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TIMES-Macro-MLF infeasible baseline recuperation run
#1
Hi again,

I have been testing the new MLF method in a full sized model now, and am running into some infeasibility: *** Error at line 233331: rPower: FUNC DOMAIN: x**y, x < 0
The baseline run worked, but when attempting the baseline recuperation run it doesn't solve. (see files attached)

What I tested so far:
- I don't think it is due to some constraint that is not allowing the Macro demand variation, because I tested a version with all constraints turned off, and I still get the same infeasibility.
- I tested increasing or decreasing the base year GDP (as I think this parameter could influence the calibration of the production function and ultimately lead to the rPower error?) But this also doesn't seem to solve the infeasibility. I also think I defined the value correctly? (provided in the MACRO monetary unit, so the TIMES unit but scaled with the scale_cst?)



Does anyone have any idea what else could cause this infeasability?

Thanks in advance!


Attached Files
.zip   mlf_tests.zip (Size: 81.75 KB / Downloads: 1)
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#2
Yes, interestingly your MLF run shows that the calibration is not working at all: All the small calibration runs that are needed for the MLF run are shown as ending with the "Locally infeasible" status in your listing file. To clarify a bit that, when using MLF,  the MACRO calibration is done "on-the-fly", by using the Base prices for all the demands and the annual cost data from the Baseline run.  This has been working fine in my tests with some larger models as well, but apparently it is not succeeding with your model.

Once again, it is very hard to tell why that is happening, I am very sorry about that. Unfortunately, the MACRO calibration is indeed  a rather delicate process (both with MSA and MLF).  But make sure the com_bprice.GDX is, in fact, the correct GDX file produced from the Baseline run.  Note that under VEDA, you can link that GDX file into the run also under GDX references.
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#3
I see you are using IPOPT for solving the NLPs. Is that intended?
Could you try using CONOPT instead? The NLPs are so small that it should work even without having a license for CONOPT.
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#4
Still infeasible using CONOPT it seems to me.
This is the last part of the run_log:

--- Generating NLP model MCE
--- pc_10_0314-mlf-baserecup.RUN(233290) 488 Mb
--- LOOPS NITER = 1
--- MREG = BE
--- 87 rows 108 columns 240 non-zeroes
--- 316 nl-code 59 nl-non-zeroes
--- Range statistics (absolute non-zero finite values)
--- RHS [min, max] : [ 1.000E+00, 1.371E+03] - Zero values observed as well
--- Bound [min, max] : [ 3.202E-01, 1.491E+03] - Zero values observed as well
--- Matrix [min, max] : [ 5.734E-05, 1.043E+03] - Zero values observed as well
--- pc_10_0314-mlf-baserecup.RUN(233290) 485 Mb
--- Executing CONOPT (Solvelink=1): elapsed 0:00:12.328

CONOPT 4 46.2.0 ac4adda6 Mar 5, 2024 WEI x86 64bit/MS Window

--- *** This solver runs with a demo license. No commercial use.

*** Error Cannot open parameter file "D:\VEDA2\Gams_Wrk_TIMES_MACRO\conopt.opt"
*** Error Error code = 2; No such file or directory



C O N O P T version 4.33
Copyright © ARKI Consulting and Development A/S
Bagsvaerdvej 246 A
DK-2880 Bagsvaerd, Denmark

Will use up to 16 threads.


The user model has 87 constraints and 108 variables
with 240 Jacobian elements, 59 of which are nonlinear.
The Hessian of the Lagrangian has 59 elements on the diagonal,
20 elements below the diagonal, and 59 nonlinear variables.

Iter Phase Ninf Infeasibility RGmax NSB Step InItr MX OK
0 0 4.3211180878E+04 (Input point)

** An equation in the pre-triangular part of the model cannot
be solved because the infeasibility is positive after all
variables in the constraint have been moved to best bound.
Some bounds may have been derived from other constraints.


The pre-triangular part of the model has 22 constraints and 35 variables.
The post-triangular part of the model has 2 constraints and variables.

** Infeasible solution. The Preprocessor has determined that the model
is infeasible.

--- Reading solution for model MCE
--- Executing after solve: elapsed 0:00:12.460
--- pc_10_0314-mlf-baserecup.RUN(233240) 485 Mb
*** Error at line 233296: division by eps
--- pc_10_0314-mlf-baserecup.RUN(233240) 485 Mb 1 Error
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
--- pc_10_0314-mlf-baserecup.RUN(233319) 485 Mb
*** SOLVE not executed
*** Error at line 233326: division by eps
--- pc_10_0314-mlf-baserecup.RUN(233319) 485 Mb 2 Errors
*** Error at line 233333: division by eps
--- pc_10_0314-mlf-baserecup.RUN(233319) 485 Mb 3 Errors
*** Error at line 233341: division by zero (0)
--- pc_10_0314-mlf-baserecup.RUN(233319) 485 Mb 4 Errors
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
*** SOLVE not executed
--- pc_10_0314-mlf-baserecup.RUN(233462) 485 Mb
*** Error at line 233462: division by eps
--- pc_10_0314-mlf-baserecup.RUN(236161) 494 Mb 5 Errors
--- pc_10_0314-mlf-baserecup.RUN(236824) 494 Mb 5 Errors
*** Error at line 236824: Execution halted: abort$5 '*** ERRORS IN GAMS EXECUTION ***'
--- pc_10_0314-mlf-baserecup.RUN(236824) 494 Mb 6 Errors
--- Putfile END_GAMS D:\VEDA2\Gams_Wrk_TIMES_MACRO\END_GAMS
--- Putfile QLOG D:\VEDA2\Gams_Wrk_TIMES_MACRO\QA_CHECK.LOG
--- GDX File D:\VEDA2\Gams_Wrk_TIMES_MACRO\GAMSSAVE\pc_10_0314-mlf-baserecup.gdx
--- Profile Summary (2413 records processed)
2.360 0.469GB 215677 Assignment ACT_FLO (820080)
1.859 0.494GB 236824 GAMS Fini
0.907 0.086GB 212290 Loop
0.625 0.287GB 214937 Assignment RTPCS_VARF (3113631)
0.625 0.317GB 215501 Assignment COEF_AF (11308)
0.531 0.396GB 215506 Assignment COEF_AF (1448101)
0.469 0.055GB 207694 IF-ELSE
0.313 0.485GB 218978 Loop
0.313 0.055GB 205115 IF-ELSE
0.266 0.201GB 214542 Assignment UC_FLO (1320280)
--- pc_10_0314-mlf-baserecup.RUN(236824) 494 Mb 6 Errors
*** Status: Execution error(s)
--- Job pc_10_0314-mlf-baserecup.RUN Stop 07/08/25 17:12:34 elapsed 0:00:14.654
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#5
Ok, thanks anyway for trying it.  Blush
How about the MSA algorithm, does it work for you now?
I think you said earlier that you managed to get it working?
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#6
Out of curiosity, I tried MLF now with a UK TIMES test model instance that I happened to use for testing MLF also a few years ago, and I was happy to see it still working well (this test model is much larger than the MLF demo). Therefore, I am at least relieved that the issue you are seeing does not seem to be any side-effect related to the recent small improvements that have been implemented into MLF.

Concerning TM_GDP0, if your currency unit is in million EUR, TM_GDP0 should by default be in 1000 million EUR, which I think is the case, and so that should ok.
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