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.
Best answer by Marcel Hunting
Hi @sara62 , The AOA algorithm solves several subproblems by alternating between solving an NLP problem and an MIP problem. The information shown in the Progress Window regarding the gap corresponds to solving the MIP 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 solution the 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 specify
GMPOuterApprox::CreateStatusFile := 1;
then AOA will write a status file in the log sub-folder. That status file will tell you whether AOA has found a solution.
Note: If your problem is convex then you might want to try to call
Hi @sara62 , The AOA algorithm solves several subproblems by alternating between solving an NLP problem and an MIP problem. The information shown in the Progress Window regarding the gap corresponds to solving the MIP 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 solution the 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 specify
GMPOuterApprox::CreateStatusFile := 1;
then AOA will write a status file in the log sub-folder. That status file will tell you whether AOA has found a solution.
Note: If your problem is convex then you might want to try to call
