Decision Optimization

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MILP minimizing problem on GAMS

  • 1.  MILP minimizing problem on GAMS

    Posted Tue December 16, 2008 09:19 AM

    Originally posted by: SystemAdmin


    [naresh said:]

    Dear all,

    i need immediate help and suggestions regarding the following problem i am facing.

    i am solving a MILP minimizing problem using CPLEX in GAMS platform. my objective is minimizing the variable MS, and MS has equations as follows
    T(j,k)=L=MS & TS(s,k)=L=MS
    where, T and TS are bounded as .lo = 0 and .up = 50
    but while solving my program terminates with the following message:

    Iteration log . . .
    Iteration:     1   Dual objective     =             0.000000
    Iteration:    62   Dual objective     =            11.334000

    Proven optimal solution.

    MIP Solution:  -9999999999999999500000000000000000000.000000    (4393989 iterations, 128060 nodes)
    Final Solve:            14.850265    (104 iterations)

    Best possible: -9999999999999999500000000000000000000.000000
    Absolute gap:            0.000000
    Relative gap:            0.000000

    i don't understand that how come the MIP solution is negative and final solution is 14.85
    also when MS is clearly bounded between 0 & 50 because T and TS are so. then how come this negative value can come.

    eagerly waiting for some reply.

    thanks a lot.
    Naresh
    #DecisionOptimization
    #MathematicalProgramming-General


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