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GAMS — The Solver Manuals - Available Software

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136 CONOPT<br />

EQUATION E1, E2, E3, E4;<br />

E1 .. LOG(X1) + X2 =E= 1.6;<br />

E2 .. 5 * X2 =E= 3;<br />

E3 .. OBJ =E= SQR(X1) + 2 * SQR(X2) + 3 * SQR(X3);<br />

E4 .. X1 + X2 =E= 3.318;<br />

X1.LO = 0.1;<br />

MODEL DEMO / ALL /; SOLVE DEMO USING NLP MINIMIZING OBJ;<br />

that is derived from the first model by the addition of equation E4. This model produces the following output<br />

** An equation is inconsistent with other equations in the<br />

pre-triangular part of the model.<br />

Residual=<br />

2.81828458E-04<br />

Tolerance (RTNWTR)= 6.34931126E-07<br />

<strong>The</strong> pre-triangular feasibility tolerance may be relaxed with<br />

a line:<br />

SET RTNWTR X.XX<br />

in the CONOPT control program.<br />

E4: Inconsistency in pre-triangular part of model.<br />

<strong>The</strong> solution order of the critical equations and<br />

variables is:<br />

E2 is solved with respect to<br />

X2. Solution value = 6.0000000000E-01<br />

E1 is solved with respect to<br />

X1. Solution value = 2.7182818285E+00<br />

All variables in equation E4 are now fixed<br />

and the equation is infeasible. Residual = 2.8182845830E-04<br />

First E2 is solved with respect to X2, then E1 is solved with respect to X1 as indicated by the last part of the<br />

output. At this point all variables that appear in equation E4, namely X1 and X2, are fixed, but the equation<br />

is not feasible. E4 is therefore inconsistent with E1 and E2 as indicated by the first part of the output. In this<br />

case the inconsistency is fairly small, 2.8E-04, so it could be a tolerance problem. CONOPT will always report<br />

the tolerance that was used, rtnwtr - the triangular Newton tolerance, and if the infeasibility is small it will also<br />

tell how the tolerance can be relaxed. Section 5 in the main text on ”<strong>The</strong> CONOPT Options File” gives further<br />

details on how to change tolerances, and a complete list of options is given in Appendix B.<br />

You can turn the identification and solution of pre-triangular variables and equations off by adding the line<br />

”lspret = f” in the CONOPT control program. This can be useful in some special cases where the point<br />

defined by the pre-triangular equations gives a function evaluation error in the remaining equations. <strong>The</strong> following<br />

example shows this:<br />

VARIABLE X1, X2, X3, X4, OBJ;<br />

EQUATION E1, E2, E3, E4;<br />

E1 .. LOG(1+X1) + X2 =E= 0;<br />

E2 .. 5 * X2 =E= -3;

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