--- Job risk2bpb Start 09/06/08 16:06:45 GAMS Rev 228 Copyright (C) 1987-2008 GAMS Development. All rights reserved *** License File has expired 5 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-OA 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 0.276017 Cbc0031I 10 added rows had average density of 9.3 Cbc0013I At root node, 10 cuts changed objective from -56.4546 to -56.0076 in 3 passes Cbc0014I Cut generator 0 (Mixed Integer Gomory) - 11 row cuts, 0 column cuts (10 active) Cbc0014I Cut generator 1 (Probing) - 11 row cuts, 9 column cuts (0 active) Cbc0014I Cut generator 2 (Mixed Integer Rounding) - 0 row cuts, 0 column cuts (0 active) Cbc0014I Cut generator 3 (Cover) - 0 row cuts, 0 column cuts (0 active) Cbc0014I Cut generator 4 (Clique) - 0 row cuts, 0 column cuts (0 active) Cbc0014I Cut generator 5 (Flow Covers) - 0 row cuts, 0 column cuts (0 active) Cbc0014I Cut generator 6 (Outer Approximation decomposition.) - 0 row cuts, 0 column cuts (0 active) Cbc0014I Cut generator 7 (Outer Approximation feasibility check.) - 0 row cuts, 0 column cuts (0 active) OA0003I New best feasible of -29.7928 found after 1.78811 sec. Cbc0016I Integer solution of -29.7928 found by strong branching after 35 iterations and 0 nodes (1.77 seconds) OA0003I New best feasible of -55.8761 found after 2.14813 sec. Cbc0016I Integer solution of -55.8761 found by strong branching after 35 iterations and 0 nodes (2.13 seconds) Cbc0001I Search completed - best objective -55.87613884922263, took 35 iterations and 0 nodes (2.15 seconds) Cbc0032I Strong branching done 18 times (343 iterations), fathomed 1 nodes and fixed 0 variables Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost Mixed Integer Gomory was tried 3 times and created 11 cuts of which 10 were active after adding rounds of cuts Probing was tried 3 times and created 20 cuts of which 0 were active after adding rounds of cuts Outer Approximation feasibility check. was tried 2 times and created 5 cuts of which 0 were active after adding rounds of cuts Bonmin finished. Found feasible point. Objective function = -55.876139. Resolve with fixed discrete variables to get dual values. MINLP solution: -55.87613939 (0 nodes, 2.59 seconds) Best possible: -55.87613885 Absolute gap: 5.4385e-07 Relative gap: 9.7332e-09 GAMS/Bonmin finished. --- Restarting execution --- risk2bpb.gms(1445) 0 Mb --- Reading solution for model m *** Status: Normal completion --- Job risk2bpb.gms Stop 09/06/08 16:06:48 elapsed 0:00:02.980