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Global Optimization Solver Lower-Upper Bounds

  • 3 April 2020
  • 2 replies
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Dear AIMMS Community:

 

I am using BARON solver to solve a continuous non-convex optimization problem. In small cases, I can see that BARON is finding the global optimum and wherever it is verifiable I am verifying that the results are consistent. So I believe my current modeling is correct.

 

However, for larger problems, although I get feasible solution, I don’t have any upper bounds (this is a maximization problem). I found this post, and tried problem.BestBound, which gives NA as answer. How can I fix this issue?


Many thanks for your time!

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Best answer by Marcel Hunting 4 April 2020, 01:02

It is possible that BARON is not able to find an upper bound, if you set, e.g., a time limit, while it is able to find a feasible solution (which defines a lower bound, in case of maximization).

It might help to print the BARON log file by switching on the BARON option 'Keep Summary File'. Then a file named 'baron_sum.lst’ will be created in the Log folder. It would be useful if you could share that file such that we can see what BARON is doing while solving your problem.

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Userlevel 3

It is possible that BARON is not able to find an upper bound, if you set, e.g., a time limit, while it is able to find a feasible solution (which defines a lower bound, in case of maximization).

It might help to print the BARON log file by switching on the BARON option 'Keep Summary File'. Then a file named 'baron_sum.lst’ will be created in the Log folder. It would be useful if you could share that file such that we can see what BARON is doing while solving your problem.

Thanks for your answer. I will try this method!

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