Thursday, May 15, 2008

A GAMS/Cplex bug

I was hit again by this long standing bug. In some cases GAMS/Cplex will terminate with

**** SOLVER STATUS 4 TERMINATED BY SOLVER
**** MODEL STATUS 14 NO SOLUTION RETURNED
**** OBJECTIVE VALUE 0.0000

but the log file nor the listing file will contain any hints about why Cplex stopped. It may be related to multiple threads being used and running out of memory, but this is just a guess. I suspect the link does not capture correctly the return code from the cplex library call. This can happen with many GAMS versions including 22.1 (march 2006), 22.2, 22.3, 22.4, 22.5, 22.6, and 22.7.