GAMS — The Solver Manuals - Available Software

116 CONOPT
The two messages above tell that CONOPT stops with a feasible solution. In the first case the solution process
is very slow and in the second there is no progress at all. However, the optimality criteria have not been satisfied.
These messages are accompanied by Modelstat = 7 (Intermediate Nonoptimal) and Solvestat = 4 (Terminated
by Solver). The problem can be caused by discontinuities if the model is of type DNLP; in this case you should
consider alternative, smooth formulations as discussed in section 7. The problem can also be caused by a poorly
scaled model. See section 6.5 for hints on model scaling. Finally, it can be caused by stalling as described in
section A13.4 in Appendix A. The two messages also exist in a version where ”Feasible” is replaced by ”Infeasible”.
Modelstat is in this case 6 (Intermediate Infeasible) and Solvestat is still 4 (Terminated by Solver); these versions
tell that CONOPT cannot make progress towards feasibility, but the Sum of Infeasibility objective function does
not have a well defined local minimum.
: The variable has reached infinity
** Unbounded solution. A variable has reached ’infinity’.
Largest legal value (Rtmaxv) is xx.xx
CONOPT considers a solution to be unbounded if a variable exceeds the indicated value and it returns with
Modelstat = 3 (Unbounded). Check whether the solution appears unbounded or the problem is caused by the
scaling of the unbounded variable mentioned in the first line of the message. If the model seems correct
you are advised to scale it. There is also a lazy solution: you can increase the largest legal value, rtmaxv, as
mentioned in the section on options. However, you will pay through reduced reliability or increased solution
times. Unlike LP models, where an unbounded model is recognized by an unbounded ray and the iterations are
stopped far from ”infinity”, CONOPT will actually return a feasible solution with large values for the variables.
The message above exists in a version where ”Unbounded” is replaced by ”Infeasible” and Modelstat is 5 (Locally
Infeasible). You may also see a message like
: Free variable becomes too large
** Infeasible solution. A free variable exceeds the allowable
range. Current value is 4.20E+07 and current upper bound
(Rtmaxv) is 3.16E+07
These two messages indicate that some variables become very large before a feasible solution has been found.
You should again check whether the problem is caused by the scaling of the unbounded variable mentioned
in the first line of the message. If the model seems correct you should scale it.
** The time limit has been reached.
The time or resource limit defined in GAMS, either by default (usually 1000 seconds) or by ”OPTION RESLIM
= xx;” or ”.RESLIM = xx;” statements, has been reached. CONOPT will return with Solvestat = 3
(Resource Interrupt) and Modelstat either 6 (Locally Infeasible) or 7 (Locally Nonoptimal).
** The iteration limit has been reached.
The iteration limit defined in GAMS, either by default (usually 100000 iterations) or by ”OPTION ITERLIM =
xx;” or ”.ITERLIM = xx;” statements, has been reached. CONOPT will return with Solvestat = 2
(Iteration Interrupt) and Modelstat either 6 (Locally Infeasible) or 7 (Locally Nonoptimal).
** Domain errors in nonlinear functions.
Check bounds on variables.
The number of function evaluation errors has reached the limit defined in GAMS by ”OPTION DOMLIM = xx;”
or ”sOMLIM = xx;” statements or the default limit of 0 function evaluation errors. CONOPT will return
with Solvestat = 5 (Evaluation Error Limit) and Modelstat either 6 (Locally Infeasible) or 7 (Locally Nonoptimal).
See section 4 for more details on ”Function Evaluation Errors”.