For answers to questions about FilMINT, see
http://www.mcs.anl.gov/~leyffer/papers/fm.pdfwhere it is stated,
... we focus on the case where the functions f and g_j are
convex, so that by relaxing the restriction y in Z^p, a convex
program is formed. The techniques we suggest may be applied
as a heuristic in the case that one or more of the functions
are nonconvex.
This suggests that FilMINT does not guarantee a global optimum when the
functions are not convex. For more up-to-date information you can contact
the authors.
Bob Fourer
4er@...
> -----Original Message-----
> From:
ampl@... [mailto:
ampl@...]
> On Behalf Of x [
to_rent_2000@...]
> Sent: Monday, June 01, 2009 9:25 PM
> To:
ampl@...
> Subject: [AMPL 2563] FilMINT optimal solution really optimal?
>
>
> When filMINT solver reports "Optimal solution found" does it really mean
> global optimal solution?
>
> Does the solver assume convexity for all functions in the model? Where do
> we get such info about the solver?
>
> For my model, the solver reports optimal solution. However, there are at
> least two variables that do not have optimal values. What I mean is,
> solver could have picked different values for these variables and have
> gotten lower values for the objective function (this being a minimization
> problem).
>
> Thanks in advance!
>
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