Problem in retrieving the objective value in AOA after a time limit is reached

Question

I need to impose a time limit for AOA and after the time limit is reached, the value of the incumbent is returned.

MPOuterApprox::TimeLimit :=500;
GMPOuterApprox::IsConvex := 1;

GMPOuterApprox::DoOuterApproximation( GMPRO );

BestAOA := GMP::Instance::GetObjective( GMPRO ) ;
ProgAOA := GMP::Solution::GetProgramStatus( GMPRO, 1 );

display BestAOA , ProgAOA;

GMP::Instance::Delete( GMPRO );

in the progress window I can see a value to the “best solution” is assigned and the gap is around 30% but when the time limit is reached, the values assigned to BestAOA , and ProgAOA are as follows:

bestAOA := na ;
progAOA := 'IntermediateInfeasible' ;

I appreciate any help in advance.

icon

Best answer by Marcel Hunting 1 November 2021, 15:48

View original

Marcel Hunting · Accepted Answer

Hi @sara62, The AOA algorithm solves several subproblemsby alternating between solving anNLP problem and an MIP problem. The information shown in the Progress Window regarding the gap corresponds to solving theMIP problem. A feasible solution for the MIP problem does not automatically define a feasible solution for the original MINLP problem.(To obtain a feasible MINLP solutionthe NLP problem has to be solved in which the integer variables are fixed.)Very likely AOA did not find a feasible solution when it hit the time limit. Note that if you specifyGMPOuterApprox::CreateStatusFile := 1;then AOA will write a statusfile in the log sub-folder. That statusfile will tell you whether AOA has found a solution.Note: If your problem is convex then you might want to try to callGMPOuterApprox::DoConvexOuterApproximation( GMPRO );because the algorithm used by that procedure is usually faster.

Problem in retrieving the objective value in AOA after a time limit is reached

1 reply

Reply

Reply

Sign up

Login to the community

Scanning file for viruses.

This file cannot be downloaded