Making MIP converge faster

Answered

Krypt

• January 23, 2023 06:08

Hello,

I am trying to solve a MIP in Gurobi, but it is taking a long time (see screenshot).

I know the exact optimal solution is 31827.39074. As you see, the solution is very close to the exact optimal. I want to terminate at this stage but Gurobi is still running even after 30000 seconds and all it has done is reduce the objective by a very small amount.

My question is how do I terminate early when a quality solution is received. I wanted to play around with the MIPGap parameter, but nothing has changed and I am not sure what exactly MIPGap means in Gurobi and what are the practical implications of it.

Any help is much appreciated.

Related to

• Performance

1

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  Jonasz Staszek

  Community Moderator

  • January 23, 2023 07:33

  

  

  

  Hi Tanvir,

  recently Matthias wrote a great note about the MIP Gap. It should be able to clarify most of your questions.

  Best regards
  Jonasz

  0
• 

  Krypt

  • January 23, 2023 16:41

  

  

  

  This helps indeed. However, I am still wondering if there is any way to terminate early, especially in cases where I know that the current optimal objective is good enough for me. I tried increasing the MIPGap for early termination, but it does not work. For example, in the above screenshot, I see that 44.5% gap gives me a good enough solution. So I tried MIPGap = 50% so that it terminates early. But it then gets stuck at 58% for a long time probably because the solver takes a different path according to the article you mentioned.

  Is there anything I can do to terminate early?

  0
• 

  Jonasz Staszek

  Community Moderator

  • January 24, 2023 07:00

  

  

  

  Hi Tanvir,

  maybe changing MIPFocus to 1 could help?

  Best regards
  Jonasz

  0
• 

  Krypt

  • January 24, 2023 07:33

  

  

  

  Thank you Jonasz, I will try it.

  0

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