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solver:a_newer_version_of_the_solver_returns_a_different_solution [2007/10/21 06:44]
Franz Nelissen created
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-====== A newer version of the Solver returns a different Solution ====== 
-//Q: I noticed that different versions of GAMS give different results 
-for the same input file. In my case I am running a quadratic 
-model with MINOS // 
-Contributed by [[|Arne Drud]]: Do you know if your model can have more than one optimal solution ​ 
-(is it STRICTLY convex or has other nice properties)?​ Are the differences large or small (round-off errors)? ​ 
-Different versions of an NLP algorithms can give different results if the model has more than one solution. ​ 
-And if the optimum is very flat, then you may get very small differences in objective but fairly large differences ​ 
-in primal values. A very small change caused by new ordering methods or small round-off errors early in the  
-computation can change the whole iteration path and lead to different solutions if there are multiple optima. ​ 
-Example: variable X1 and X2 have mathematically the same reduced cost in the initial point. In one version of  
-the algorithm X1 will be selected to enter the basis because it is first. In another version the variables ​ 
-have been sorted according to some criteria and X2 appears to be first and it will be selected. ​ 
-From there on, everything is different. 
IMPRESSUM / LEGAL NOTICEPRIVACY POLICY solver/a_newer_version_of_the_solver_returns_a_different_solution.1192941865.txt.gz ยท Last modified: 2007/10/21 06:44 by Franz Nelissen