Cplex wish list

Express your most wanted features here: https://www.ibm.com/developerworks/rfe/. And look what other users want.

On top of my list: better feedback if something is wrong. For example infeasible or unbounded models: give a reasonable report. Also make sure to answer the question: "What to do next?",

Second: be smarter with memory. I prefer that the model runs with fewer threads when memory is or becomes tight. 

Update.

Here is a small example of a GAMS listing file with Cplex and with CONOPT of the same infeasible model. In most cases I woud prefer the second output. Note that I am not sure if these issues are pure Cplex or if the GAMS/Cplex link could be improved here.

Cplex

S O L V E      S U M M A R Y      MODEL   m                   OBJECTIVE  z      TYPE    QCP                 DIRECTION  MINIMIZE      SOLVER  CPLEX               FROM LINE  19 **** SOLVER STATUS     1 Normal Completion         **** MODEL STATUS      19 Infeasible - No Solution **** OBJECTIVE VALUE               NA RESOURCE USAGE, LIMIT         NA          1000.000 ITERATION COUNT, LIMIT        NA    2000000000 EVALUATION ERRORS             NA             0 IBM ILOG CPLEX   24.6.1 r55820 Released Jan 18, 2016 WEI x86 64bit/MS Windows Cplex 12.6.3.0 Space for names approximately 0.00 Mb Use option 'names no' to turn use of names off QP status(3): infeasible Cplex Time: 0.00sec (det. 0.00 ticks) No solution returned

Conopt

S O L V E      S U M M A R Y      MODEL   m                   OBJECTIVE  z      TYPE    QCP                 DIRECTION  MINIMIZE      SOLVER  CONOPT              FROM LINE  19 **** SOLVER STATUS     1 Normal Completion         **** MODEL STATUS      4 Infeasible                **** OBJECTIVE VALUE               39.0000 RESOURCE USAGE, LIMIT   0.0000E+0000      1000.000 ITERATION COUNT, LIMIT         5    2000000000 EVALUATION ERRORS              0             0 CONOPT 3         24.6.1 r55820 Released Jan 18, 2016 WEI x86 64bit/MS Windows         C O N O P T 3   version 3.17A     Copyright (C)   ARKI Consulting and Development A/S                     Bagsvaerdvej 246 A                     DK-2880 Bagsvaerd, Denmark         The model has 11 variables and 14 constraints     with 32 Jacobian elements, 5 of which are nonlinear.     The Hessian of the Lagrangian has 5 elements on the diagonal,     0 elements below the diagonal, and 5 nonlinear variables.                      Pre-triangular equations:   0                    Post-triangular equations:  1     ** Infeasible solution. There are no superbasic variables.     CONOPT time Total                            0.002 seconds    of which: Function evaluations             0.000 =  0.0%              1st Derivative evaluations       0.000 =  0.0%                              LOWER          LEVEL          UPPER         MARGINAL ---- EQU objective           .              .              .             EPS         ---- EQU e1            LOWER          LEVEL          UPPER         MARGINAL i1        -1.0000        -1.0000        -1.0000         1.0000      i2        -2.0000        -2.0000        -2.0000         EPS         i3        -3.0000        -4.0000        -3.0000         0.5000 INFES i4        -4.0000        -4.0000        -4.0000         EPS         i5        -5.0000        -5.0000        -5.0000         EPS         ---- EQU e2            LOWER          LEVEL          UPPER         MARGINAL i1        -INF           -1.0000        -1.0000        -0.5000      i2        -INF           -1.0000        -1.0000        -0.5000      i3        -INF           -1.0000        -1.0000          .          i4        -INF           -2.0000        -1.0000          .          ---- EQU e3            LOWER          LEVEL          UPPER         MARGINAL i1         1.0000          .            +INF            1.0000 INFES i2         1.0000        -1.0000        +INF            1.0000 INFES i3         1.0000         1.0000        +INF            1.5000      i4         1.0000         1.0000        +INF            1.5000      ---- VAR a            LOWER          LEVEL          UPPER         MARGINAL i1          .              .            +INF            1.5000      i2          .             1.0000        +INF             .          i3          .             2.0000        +INF             .          i4          .             3.0000        +INF             .          i5          .             5.0000        +INF             .          ---- VAR b            LOWER          LEVEL          UPPER         MARGINAL i1          .             1.0000        +INF             .          i2          .             1.0000        +INF             .          i3          .             2.0000        +INF             .          i4          .             1.0000        +INF             .          i5          .              .            +INF            1.5000                                 LOWER          LEVEL          UPPER         MARGINAL ---- VAR z                 -INF           39.0000        +INF             .          **** REPORT SUMMARY :        0     NONOPT                              3 INFEASIBLE (INFES)                     SUM          4.0000                     MAX          2.0000                     MEAN         1.3333                              0  UNBOUNDED                              0     ERRORS

 

When I use IIS on this I see no difference. (I believe IIS is only for LPs, but I don’t see a message to that effect. I would like to see some feedback about why this option did not work.).

Sometimes CONOPT can also provide a “trace” of the presolve which can be very helpful:

** An equation is inconsistent with other equations in the     pre-triangular part of the model.       Residual=           1.0000000     Tolerance (Rtnwtr)= 2.00000000E-08         The critical pre-triangular constraints and the variables they are     solved for in solution order:       Equation e1(i2) has been solved with respect to     variable a(i1). Value = 1     Equation e1(i1) has been solved with respect to the slack     After the last operation the residual is still -1   CONOPT time Total                            0.002 seconds    of which: Function evaluations             0.000 =  0.0%              1st Derivative evaluations       0.000 =  0.0%   **** ERRORS/WARNINGS IN EQUATION e1(i1)      1 error(s): Inconsistency in pre-triangular part of model.

With GAMS+Cplex there is also some confusion about messages only available in the listing file or the log. You really have to inspect both very carefully. I would prefer important messages to be in both.

In this case a reasonable Cplex message ended up in the log but not in the listing file:

Constraints 'e1(i2)' and 'e1(i1)' are inconsistent. 

For developers the handling of error messages is probably a boring detail, but my argument is that well-designed error messages and other feed feedback is very important. They are the only thing you have when things go wrong, and when there is already a state of confusion as things are not going the way they should go.