[AMPL 2566] Re: FilMINT optimal solution really optimal?

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[AMPL 2566] Re: FilMINT optimal solution really optimal?

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That explains. Thanks so much!

--- On Tue, 6/2/09, Robert Fourer <4er@...> wrote:

> From: Robert Fourer <4er@...>
> Subject: [AMPL 2564] Re: FilMINT optimal solution really optimal?
> To: ampl@..., "'x'" <to_rent_2000@...>
> Date: Tuesday, June 2, 2009, 11:02 AM
>
>
> For answers to questions about FilMINT, see
>
>    http://www.mcs.anl.gov/~leyffer/papers/fm.pdf
>
> where 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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