求解混合互补模型时出错

Question

直接使用PATH求解器，无法解决下面的问题。最初的问题来自 https://prod.sandia.gov/techlib-noauth/access-control.cgi/2015/155584.pdf ，似乎声称问题已解决。使用非线性结构可以求解。

很难判断这是 pyomo 还是 PATH 中的版本控制问题。我是运行 pyomo 5.5.x 和来自 http://pages.cs.wisc.edu/~ferris/path.html

的 pathampl

from pyomo.environ import *
from pyomo.mpec import *
model = ConcreteModel()
model.x1 = Var()
model.x2 = Var()
model.x3 = Var()
model.f1 = Complementarity(expr=complements(model.x1 >= 0,model.x1 + 2*model.x2 + 3*model.x3 >= 1))
model.f2 = Complementarity(expr=complements(model.x2 >= 0,model.x2 - model.x3 >= -1))

model.f3 = Complementarity(expr=complements(model.x3 >= 0,model.x1 + model.x2 >= -1))

from pyomo.opt import SolverFactory

opt = SolverFactory("pathampl")

results = opt.solve(model, load_solutions=True, tee=True)
#sends results to stdout
results.write()

对应的错误信息：

 *** EXIT - infeasible.

Major Iterations. . . . 0
Minor Iterations. . . . 0
Restarts. . . . . . . . 0
Crash Iterations. . . . 0
Gradient Steps. . . . . 0
Function Evaluations. . 0
Gradient Evaluations. . 0
Basis Time. . . . . . . 0.000000
Total Time. . . . . . . 0.000000
Residual. . . . . . . . inf
WARNING: Loading a SolverResults object with a warning status into
    model=unknown;
        message from solver=Path 4.7.01\x3a Infeasible.; 0 iterations (0 for
        crash); 0 pivots.; 0 function, 0 gradient evaluations.
# ==========================================================
# = Solver Results                                         =
# ==========================================================
# ----------------------------------------------------------
#   Problem Information
# ----------------------------------------------------------
Problem: 
- Lower bound: -inf
  Upper bound: inf
  Number of objectives: 1
  Number of constraints: 0
  Number of variables: 6
  Sense: unknown
# ----------------------------------------------------------
#   Solver Information
# ----------------------------------------------------------
Solver: 
- Status: warning
  Message: Path 4.7.01\x3a Infeasible.; 0 iterations (0 for crash); 0 pivots.; 0 function, 0 gradient evaluations.
  Termination condition: infeasible
  Id: 201
  Error rc: 0
  Time: 0.37000012397766113
# ----------------------------------------------------------
#   Solution Information
# ----------------------------------------------------------
Solution: 
- number of solutions: 0
  number of solutions displayed: 0

Displaying Solution

Answer 1

在没有人写出更好的答案的情况下，您可以尝试使用 SolverFactory('mpec_nlp').solve(model) 看看会发生什么。

如果您喜欢阅读 *.nl 文件，您还可以 model.write('tmp.nl') 查看通过 AMPL 接口生成的内容。

Answer 2

根据上面 Bethany Nicholson 的 post，使用 PATH 4.7.04 将解决问题。由于某种原因 4.7.01 returns 一个错误。

Qi Chen 的回复会解决问题，但是没有使用PATH

求解混合互补模型时出错

Error when solving mixed complementarity model

python-3.x

pyomo