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 a 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!
Best answer by Marcel Hunting
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.