--- Job risk2bpb Start 09/03/08 08:26:03 GAMS Rev 228 Copyright (C) 1987-2008 GAMS Development. All rights reserved *** License File has expired 2 days ago Licensee: Stefan Vigerske G071106/0001CB-LNX Humboldt University Berlin, Numerical Mathematics DC5918 --- Starting compilation --- risk2bpb.gms(1445) 2 Mb --- Starting execution: elapsed 0:00:00.014 --- risk2bpb.gms(1440) 3 Mb --- Generating MINLP model m --- risk2bpb.gms(1445) 5 Mb --- 581 rows 464 columns 2,289 non-zeroes --- 29 nl-code 3 nl-non-zeroes --- 12 discrete-columns --- risk2bpb.gms(1445) 3 Mb --- Executing BONMIN: elapsed 0:00:00.031 GAMS/Bonmin MINLP Solver (Bonmin Library 0.99) written by P. Bonami List of user-set options: Name Value used bonmin.algorithm = B-BB yes ****************************************************************************** This program contains Ipopt, a library for large-scale nonlinear optimization. Ipopt is released as open source code under the Common Public License (CPL). For more information visit http://projects.coin-or.org/Ipopt ****************************************************************************** NLP0012I Num Status Obj It time NLP0013I 1 OPT -56.45458149782267 52 0.272017 NLP0013I 2 OPT -56.41894098713901 74 0.544034 NLP0013I 3 OPT -29.79280594456708 37 0.308019 NLP0013I 4 OPT -56.41894099014208 19 0.088005 NLP0013I 5 OPT -29.79280594457708 38 0.264017 NLP0013I 6 OPT -56.41894099014662 19 0.096006 NLP0013I 7 OPT -29.79280575319666 36 0.244015 NLP0013I 8 OPT -56.42358193475492 38 0.236015 NLP0013I 9 OPT -29.79280594456708 45 0.368023 NLP0013I 10 OPT -56.42358255579796 21 0.104007 NLP0013I 11 OPT -29.79280594457708 47 0.340021 NLP0013I 12 OPT -56.42358276282275 20 0.16401 NLP0013I 13 OPT -29.79280594456708 39 0.272017 NLP0013I 14 OPT -56.42548133951151 128 0.992062 NLP0013I 15 OPT -29.79280594456708 41 0.268017 NLP0013I 16 OPT -56.42548133930279 20 0.104006 NLP0013I 17 OPT -29.79280594457708 43 0.356023 NLP0013I 18 OPT -56.42548133059163 20 0.092005 NLP0013I 19 OPT -29.79280594456706 43 0.30802 NLP0013I 20 OPT -56.28153017166062 24 0.112007 NLP0012I Num Status Obj It time NLP0013I 21 OPT -56.00956668171911 26 0.16401 NLP0013I 22 OPT -56.44825991647326 27 0.128008 NLP0013I 23 OPT -56.03073923854456 44 0.260016 Cbc0010I After 0 nodes, 1 on tree, 1e+50 best solution, best possible -56.4546 (5.84 seconds) NLP0013I 24 OPT -56.41894099014662 19 0.088005 NLP0013I 25 OPT -56.3831538953827 31 0.172011 NLP0013I 26 OPT -56.34721870651822 122 1.00406 NLP0013I 27 OPT -56.31621997151359 39 0.248015 NLP0013I 28 OPT -56.28511777766343 34 0.204013 NLP0013I 29 OPT -56.25391126462434 47 0.308019 NLP0013I 30 INFEAS -14.43855547471893 96 0.552034 NLP0013I 31 INFEAS -14.23398664435671 101 0.656041 NLP0013I 32 INFEAS -14.66531714580353 98 0.660042 NLP0013I 33 OPT -26.78045529679078 41 0.296018 NLP0012I Num Status Obj It time NLP0013I 1 OPT -26.78045530265195 38 0.280018 Cbc0004I Integer solution of -26.7805 found after 628 iterations and 10 nodes (10.32 seconds) NLP0013I 34 OPT -28.5525980532314 50 0.380024 NLP0013I 2 OPT -28.55259805457804 60 0.424026 Cbc0004I Integer solution of -28.5526 found after 678 iterations and 11 nodes (11.13 seconds) NLP0013I 35 OPT -29.79280575319666 36 0.252016 NLP0013I 3 OPT -29.79280594614512 65 0.452028 Cbc0004I Integer solution of -29.7928 found after 714 iterations and 12 nodes (11.84 seconds) NLP0013I 36 OPT -56.22481108158144 24 0.132008 NLP0013I 37 OPT -56.19562258457779 29 0.132008 NLP0013I 38 OPT -56.16634503898241 45 0.280018 NLP0013I 39 OPT -55.91027835364797 27 0.192012 NLP0013I 40 OPT -55.8042577876322 26 0.132008 NLP0012I Num Status Obj It time NLP0013I 41 OPT -55.87613939303285 47 0.308019 NLP0013I 42 OPT -55.87613939303285 47 0.31202 NLP0013I 4 OPT -55.8761393921509 20 0.100006 Cbc0004I Integer solution of -55.8761 found after 886 iterations and 17 nodes (13.43 seconds) NLP0013I 43 OPT -55.73616847626599 21 0.096006 Cbc0011I Exiting as integer gap of 0.377772 less than 0 or 1% Cbc0001I Search completed - best objective -55.8761393921509, took 907 iterations and 18 nodes (13.53 seconds) Cbc0032I Strong branching done 12 times (922 iterations), fathomed 0 nodes and fixed 0 variables Cbc0035I Maximum depth 10, 0 variables fixed on reduced cost Bonmin finished. Found feasible point. Objective function = -55.876139. Resolve with fixed discrete variables to get dual values. NLP0012I Num Status Obj It time NLP0013I 1 OPT -55.8761393904394 51 0.272017 MINLP solution: -55.87613939 (18 nodes, 14.08 seconds) Best possible: -55.87613939 Absolute gap: 1.7115e-09 Relative gap: 3.063e-11 GAMS/Bonmin finished. --- Restarting execution --- risk2bpb.gms(1445) 0 Mb --- Reading solution for model m *** Status: Normal completion --- Job risk2bpb.gms Stop 09/03/08 08:26:18 elapsed 0:00:14.462