GAMS — The Solver Manuals - Available Software

CONOPT 115
3 GAMS/CONOPT Termination Messages
GAMS/CONOPT may terminate in a number of ways. This section will show most of the termination messages
and explain their meaning. It will also show the Model Status returned to GAMS in .Modelstat, where
represents the name of the GAMS model. The Solver Status returned in .Solvestat will be
given if it is different from 1 (Normal Completion). We will in all cases first show the message from CONOPT
followed by a short explanation. The first 4 messages are used for optimal solutions and CONOPT will return
Modelstat = 2 (Locally Optimal), except as noted below:
** Optimal solution. There are no superbasic variables.
The solution is a locally optimal corner solution. The solution is determined by constraints only, and it is usually
very accurate. In some cases CONOPT can determine that the solution is globally optimal and it will return
Modelstat = 1 (Optimal).
** Optimal solution. Reduced gradient less than tolerance.
The solution is a locally optimal interior solution. The largest component of the reduced gradient is less than
the tolerance rtredg with default value around 1.e-7. The value of the objective function is very accurate while
the values of the variables are less accurate due to a flat objective function in the interior of the feasible area.
** Optimal solution. The error on the optimal objective function
value estimated from the reduced gradient and the estimated
Hessian is less than the minimal tolerance on the objective.
The solution is a locally optimal interior solution. The largest component of the reduced gradient is larger than
the tolerance rtredg. However, when the reduced gradient is scaled with information from the estimated Hessian
of the reduced objective function the solution seems optimal. The objective must be large or the reduced objective
must have large second derivatives so it is advisable to scale the model. See the sections on ”Scaling” and ”Using
the Scale Option in GAMS” for details on how to scale a model.
** Optimal solution. Convergence too slow. The change in
objective has been less than xx.xx for xx consecutive
iterations.
CONOPT stops with a solution that seems optimal. The solution process is stopped because of slow progress.
The largest component of the reduced gradient is greater than the optimality tolerance rtredg, but less than
rtredg multiplied by the largest Jacobian element divided by 100. The model must have large derivatives so it
is advisable to scale it.
The four messages above all exist in versions where ”Optimal” is replaced by ”Infeasible” and Modelstat will
be 5 (Locally Infeasible) or 4 (Infeasible). The infeasible messages indicate that a Sum of Infeasibility objective
function is locally minimal, but positive. If the model is convex it does not have a feasible solution; if the model
is non-convex it may have a feasible solution in a different region. See the section on ”Initial Values” for hints on
what to do.
** Feasible solution. Convergence too slow. The change in
objective has been less than xx.xx for xx consecutive
iterations.
** Feasible solution. The tolerances are minimal and
there is no change in objective although the reduced
gradient is greater than the tolerance.