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ODENWALD
Obsidian | Level 7

Hi:

 

For the first time in my life I used the new Blackbox Solver on a moderately non-linear problem.

I started  between  10  and  20  GAs.

In any attempt the result was  Failed  with numbers for  Infeasibility  which seemed rapidly  going in a kind of stalling.

Also I could not detect a result of the  say  10  global GAs whence I had expected to somehow "see"  different partial results from differing  global GAs as e.g.  a kind of  jumping in the values of  Infeasibilty.

I got not one single feasible solution.

It appeared that all the  GAs  searched in a false region of the search space.

 

Is there a way to throw out the  GAs  into a wider range of the search space ?

If you have some vague idea where a good solution could be how can I use that info as kind of starting values for some variables (which I teach since ages are very important in solving non-linear problems) ?

Is there a hidden option to the end to tell the solver please find me just a feasible solution ?

 

I was a bit disappointed when comparing  GAMS  with a  MINLP-solver  with  Blackbox.

 

Kind regards,

 

Odenwald.

2 REPLIES 2
StevenGardner
SAS Employee

There are some strategies that might help find feasible solutions in this case. It would be much easier to know which strategies might help if I could see your code and understand exactly what type of problem you're trying to solve. Is there any way you could share your code? 

 

In any case, the black-box solver should always attempt to find feasible solutions before trying to improve the objective value. It seems as if it was never able to find any feasible solutions in your case. But again, it's hard to really know what's going on without more specific information about your setup.

ODENWALD
Obsidian | Level 7

Hi Steven :

 

Unfortunately I cannot present the code publicly.

 

We are working on linearization , seems to work ; we get solutions that are worth being discussed, albeit very wide bounds.

We hope to get forward.

 

I ran the more or less toy examples that come with Blackbox. That worked.  I tried 3 real ones and in any case obtained "Failed" in all variants that I tried. I'm far from saying that my cases are the world but SAS publishing more advice on how to effectively use Blackbox  could be helpful.

Rob Pratt recently remarked that some kind of automatic linearization would be coming soon (soon is my formulation).

In the  1990s  SAS has written quite some procedures to attack or solve non-linear statistical problems that used an exact or approximate linearization to get  a.  feasible points   and/or   b.  good starting points  for non-linear iterations.

It would be great if that strategy could be implemented for  Blackbox, too.

 

Odenwald .

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