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solver:a_newer_version_of_the_solver_returns_a_different_solution [2007/10/21 06:44] (current)
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 +====== A newer version of the Solver returns a different Solution ======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 [[adrud@arki.dk|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.txt ยท Last modified: 2007/10/21 06:44 by Franz Nelissen