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Question

Very long execution time with BARON solver

  • 22 September 2020
  • 1 reply
  • 96 views
H

Hello,

I am solving small MINLP problem using BARON solver to find the ‘optimal’ solution. But for such a small system, 8 hours passed and I have not got the solution yet. My question is: why this solver cannot find the solution after such a long time? Is this because of the way I implemented the model? (If so, I am attaching my code here to let you know how I did it). I would appreciate it if you could help me solve this problem. Thank you!

Regards

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1 reply

Marcel Hunting
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Userlevel 3

Hi @HosseinMehdipour. Your model contains 750 constraints and 650 variables. More than 200 of these constraints contain bilinear terms in which two continuous variables are multiplied. From global optimization point of view, a problem that contains more than 200 constraints with bilinear terms is considered to be very hard.

(Note that if one of the variables in the bilinear term would be binary then that would make life much easier because in that case the bilinear term can be linearized.)

I am afraid that it will be impossible to find a global solution for your problem. I would settle for a good local solution by using, e.g., a local solver combined with a multi-start algorithm.

Marcel - AIMMS Optimization Specialist

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