Monday, December 14, 2009

GAMS/Mosek feedback

GAMS/Mosek seems to have some issues with a few (very non-critical) test problems: http://amsterdamoptimization.com/models/blog/mst.gms and http://amsterdamoptimization.com/models/blog/mst51.gms.

Some suggestions/observations:

  1. The listing file does not give a hint about why the run failed. I just see:

                   S O L V E      S U M M A R Y

         MODEL   m                   OBJECTIVE  z
         TYPE    RMIP                DIRECTION  MINIMIZE
         SOLVER  MOSEK               FROM LINE  134

    **** SOLVER STATUS     4 Terminated By Solver     
    **** MODEL STATUS      6 Intermediate Infeasible  
    **** OBJECTIVE VALUE                0.0000

    RESOURCE USAGE, LIMIT          5.053      1000.000
    ITERATION COUNT, LIMIT         0        100000

    MOSEK Link       Nov  1, 2009 23.3.2 WEX 13908.14598 WEI x86_64/MS Windows

    M O S E K       version 6.0.0.53 (Build date: 2009-11-11 07:16:11)
    Copyright (C)   MOSEK ApS, Fruebjergvej 3, Box 16
                     DK-2100 Copenhagen, Denmark
                    
    http://www.mosek.com

    It would be nice to see some error message about what happened.
  2. The last message on the screen is Return code - 1051 [MSK_RES_ERR_SPACE]. This message is not explained in the GAMS/Mosek documentation. I would prefer a message in readable English so I don't even have to check the manual. 
  3. I am guessing that the message has to do with running out of memory. However this is a 64 bit system and the models are not extremely large. So may be I stumbled on a bug here. I would guess that Mosek would normally be a top-contender on this kind of model.

PS. Later MOSEK versions solve these models ok (see comments).

PS 2: Unfortunately, I still see the same problems with:

               S O L V E      S U M M A R Y

     MODEL   m                   OBJECTIVE  z
     TYPE    RMIP                DIRECTION  MINIMIZE
     SOLVER  MOSEK               FROM LINE  133

**** SOLVER STATUS     4 Terminated By Solver     
**** MODEL STATUS      6 Intermediate Infeasible  
**** OBJECTIVE VALUE                0.0000

RESOURCE USAGE, LIMIT          5.272      1000.000
ITERATION COUNT, LIMIT         0        100000

MOSEK Link       Nov  1, 2009 23.3.3 WEX 14734.15043 WEI x86_64/MS Windows

M O S E K       version 6.0.0.55 (Build date: 2009-11-24 09:29:07)
Copyright (C)   MOSEK ApS, Fruebjergvej 3, Box 16
                 DK-2100 Copenhagen, Denmark
                
http://www.mosek.com