GAMS — The Solver Manuals - Available Software

252 DICOPT
• The GAMS option statement “OPTION SYSOUT = ON;” can generate extra solver information that can be
helpful to diagnose problems.
• If many of the NLP subproblems are infeasible, add slacks as described in section 10.2.
• Run DICOPT in pedantic mode by using the DICOPT option: “CONTINUE 0.” Make sure all NLP subproblems
solve to optimality.
• Don’t allow any nonlinear function evaluation errors, i.e. keep the DOMLIM limit at zero. See the discussion
on DOMLIM in section 7.1.
• If you have access to another MINLP solver such as SBB, try to use a different solver on your model. To
select SBB use the following GAMS option statement: “OPTION MINLP=SBB;.”
• Individual NLP or MIP subproblems can be extracted from the MINLP by using the CONVERT solver. It will
write a model in scalar GAMS notation, which can then be solved using any GAMS NLP or MIP solver. E.g.
to generate the second NLP subproblem, you can use the following DICOPT option: “NLPSOLVER CONOPT
CONVERT.” The model will be written to the file GAMS.GMS. A disadvantage of this technique is that some
precision is lost due to the fact that files are being written in plain ASCII. The advantage is that you can
visually inspect these files and look for possible problems such as poor scaling.