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CONOPT 119
procedure.
** Fatal Error ** Function error after small step in Phase 0
procedure.
** Fatal Error ** Function error very close to a feasible point.
** Fatal Error ** Function error while reducing tolerances.
** Fatal Error ** Function error in Pre-triangular equations.
** Fatal Error ** Function error after solving Pre-triangular
equations.
** Fatal Error ** Function error in Post-triangular equation.
In the first four cases you must either add better bounds or define better initial values. If the problem is related
to a pre- or post-triangular equation as shown by the last three messages then you can turn part of the preprocessing
off as described in section A4 in Appendix A. However, this may make the model harder to solve, so
it is usually better to add bounds and/or initial values.
5 The CONOPT Options File
CONOPT has been designed to be self-tuning. Most tolerances are dynamic. As an example: The feasibility of a
constraint is always judged relative to the dual variable on the constraint and relative to the expected change in
objective in the coming iteration. If the dual variable is large then the constraint must be satisfied with a small
tolerance, and if the dual variable is small then the tolerance is larger. When the expected change in objective
in the first iterations is large then the feasibility tolerances are also large. And when we approach the optimum
and the expected change in objective becomes smaller then the feasibility tolerances become smaller.
Because of the self-tuning nature of CONOPT you should in most cases be well off with default tolerances.
If you do need to change some tolerances, possibly following the advice in Appendix A, it can be done in the
CONOPT Options file. The name of the CONOPT Options file is on most systems ”conopt.opt” when the
solver is CONOPT and ”conopt2.opt” for the older CONOPT2. You must tell the solver that you want to use
an options file with the statement .OPTFILE = 1 in your GAMS source file before the SOLVE statement
or with optfile = 1 on the command line.
The format of the CONOPT Options file is different from the format of options file used by MINOS and ZOOM.
It consists in its simplest form of a number of lines like these:
rtmaxv = 1.e8
lfnsup = 500
Upper case letters are converted to lower case so the second line could also be written as ”LFNSUP = 500”. The
value must be written using legal GAMS format, i.e. a real number may contain an optional E exponent, but
a number may not contain blanks. The value must have the same type as the option, i.e. real options must be
assigned real values, integer options must be assigned integer values, and logical options must be assigned logical
values. The logical value representing true are true, yes, or 1, and the logical values representing false are
false, no, or 0.
In previous versions of CONOPT you could add ”SET” in front of the option assignment. This is no longer
supported.