0     0.1 fail (opt=-55.8761) (1/1)