Question

Slow Convergence Leading to Infeasibility

  • 15 March 2022
  • 1 reply
  • 38 views

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Hi AIMMSians,

I have formulated an NLP model with around 2500 variables and it is non-convex. When I solve it using IPOPT, I get the error “Intermediate Infeasible, terminated by solver”. When I use CONOPT as solver, I get same error. Analyzing the listing iteration log files, it reveals that solver labelled the solution as infeasible because the convergence is too slow as demonstrated by message in the end of listing iteration log “Convergence is slow and a derivative is discontinuous”. Please note that sometimes, the same model reached a “local optimal” with sensible values for the variables. With some nice information in AIMMS documentation, forum and webinar, I have tried scaling option, good initial points (which are not possible in every case) and a bit of reformulation by removing some variables acting as intermediate variables between two variables to calculate some values. None of these options have proved any change in the results. Any idea or word is highly appreciated. Thanks for your time. Cheers


1 reply

Userlevel 4
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Hi @Zeb , you could try the AIMMS Presolver by switching on the Solvers General option 'Nonlinear presolve'. I wonder whether it is possible to reformulate the model such that it does not have any discontinuous derivatives. Would it be possible to add your project here, preferably after adding it to a zip file, or send it to our support by email if your project contains sensitive information, such that we can look at the model formulation?

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