help with the log of a mixed-integer quadratically contrained problem

Answered

Alice Calamita

November 11, 2022 09:15

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Hello,
I am using Gurobi (version 9.5.1) to solve a mixed-integer quadratically constrained programming problem. I read from the documentation that Gurobi can solve this class of problems by applying interior point (IP) methods or outer approximation (OA) methods.

As I would like to understand if it uses IP or OA on my specific problem, my question is: how can I extract from the LOG file the info about the chosen method?

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  Jaromił Najman

  • Gurobi Staff

  November 11, 2022 13:35 Edited

  Hi Alice,

  Gurobi will use IP to solve your model if your model is convex and has no discrete variables.

  If you have to set the NonConvex parameter to 2 then Gurobi will most likely use an OA approach, i.e, it will construct a linear relaxation of the model, add outer approximation cuts and solve each node using the Simplex algorithm. This equals setting the parameter MIQCPMethod=1.

  It is also possible that Gurobi decides that it is better to solve each node as a continuous convex quadratic relaxation and will use IP or QP Simplex in each node. It is not possible to retrieve the information whether IP or QP Simplex has been used. This equals setting the parameter MIQCPMethod=0.

  If you don't set the parameter explicitly, it is not possible to see which approach is used. It is also possible that Gurobi dynamically adjusts the strategy during the optimization.

  Best regards, 
  Jaromił

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