Function addGenConstrLog buggy

回答済み

Sam Ganzfried

2020年10月14日 07:19

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The function model.addGenConstrLog seems super buggy. I'm trying small test example and it says log(x) = -23.03 for x = 9, though it is correct for larger x. It doesn't matter what values I use for the func parameters, I still get same result regardless.

public static void main(String[] args) throws GRBException {
  GRBEnv env = new GRBEnv();
  GRBModel model = new GRBModel(env);

  model.set(GRB.IntParam.Presolve, 0);
  GRBVar x = model.addVar(0, GRB.INFINITY, 0, GRB.CONTINUOUS, "x");
  GRBLinExpr expr1 = new GRBLinExpr();
  expr1.addTerm(1, x);
  model.addConstr(expr1, GRB.EQUAL, 9, "expr1");
  GRBVar y = model.addVar(-GRB.INFINITY, GRB.INFINITY, 0, GRB.CONTINUOUS, "y");
  model.addGenConstrLog(x, y, "", "");

  GRBLinExpr obj = new GRBLinExpr();
  obj.addTerm(1, y);
  model.setObjective(obj);
  model.set(GRB.IntAttr.ModelSense, GRB.MINIMIZE);
 
  model.optimize();
  double xval = x.get(GRB.DoubleAttr.X);
  double yval = y.get(GRB.DoubleAttr.X);
  double objval = model.get(GRB.DoubleAttr.ObjVal);
  System.out.println(xval + " " + yval + " " + objval);
  model.dispose();
  env.dispose();
}

 

Gurobi Optimizer version 9.0.0 build v9.0.0rc2 (win64)
Optimize a model with 1 rows, 2 columns and 1 nonzeros
Model fingerprint: 0xd2b4f56a
Model has 1 general constraint
Variable types: 2 continuous, 0 integer (0 binary)
Coefficient statistics:
Matrix range [1e+00, 1e+00]
Objective range [1e+00, 1e+00]
Bounds range [0e+00, 0e+00]
RHS range [9e+00, 9e+00]
Variable types: 1102 continuous, 1 integer (0 binary)

Root relaxation: objective -2.302552e+01, 4 iterations, 0.00 seconds

Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time

* 0 0 0 -23.0255194 -23.02552 0.00% - 0s

Explored 0 nodes (4 simplex iterations) in 0.02 seconds
Thread count was 8 (of 8 available processors)

Solution count 1: -23.0255 
No other solutions better than -23.0255

Optimal solution found (tolerance 1.00e-04)
Warning: max constraint violation (9.0000e+00) exceeds tolerance
Warning: max general constraint violation (9.0000e+00) exceeds tolerance
Best objective -2.302551935769e+01, best bound -2.302551935769e+01, gap 0.0000%
9.0 -23.025519357687067 -23.025519357687067

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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:06 編集済み

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Juan Orozco

  • Gurobi Staff

  2020年10月14日 17:12

  Hi, Sam!

  We created a support ticket to investigate further. Thanks for bringing this to our attention.

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  Juan Orozco

  • Gurobi Staff

  2020年10月15日 14:59

  Dear Sam,

  The unexpected behavior you observed is the result of disabling presolve without providing a reasonable bound to x (in your example 0<=x<=+inf). Gurobi outputs good approximations for ln(x) when the upper bound of x is set to, for example, 1000.

  In any case, it's usually a good idea to keep the presolve on when having PWL approximators such as model.addGenConstrLog(), as it can strengthen bounds.

  I hope this information helps.

   

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