knitro01.gms : KNITRO test suite - basic option reading test
Small Model of Type: GAMS
$TITLE 'KNITRO test suite - basic option reading test' (KNITRO01,SEQ=283)
$log GDXXRW test skipped for this platform
$exit
variable x, y, z;
equation f, g, h;
scalar a, xbar, ybar, zbar;
f.. exp(x) =E= a;
g.. cos(y) =E= sqrt(x) - 2;
h.. log(z) =E= y;
x.lo = 1e-6;
x.up = 20;
y.lo = 0;
y.up = pi/2;
z.lo = 1e-6;
model m / f, g, h /;
* this is not a tough model but it will take a few iterations
* to get a solution
a = 1000;
xbar = log(a);
* older CMEX versions lack arccos
* ybar = arccos(sqrt(xbar)-2);
ybar = arctan(sqrt(1-sqr(sqrt(xbar)-2))/(sqrt(xbar)-2));
zbar = exp(ybar);
display a, xbar, ybar, zbar;
$onecho > knitro.525
maxit 2
$offecho
$onecho > knitro.322
* crank down to get a precise solution
feastol 1e-8
opttol 1e-8
$offecho
option nlp = knitro;
* this one will fail
m.optfile = 525;
solve m using nlp min x;
abort$(m.solvestat <> %solvestat.TerminatedBySolver% or m.modelstat <> %modelstat.IntermediateInfeasible%) 'unexpected KNITRO behavior';
m.optfile = 322;
solve m using nlp min x;
abort$(m.solvestat <> %solvestat.NormalCompletion% or m.modelstat <> %modelstat.LocallyOptimal%) 'unexpected KNITRO behavior';
abort$(abs(xbar-x.l) > 1e-7) 'bad x.l at solution';
abort$(abs(ybar-y.l) > 1e-7) 'bad y.l at solution';
abort$(abs(zbar-z.l) > 1e-7) 'bad z.l at solution';
