Saturday, May 31, 2008

GAMS/Mosek Bug

Mosek does not return the best integer solution found sofar when interrupted. Below we interrupted a MIP run, while integer solutions were found by the solver (the model was no longer intermediate integer infeasible).

**** SOLVER STATUS     8 USER INTERRUPT         
**** MODEL STATUS 14 NO SOLUTION RETURNED
**** OBJECTIVE VALUE 3885.0000

RESOURCE USAGE, LIMIT 6.618 3600.000
ITERATION COUNT, LIMIT 0 10000000

MOSEK Link May 1, 2008 22.7.1 WIN 3927.4700 VIS x86/MS Windows

M O S E K version 5.0.0.79 (Build date: Jan 29 2008 13:41:45)
Copyright (C) MOSEK ApS, Fruebjergvej 3, Box 16
DK-2100 Copenhagen, Denmark
http://www.mosek.com


No solution returned


I don't know if this is caused by a misbehavior of the link or by Mosek itself. Work around: when stopped on a RESLIM limit, GAMS/Mosek will report the best integer solution. Don't press the Interrupt button if you don't want to loose your solution.

Note also that the iteration count is reported as zero, which is another bug.