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multiple scenario model running time

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3 comments

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    My question is: why var.Start makes it much slower and are there ways to improve its speed?

    When using MIPstarts instead of hints, a different heuristic is used. This different heuristic can lead to a different feasible point which ultimately can change the whole optimization process. In this case, using a MIPStart instead of a hint changes the optimization path in a way which overall takes longer.

    You could try experimenting with the most important parameters for MIPs and try to find settings which improve the overall performance.

    Best regards, 
    Jaromił

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  • Xinshuo Yang
    Curious
    First Comment

    What also confused is that solving the base model (use the MIPstarts but not make it a multiple-scenario model) took about 0.2 seconds while in the multiple-scenario model solving one scenario could take more than 5 seconds. Do you have any thoughts on that?

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Do you have any thoughts on that?

    A specific scenario can sometimes be harder than the base model. Moreover, Gurobi splits its resources among multiple scenarios meaning that it cannot focus all Threads on one scenario which can also lead to particular scenarios running slower than base.

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