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lanl-ansi / Katana.jl

A Cutting-Plane Based Solver for Convex NLPs
https://lanl-ansi.github.io/Katana.jl/latest/
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Status Unbounded vs Error #13

Open ccoffrin opened 7 years ago

ccoffrin commented 7 years ago

In cases when the problem is unbounded due to a nonlinear objective function, which have been transformed into a constraint, Gurboi correctly reports unbounded, while GLPK is reporting Error. Possibly a bug in how the status value is communicated from GLPK?

ad2476 commented 7 years ago

Do you know for which test case(s) this happens? When I try an arbitrary problem with nonlinear objective, both GLPK and Gurobi return unbounded. I'm guessing this is most likely an issue either with how GLPK communicates its return status, or with the fact that we don't yet do anything to improve the numerical stability of our cuts

ccoffrin commented 7 years ago

It is happening on all of the SOC-OPF cases that have a quadratic objective. They feature linear, 2d circle and 4d soc constraints and a quadratic objective function. If you can't find a case in the test suite that has produces the Error status, remind me next week and I'll add a case.