jump-dev / MINLPTests.jl

Unit and Integration Tests for JuMP NLP and MINLP solvers
MIT License
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nlp_008_011 has a better solution than the recorded one #21

Open xhub opened 5 years ago

xhub commented 5 years ago

It looks like the nlp_008_011 problem has a better solution than the recorded one. This was found by KNITRO:

> value.([x,y,z])
3-element Array{Float64,1}:
  0.006189119075609131
  3.717464829723498   
 -3.719719919556328

julia-1.2> value(y) - (exp(-value(x)-2) + exp(-value(z)-2) - 2)
-9.800737998943987e-11

julia-1.2> value(x)^2 - value(y)^2 - value(z)^2
-27.65582273498036

julia-1.2> value(y) - value(x)/2 - value(z)                                                                                                                
7.4340901897420215                                                                                                                                         

julia-1.2> value(x) + value(y)^2 + value(z)^3                                                                                                              
-37.641487400482944 

There is a slight infeasibility for the 1rst constraint, other it all looks good. I check the model against BARON, Couenne, Antigone, and they all find this solution.

ccoffrin commented 4 years ago

@xhub thanks for reporting this. My recommendation would be to modify the test case so that all solvers find the same optimal solution. These tests should be "mathematically" trivial and focus only on testing the JuMP/MOI APIs.

A PR would be welcome and appreciated.