[AMPL 18425] Doubt about Couenne

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[AMPL 18425] Doubt about Couenne

Murilo Souza
Hello, using Couenne to solve my MINLP problem, i got this message:

Couenne: new cutoff value 6.1115973590e+001 (89.484 seconds)

What doest this "new cutoff" value means? I know that this value, is exactly the value of my obj function at the solution point.

But, Couenne says my problem is infeasible.

Lower bound:                               61.116
Upper bound:                               61.116  (gap: 0.00%)
Branch-and-bound nodes:                      2258
Performance of                           FBBT:        2.242s,     2140 runs. fix:          0 shrnk:   0.079922 ubd:    5.68546 2ubd:
      117 infeas:          0
Warning: Not solved to optimality, status: Infeasible

I might be wrong here, but in a BB approach, when the Lower and Upper bound are equals, doesn't that mean that it found the global minimum?

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[AMPL 18440] Re: Doubt about Couenne

pietro belotti
Hi,

The "cutoff" is simply a value that is used to prune branch-and-bound nodes whose lower bound is above the cutoff, because it's guaranteed they won't have a better solution. It usually corresponds to the objective function value of the best solution found so far.

As for the infeasibility, this is an old issue in Couenne: its branch-and-bound interface is Cbc and apparently it doesn't accept all solutions that are found by Couenne's heuristics. We added code to save those solutions anyway and you should find that solution in a .sol file.

Regards,
Pietro

On Friday, March 22, 2019 at 12:10:23 PM UTC, Murilo Souza wrote:
Hello, using Couenne to solve my MINLP problem, i got this message:

Couenne: new cutoff value 6.1115973590e+001 (89.484 seconds)

What doest this "new cutoff" value means? I know that this value, is exactly the value of my obj function at the solution point.

But, Couenne says my problem is infeasible.

Lower bound:                               61.116
Upper bound:                               61.116  (gap: 0.00%)
Branch-and-bound nodes:                      2258
Performance of                           FBBT:        2.242s,     2140 runs. fix:          0 shrnk:   0.079922 ubd:    5.68546 2ubd:
      117 infeas:          0
Warning: Not solved to optimality, status: Infeasible

I might be wrong here, but in a BB approach, when the Lower and Upper bound are equals, doesn't that mean that it found the global minimum?

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