Curious behaviour in crossover
AnsweredHello, everyone
I just want to report what I think is an interesting observation about the crossover phase that I see for one of my models.
So, here is the thing. I'm repeatedly solving an LP problem that is fairly large, 243783 rows, 364181 columns and 1186418 nonzeros. Every time I solve this model, I only change some of its constraints' RHSs. I always use the barrier algorithm (Method = 2) and I set the BarConvTol parameter to 1e-20. One thing that always seems to happen is that, in the crossover phase, there are always about 7000 dual variables and 2000 primal variables being pushed. Given that this always happens regardless of the changes to the RHSs, I'm starting to wonder if there is something intrinsically wrong with my model because the number of dual and primal pushes are pretty much always the same. I wonder if there isn't a particular set of problematic constraints and variables in my model. And, if that is the case, if there is something that I can do to speed-up the crossover phase, as it takes considerable time to finish.
Do you guys have any ideas of what might be happening?
I'm pasting below 4 logs of this LP for 4 different scenarios of RHSs.
Thanks in advance!
Gurobi 10.0.0 (win64) logging started Sun Jun 11 20:34:52 2023
Set parameter LogFile to value "C:/Users/bruno/My Drive/Doutorado/newalg/output/SIN/case DS_ONS_012022_RV1D14/exp0//inner_benders_log_SP.txt"
Set parameter Method to value 2
Set parameter BarConvTol to value 1e-20
Set parameter TimeLimit to value 7200
Set parameter TimeLimit to value 9.9998301604843140e+05
Gurobi Optimizer version 10.0.0 build v10.0.0rc2 (win64)
CPU model: Intel(R) Core(TM) i7-8700 CPU @ 3.20GHz, instruction set [SSE2|AVX|AVX2]
Thread count: 6 physical cores, 12 logical processors, using up to 12 threads
Optimize a model with 243783 rows, 364181 columns and 1186418 nonzeros
Model fingerprint: 0xbf647fbe
Coefficient statistics:
Matrix range [8e-05, 1e+03]
Objective range [1e+00, 1e+03]
Bounds range [1e-02, 5e+04]
RHS range [3e-07, 6e+07]
Presolve removed 43728 rows and 103105 columns
Presolve time: 1.04s
Presolved: 200055 rows, 261076 columns, 801520 nonzeros
Ordering time: 1.28s
Barrier statistics:
AA' NZ : 1.066e+06
Factor NZ : 1.420e+07 (roughly 300 MB of memory)
Factor Ops : 1.069e+10 (less than 1 second per iteration)
Threads : 6
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 6.05413159e+12 -1.96661909e+12 4.35e+06 5.33e+02 4.53e+08 3s
1 2.83217597e+12 -1.69268854e+12 1.72e+06 1.72e+03 1.81e+08 3s
2 1.49515660e+12 -1.45719615e+12 7.39e+05 9.01e+02 8.21e+07 3s
3 7.28964945e+11 -1.06334096e+12 2.77e+05 2.04e+02 3.06e+07 4s
4 2.22700006e+11 -5.43125322e+11 4.94e+04 1.97e+01 6.20e+06 4s
5 5.60355546e+10 -2.11111278e+11 8.87e+03 8.91e-01 1.33e+06 4s
6 2.86317697e+10 -8.16190381e+10 4.37e+03 3.38e-10 5.68e+05 5s
7 9.63367043e+09 -4.42861927e+10 1.36e+03 1.45e-10 2.14e+05 5s
8 3.67378457e+09 -2.05568314e+10 4.97e+02 4.96e-11 8.36e+04 5s
9 1.59035430e+09 -7.46517969e+09 2.03e+02 4.37e-11 2.91e+04 5s
10 5.29494968e+08 -1.85746158e+09 6.21e+01 3.64e-11 6.91e+03 5s
11 1.92374088e+08 -5.98689632e+08 1.91e+01 2.18e-11 2.07e+03 6s
12 1.04269855e+08 -2.53798829e+08 9.48e+00 1.27e-11 8.94e+02 6s
13 5.09047369e+07 -1.74021849e+08 3.70e+00 9.78e-12 5.39e+02 6s
14 4.07304052e+07 -1.06395946e+08 2.76e+00 8.70e-12 3.49e+02 6s
15 2.08682616e+07 -5.51174440e+07 1.13e+00 6.42e-12 1.78e+02 7s
16 9.45106132e+06 -1.82401376e+07 4.83e-01 3.95e-12 6.44e+01 7s
17 3.54187382e+06 -1.22113900e+07 1.72e-01 3.42e-12 3.66e+01 7s
18 2.45648160e+06 -7.76634161e+06 1.18e-01 2.27e-12 2.37e+01 7s
19 1.28788503e+06 -3.45457979e+06 6.01e-02 1.40e-12 1.10e+01 7s
20 3.61815355e+05 -1.34489840e+06 1.45e-02 1.35e-12 3.96e+00 8s
21 2.17081602e+05 -7.52394713e+05 8.05e-03 1.08e-12 2.25e+00 8s
22 1.81450240e+05 -4.70495924e+05 6.52e-03 1.13e-12 1.51e+00 8s
23 1.37931626e+05 -3.51814031e+05 4.69e-03 9.24e-13 1.14e+00 8s
24 9.39735805e+04 -1.57973981e+05 2.88e-03 8.93e-13 5.85e-01 9s
25 7.48838249e+04 -9.18081689e+04 2.12e-03 1.07e-12 3.87e-01 9s
26 6.15857281e+04 -5.78660096e+04 1.61e-03 4.55e-13 2.77e-01 9s
27 4.87433641e+04 -3.63866859e+04 1.11e-03 1.38e-12 1.98e-01 9s
28 3.71553692e+04 -2.30213207e+04 6.77e-04 6.37e-13 1.40e-01 9s
29 3.16529785e+04 -1.08240920e+04 4.65e-04 1.32e-12 9.86e-02 10s
30 2.51132616e+04 1.66210032e+03 2.11e-04 1.24e-12 5.45e-02 10s
31 2.16096106e+04 8.45119991e+03 8.06e-05 1.03e-12 3.06e-02 10s
32 2.08371537e+04 1.48654031e+04 5.19e-05 1.14e-12 1.39e-02 10s
33 2.02438683e+04 1.66033270e+04 3.11e-05 8.31e-13 8.45e-03 11s
34 2.00430253e+04 1.77982044e+04 2.42e-05 1.09e-12 5.21e-03 11s
35 1.97678935e+04 1.84951415e+04 1.48e-05 1.33e-12 2.95e-03 11s
36 1.95616708e+04 1.88539584e+04 7.94e-06 1.28e-12 1.64e-03 12s
37 1.93805805e+04 1.91444525e+04 4.20e-06 6.80e-13 5.48e-04 12s
38 1.93508024e+04 1.92501083e+04 1.81e-05 6.41e-13 2.34e-04 13s
39 1.93344670e+04 1.92845187e+04 2.06e-04 2.64e-12 1.16e-04 13s
40 1.93266943e+04 1.93076445e+04 9.60e-05 8.67e-13 4.43e-05 13s
41 1.93230388e+04 1.93129398e+04 4.78e-05 9.73e-13 2.35e-05 13s
42 1.93215329e+04 1.93173506e+04 2.66e-05 3.01e-12 9.72e-06 14s
43 1.93201977e+04 1.93187403e+04 8.67e-06 5.06e-12 3.39e-06 14s
44 1.93196996e+04 1.93192380e+04 2.35e-06 6.29e-12 1.07e-06 15s
45 1.93195745e+04 1.93193998e+04 7.95e-07 3.66e-12 4.06e-07 15s
46 1.93195418e+04 1.93194631e+04 3.74e-07 5.61e-12 1.83e-07 15s
47 1.93195234e+04 1.93194889e+04 1.37e-07 4.95e-12 8.03e-08 16s
48 1.93195190e+04 1.93195046e+04 8.38e-08 5.40e-12 3.35e-08 16s
49 1.93195150e+04 1.93195088e+04 3.88e-08 6.49e-12 1.49e-08 17s
50 1.93195125e+04 1.93195104e+04 1.08e-08 3.64e-12 5.08e-09 17s
51 1.93195118e+04 1.93195112e+04 2.84e-09 9.13e-12 1.71e-09 17s
52 1.93195118e+04 1.93195116e+04 1.91e-09 1.87e-11 5.69e-10 17s
53 1.93195117e+04 1.93195117e+04 2.74e-09 2.73e-11 1.09e-10 18s
54 1.93195117e+04 1.93195117e+04 4.97e-10 1.09e-11 1.16e-11 18s
55 1.93195117e+04 1.93195117e+04 2.27e-10 5.46e-12 3.21e-13 18s
56 1.93195117e+04 1.93195117e+04 3.84e-11 5.46e-12 3.77e-16 18s
57 1.93195117e+04 1.93195117e+04 3.44e-11 3.64e-12 3.60e-17 19s
58 1.93195117e+04 1.93195117e+04 2.91e-11 5.46e-12 1.03e-17 19s
59 1.93195117e+04 1.93195117e+04 3.84e-11 3.64e-12 3.37e-18 19s
60 1.93195117e+04 1.93195117e+04 2.91e-11 3.64e-12 1.08e-18 19s
61 1.93195117e+04 1.93195117e+04 3.44e-11 3.64e-12 3.59e-19 19s
62 1.93195117e+04 1.93195117e+04 2.91e-11 3.64e-12 1.64e-19 20s
63 1.93195117e+04 1.93195117e+04 2.91e-11 3.64e-12 3.72e-20 20s
Barrier performed 63 iterations in 19.85 seconds (18.39 work units)
Sub-optimal termination - objective 1.93195117e+04
Crossover log...
28840 variables added to crossover basis 20s
7117 DPushes remaining with DInf 0.0000000e+00 21s
3470 DPushes remaining with DInf 0.0000000e+00 25s
1724 DPushes remaining with DInf 0.0000000e+00 31s
952 DPushes remaining with DInf 0.0000000e+00 36s
466 DPushes remaining with DInf 0.0000000e+00 40s
0 DPushes remaining with DInf 0.0000000e+00 44s
Warning: Markowitz tolerance tightened to 0.5
2474 PPushes remaining with PInf 4.5250793e-06 44s
1234 PPushes remaining with PInf 1.0967494e-05 46s
0 PPushes remaining with PInf 0.0000000e+00 48s
Push phase complete: Pinf 0.0000000e+00, Dinf 5.0477896e+04 48s
Iteration Objective Primal Inf. Dual Inf. Time
9407 1.9323171e+04 0.000000e+00 5.047790e+04 48s
9449 1.9319512e+04 0.000000e+00 2.532652e-04 51s
Extra simplex iterations after uncrush: 7
9456 1.9319512e+04 0.000000e+00 0.000000e+00 51s
Solved in 9456 iterations and 50.97 seconds (60.67 work units)
Optimal objective 1.931951172e+04
Set parameter TimeLimit to value 9.9991354679465294e+05
Gurobi Optimizer version 10.0.0 build v10.0.0rc2 (win64)
CPU model: Intel(R) Core(TM) i7-8700 CPU @ 3.20GHz, instruction set [SSE2|AVX|AVX2]
Thread count: 6 physical cores, 12 logical processors, using up to 12 threads
Optimize a model with 243783 rows, 364181 columns and 1186418 nonzeros
Coefficient statistics:
Matrix range [8e-05, 1e+03]
Objective range [1e+00, 1e+03]
Bounds range [1e-02, 5e+04]
RHS range [3e-07, 6e+07]
LP warm-start: discard basis
Presolve removed 43728 rows and 103105 columns
Presolve time: 1.05s
Presolved: 200055 rows, 261076 columns, 801520 nonzeros
Ordering time: 1.29s
Barrier statistics:
AA' NZ : 1.066e+06
Factor NZ : 1.420e+07 (roughly 300 MB of memory)
Factor Ops : 1.069e+10 (less than 1 second per iteration)
Threads : 6
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 6.05413146e+12 -1.96661908e+12 4.35e+06 5.33e+02 4.53e+08 3s
1 2.83217723e+12 -1.69268865e+12 1.72e+06 1.72e+03 1.81e+08 3s
2 1.49516297e+12 -1.45719650e+12 7.39e+05 9.01e+02 8.21e+07 4s
3 7.28990574e+11 -1.06334547e+12 2.77e+05 2.04e+02 3.06e+07 4s
4 2.22703517e+11 -5.43135054e+11 4.94e+04 1.97e+01 6.20e+06 4s
5 5.60367248e+10 -2.11112616e+11 8.87e+03 8.91e-01 1.33e+06 5s
6 2.86314487e+10 -8.16197515e+10 4.37e+03 2.58e-10 5.68e+05 5s
7 9.63537112e+09 -4.42879971e+10 1.36e+03 1.11e-10 2.14e+05 5s
8 3.67396645e+09 -2.05512373e+10 4.97e+02 3.90e-11 8.36e+04 5s
9 1.59022814e+09 -7.46310013e+09 2.03e+02 2.91e-11 2.91e+04 5s
10 5.29499422e+08 -1.85727951e+09 6.21e+01 5.82e-11 6.91e+03 6s
11 1.92401520e+08 -5.98628544e+08 1.91e+01 1.46e-11 2.07e+03 6s
12 1.04264710e+08 -2.53471910e+08 9.48e+00 1.09e-11 8.93e+02 6s
13 5.08690593e+07 -1.72809545e+08 3.70e+00 8.41e-12 5.36e+02 6s
14 4.07718292e+07 -1.06061024e+08 2.77e+00 8.65e-12 3.48e+02 6s
15 2.02958783e+07 -5.49358473e+07 1.09e+00 6.94e-12 1.76e+02 7s
16 9.10981416e+06 -1.84262028e+07 4.63e-01 4.92e-12 6.41e+01 7s
17 4.09610238e+06 -1.21212084e+07 2.03e-01 4.53e-12 3.77e+01 7s
18 2.74705787e+06 -7.68176465e+06 1.35e-01 2.34e-12 2.42e+01 7s
19 1.38859651e+06 -3.61817597e+06 6.49e-02 1.76e-12 1.16e+01 8s
20 6.09908919e+05 -1.33162135e+06 2.72e-02 8.06e-13 4.51e+00 8s
21 3.09814168e+05 -7.69652958e+05 1.31e-02 7.34e-13 2.51e+00 8s
22 2.46116872e+05 -5.00273737e+05 1.01e-02 7.54e-13 1.73e+00 8s
23 1.73822798e+05 -3.37545503e+05 6.88e-03 1.21e-12 1.19e+00 9s
24 9.62414840e+04 -1.88803871e+05 3.45e-03 1.07e-12 6.62e-01 9s
25 6.56072090e+04 -9.82829024e+04 2.13e-03 1.74e-12 3.81e-01 9s
26 4.97458103e+04 -5.15583229e+04 1.47e-03 8.76e-13 2.35e-01 9s
27 3.72639527e+04 -3.44019522e+04 9.56e-04 1.34e-12 1.66e-01 9s
28 2.59648004e+04 -1.38992885e+04 4.94e-04 8.36e-13 9.26e-02 10s
29 1.90420868e+04 -1.80516763e+03 2.07e-04 1.36e-12 4.84e-02 10s
30 1.65787525e+04 6.56174351e+03 1.08e-04 9.51e-13 2.33e-02 10s
31 1.53524139e+04 9.54380823e+03 6.06e-05 1.11e-12 1.35e-02 10s
32 1.46246312e+04 1.08857293e+04 3.27e-05 1.15e-12 8.68e-03 11s
33 1.43571465e+04 1.27783099e+04 2.28e-05 8.62e-13 3.67e-03 11s
34 1.40698444e+04 1.30250843e+04 1.22e-05 7.76e-13 2.43e-03 11s
35 1.39452569e+04 1.33905624e+04 8.00e-06 1.03e-12 1.29e-03 12s
36 1.38512315e+04 1.34438947e+04 4.62e-03 1.04e-12 9.45e-04 12s
37 1.37878761e+04 1.36497683e+04 2.12e-03 8.62e-13 3.20e-04 12s
38 1.37882772e+04 1.36497683e+04 3.48e-03 1.45e-12 3.20e-04 12s
39 1.37583488e+04 1.36697017e+04 1.14e-03 1.07e-12 2.05e-04 13s
40 1.37510410e+04 1.37032877e+04 8.60e-04 6.44e-12 1.11e-04 13s
41 1.37440504e+04 1.37171644e+04 7.59e-04 5.10e-12 6.23e-05 13s
42 1.37437880e+04 1.37220843e+04 1.01e-03 3.56e-11 5.03e-05 14s
43 1.37352480e+04 1.37273234e+04 6.19e-04 3.37e-11 1.77e-05 14s
44 1.37352734e+04 1.37274455e+04 1.40e-03 3.16e-11 1.73e-05 14s
45 1.37329457e+04 1.37288054e+04 4.97e-04 3.55e-11 7.28e-06 14s
46 1.37311049e+04 1.37295832e+04 1.77e-04 1.36e-11 2.80e-06 15s
47 1.37304642e+04 1.37300031e+04 5.57e-05 6.95e-11 8.42e-07 15s
48 1.37302306e+04 1.37300511e+04 1.26e-05 1.22e-10 3.66e-07 15s
49 1.37301722e+04 1.37301500e+04 2.45e-06 6.84e-11 4.38e-08 16s
50 1.37301640e+04 1.37301569e+04 1.10e-06 1.91e-11 1.46e-08 16s
51 1.37301619e+04 1.37301586e+04 8.21e-07 1.29e-11 6.99e-09 16s
52 1.37301615e+04 1.37301591e+04 1.26e-06 2.79e-11 5.39e-09 16s
53 1.37301602e+04 1.37301596e+04 7.63e-07 6.54e-11 2.69e-09 17s
54 1.37301600e+04 1.37301599e+04 1.16e-06 4.06e-11 1.60e-09 17s
55 1.37301596e+04 1.37301600e+04 7.57e-07 3.16e-11 5.47e-10 17s
56 1.37301596e+04 1.37301600e+04 1.14e-06 2.15e-11 5.16e-10 17s
57 1.37301595e+04 1.37301600e+04 1.16e-06 1.35e-11 2.90e-10 18s
58 1.37301594e+04 1.37301600e+04 2.03e-06 2.20e-11 1.25e-10 18s
59 1.37301594e+04 1.37301600e+04 1.75e-06 7.28e-12 1.43e-12 18s
60 1.37301594e+04 1.37301600e+04 2.32e-06 3.64e-12 8.00e-15 19s
61 1.37301594e+04 1.37301600e+04 1.19e-06 3.64e-12 1.74e-16 19s
62 1.37301594e+04 1.37301600e+04 1.26e-06 3.64e-12 2.65e-17 19s
63 1.37301594e+04 1.37301600e+04 1.25e-06 3.64e-12 7.26e-18 19s
64 1.37301594e+04 1.37301600e+04 1.06e-06 3.64e-12 2.98e-18 20s
65 1.37301594e+04 1.37301600e+04 1.12e-06 3.64e-12 5.57e-19 20s
66 1.37301594e+04 1.37301600e+04 1.09e-06 5.46e-12 1.09e-19 20s
Barrier performed 66 iterations in 20.26 seconds (18.90 work units)
Sub-optimal termination - objective 1.37301594e+04
Crossover log...
7116 DPushes remaining with DInf 0.0000000e+00 21s
3565 DPushes remaining with DInf 0.0000000e+00 26s
2100 DPushes remaining with DInf 0.0000000e+00 31s
1213 DPushes remaining with DInf 0.0000000e+00 36s
727 DPushes remaining with DInf 0.0000000e+00 40s
241 DPushes remaining with DInf 0.0000000e+00 45s
0 DPushes remaining with DInf 0.0000000e+00 47s
Warning: Markowitz tolerance tightened to 0.5
2479 PPushes remaining with PInf 8.6330790e-04 47s
119 PPushes remaining with PInf 0.0000000e+00 50s
0 PPushes remaining with PInf 0.0000000e+00 51s
Push phase complete: Pinf 0.0000000e+00, Dinf 6.3004686e+00 51s
Iteration Objective Primal Inf. Dual Inf. Time
9414 1.3730401e+04 0.000000e+00 6.300469e+00 51s
Extra simplex iterations after uncrush: 2
9426 1.3730160e+04 0.000000e+00 0.000000e+00 53s
Solved in 9426 iterations and 53.36 seconds (62.77 work units)
Optimal objective 1.373016001e+04
Set parameter TimeLimit to value 9.9982795418810844e+05
Gurobi Optimizer version 10.0.0 build v10.0.0rc2 (win64)
CPU model: Intel(R) Core(TM) i7-8700 CPU @ 3.20GHz, instruction set [SSE2|AVX|AVX2]
Thread count: 6 physical cores, 12 logical processors, using up to 12 threads
Optimize a model with 243783 rows, 364181 columns and 1186418 nonzeros
Coefficient statistics:
Matrix range [8e-05, 1e+03]
Objective range [1e+00, 1e+03]
Bounds range [1e-02, 5e+04]
RHS range [3e-07, 6e+07]
LP warm-start: discard basis
Presolve removed 43728 rows and 103105 columns
Presolve time: 1.02s
Presolved: 200055 rows, 261076 columns, 801520 nonzeros
Ordering time: 1.25s
Barrier statistics:
AA' NZ : 1.066e+06
Factor NZ : 1.420e+07 (roughly 300 MB of memory)
Factor Ops : 1.069e+10 (less than 1 second per iteration)
Threads : 6
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 6.05413170e+12 -1.96661886e+12 4.35e+06 5.33e+02 4.53e+08 3s
1 2.83217613e+12 -1.69268912e+12 1.72e+06 1.72e+03 1.81e+08 3s
2 1.49516298e+12 -1.45719702e+12 7.39e+05 9.01e+02 8.21e+07 3s
3 7.28964398e+11 -1.06334423e+12 2.77e+05 2.04e+02 3.06e+07 4s
4 2.22700800e+11 -5.43125816e+11 4.94e+04 1.97e+01 6.20e+06 4s
5 5.60358761e+10 -2.11111613e+11 8.87e+03 8.91e-01 1.33e+06 4s
6 2.86321035e+10 -8.16199486e+10 4.37e+03 3.27e-10 5.68e+05 5s
7 9.63416179e+09 -4.42869171e+10 1.36e+03 1.61e-10 2.14e+05 5s
8 3.67442081e+09 -2.05537339e+10 4.97e+02 5.58e-11 8.36e+04 5s
9 1.59073306e+09 -7.46401315e+09 2.03e+02 1.02e-10 2.91e+04 5s
10 5.30036827e+08 -1.85678739e+09 6.21e+01 7.28e-11 6.91e+03 5s
11 1.92778883e+08 -5.97877312e+08 1.91e+01 2.36e-11 2.07e+03 6s
12 1.18578953e+08 -2.29960795e+08 1.11e+01 1.27e-11 8.79e+02 6s
13 5.38516730e+07 -1.57531900e+08 4.23e+00 9.21e-12 5.10e+02 6s
14 4.37047575e+07 -9.52611081e+07 3.21e+00 1.12e-11 3.31e+02 6s
15 2.27802499e+07 -5.22027409e+07 1.40e+00 9.32e-12 1.76e+02 6s
16 1.06261405e+07 -1.52717070e+07 6.00e-01 6.70e-12 6.03e+01 7s
17 3.17466070e+06 -1.08771887e+07 1.74e-01 5.04e-12 3.27e+01 7s
18 1.65759590e+06 -5.32697016e+06 8.81e-02 2.52e-12 1.62e+01 7s
19 7.73586111e+05 -2.13007408e+06 3.80e-02 1.34e-12 6.74e+00 7s
20 3.11130995e+05 -7.39225961e+05 1.42e-02 1.11e-12 2.44e+00 8s
21 1.50328996e+05 -3.94961334e+05 6.41e-03 1.44e-12 1.27e+00 8s
22 1.07409450e+05 -2.64424757e+05 4.35e-03 1.15e-12 8.63e-01 8s
23 6.58156561e+04 -1.17214571e+05 2.40e-03 1.10e-12 4.25e-01 8s
24 3.46746038e+04 -4.70161764e+04 9.68e-04 1.47e-12 1.90e-01 8s
25 2.74187532e+04 -1.73276254e+04 6.57e-04 6.54e-13 1.04e-01 9s
26 2.20442678e+04 -1.17080225e+04 4.33e-04 1.11e-12 7.84e-02 9s
27 1.77600043e+04 1.58263338e+03 2.55e-04 8.33e-13 3.76e-02 9s
28 1.38758130e+04 6.34486083e+03 9.87e-05 1.06e-12 1.75e-02 9s
29 1.30038189e+04 8.76279134e+03 6.46e-05 4.55e-13 9.85e-03 10s
30 1.26271327e+04 9.87442397e+03 3.23e-03 6.06e-13 6.39e-03 10s
31 1.22159531e+04 1.02608629e+04 2.30e-03 1.03e-12 4.54e-03 10s
32 1.18932470e+04 1.07780558e+04 1.47e-03 5.08e-13 2.59e-03 11s
33 1.16251918e+04 1.10243058e+04 8.74e-04 1.06e-12 1.39e-03 11s
34 1.14492371e+04 1.12052547e+04 6.42e-04 8.94e-13 5.66e-04 12s
35 1.14106332e+04 1.12274951e+04 2.15e-03 2.95e-12 4.25e-04 12s
36 1.13953463e+04 1.12633023e+04 2.27e-03 3.27e-11 3.06e-04 12s
37 1.13768051e+04 1.12847676e+04 1.71e-03 1.96e-11 2.13e-04 13s
38 1.13510436e+04 1.12974260e+04 8.59e-04 1.15e-11 1.24e-04 13s
39 1.13365559e+04 1.13125487e+04 9.22e-04 5.87e-11 5.64e-05 13s
40 1.13326114e+04 1.13159610e+04 1.23e-03 5.24e-11 3.89e-05 13s
41 1.13290390e+04 1.13177261e+04 8.32e-04 3.42e-11 2.62e-05 14s
42 1.13228190e+04 1.13185241e+04 5.56e-04 3.81e-11 9.73e-06 14s
43 1.13215377e+04 1.13191726e+04 9.06e-04 3.71e-11 5.18e-06 14s
44 1.13204327e+04 1.13196069e+04 5.13e-04 2.47e-11 1.54e-06 14s
45 1.13201231e+04 1.13197448e+04 1.04e-03 5.77e-11 4.38e-07 15s
46 1.13200472e+04 1.13197594e+04 8.43e-04 2.65e-11 2.14e-07 15s
47 1.13200079e+04 1.13197713e+04 3.33e-04 1.25e-11 9.44e-08 15s
48 1.13200014e+04 1.13197708e+04 3.97e-04 7.54e-12 7.27e-08 15s
49 1.13199865e+04 1.13197722e+04 3.59e-04 1.65e-11 3.36e-08 16s
50 1.13199825e+04 1.13197875e+04 5.70e-04 2.37e-11 1.23e-08 16s
51 1.13199808e+04 1.13197988e+04 5.70e-04 7.90e-12 6.72e-09 16s
52 1.13199756e+04 1.13197999e+04 4.57e-04 3.53e-11 7.91e-10 16s
53 1.13199771e+04 1.13197952e+04 6.69e-04 2.60e-11 2.87e-10 17s
54 1.13199745e+04 1.13197998e+04 9.40e-04 1.22e-11 1.38e-10 17s
55 1.13199745e+04 1.13197988e+04 4.44e-04 6.50e-12 1.61e-13 17s
56 1.13199773e+04 1.13197996e+04 6.17e-04 3.64e-12 3.43e-14 17s
57 1.13199754e+04 1.13197989e+04 1.86e-04 3.64e-12 1.03e-16 18s
58 1.13199753e+04 1.13197982e+04 3.16e-04 5.46e-12 9.90e-19 18s
59 1.13199753e+04 1.13197977e+04 1.64e-04 3.64e-12 3.29e-19 18s
60 1.13199753e+04 1.13197973e+04 2.74e-04 7.28e-12 8.48e-20 18s
61 1.13199753e+04 1.13197963e+04 2.93e-04 3.64e-12 2.13e-20 19s
62 1.13199753e+04 1.13197956e+04 2.12e-04 3.64e-12 3.26e-21 19s
Barrier performed 62 iterations in 19.01 seconds (17.69 work units)
Sub-optimal termination - objective 1.13199753e+04
Crossover log...
7395 DPushes remaining with DInf 0.0000000e+00 20s
4310 DPushes remaining with DInf 0.0000000e+00 23s
3288 DPushes remaining with DInf 0.0000000e+00 26s
1908 DPushes remaining with DInf 0.0000000e+00 31s
1085 DPushes remaining with DInf 0.0000000e+00 36s
355 DPushes remaining with DInf 0.0000000e+00 42s
0 DPushes remaining with DInf 0.0000000e+00 46s
Warning: Markowitz tolerance tightened to 0.5
2286 PPushes remaining with PInf 2.5628194e+04 46s
0 PPushes remaining with PInf 2.2646250e+04 49s
Push phase complete: Pinf 2.2646250e+04, Dinf 1.4740102e+05 49s
Iteration Objective Primal Inf. Dual Inf. Time
9509 1.1382571e+04 0.000000e+00 1.474010e+05 49s
9683 1.1316385e+04 6.985990e+02 1.011672e+18 52s
10062 1.1320238e+04 0.000000e+00 8.422177e+03 56s
10400 1.1319894e+04 0.000000e+00 0.000000e+00 61s
Extra simplex iterations after uncrush: 7
10409 1.1319889e+04 0.000000e+00 0.000000e+00 64s
Solved in 10409 iterations and 63.94 seconds (90.12 work units)
Optimal objective 1.131988859e+04
Set parameter TimeLimit to value 9.9972352530956268e+05
Gurobi Optimizer version 10.0.0 build v10.0.0rc2 (win64)
CPU model: Intel(R) Core(TM) i7-8700 CPU @ 3.20GHz, instruction set [SSE2|AVX|AVX2]
Thread count: 6 physical cores, 12 logical processors, using up to 12 threads
Optimize a model with 243783 rows, 364181 columns and 1186418 nonzeros
Coefficient statistics:
Matrix range [8e-05, 1e+03]
Objective range [1e+00, 1e+03]
Bounds range [1e-02, 5e+04]
RHS range [3e-07, 6e+07]
LP warm-start: discard basis
Presolve removed 43728 rows and 103105 columns
Presolve time: 1.09s
Presolved: 200055 rows, 261076 columns, 801520 nonzeros
Ordering time: 1.23s
Barrier statistics:
AA' NZ : 1.066e+06
Factor NZ : 1.420e+07 (roughly 300 MB of memory)
Factor Ops : 1.069e+10 (less than 1 second per iteration)
Threads : 6
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 6.05413181e+12 -1.96661889e+12 4.35e+06 5.33e+02 4.53e+08 3s
1 2.83217685e+12 -1.69268884e+12 1.72e+06 1.72e+03 1.81e+08 3s
2 1.49516069e+12 -1.45719670e+12 7.39e+05 9.01e+02 8.21e+07 3s
3 7.28968099e+11 -1.06334379e+12 2.77e+05 2.04e+02 3.06e+07 4s
4 2.22700705e+11 -5.43126252e+11 4.94e+04 1.97e+01 6.20e+06 4s
5 5.60359497e+10 -2.11112307e+11 8.87e+03 8.91e-01 1.33e+06 5s
6 2.86319428e+10 -8.16243682e+10 4.37e+03 3.51e-10 5.68e+05 5s
7 9.63592911e+09 -4.42909205e+10 1.36e+03 1.35e-10 2.14e+05 5s
8 3.67435427e+09 -2.05496130e+10 4.97e+02 5.05e-11 8.36e+04 5s
9 1.59052197e+09 -7.46344049e+09 2.03e+02 2.08e-11 2.91e+04 5s
10 5.29820551e+08 -1.85700333e+09 6.21e+01 1.50e-11 6.91e+03 5s
11 1.92516646e+08 -5.98100249e+08 1.91e+01 2.91e-11 2.07e+03 6s
12 1.11717804e+08 -2.41965868e+08 1.03e+01 1.27e-11 8.88e+02 6s
13 5.11480229e+07 -1.64920292e+08 3.86e+00 1.23e-11 5.19e+02 6s
14 4.15432418e+07 -1.01244275e+08 2.92e+00 1.09e-11 3.39e+02 6s
15 2.40406765e+07 -4.40083146e+07 1.45e+00 8.22e-12 1.60e+02 7s
16 9.08463715e+06 -1.63006201e+07 4.55e-01 4.79e-12 5.91e+01 7s
17 2.93522543e+06 -9.77164449e+06 1.36e-01 4.79e-12 2.95e+01 7s
18 2.03513420e+06 -5.84603042e+06 9.32e-02 2.14e-12 1.83e+01 7s
19 8.97479409e+05 -3.05655478e+06 3.80e-02 1.40e-12 9.18e+00 7s
20 3.59767496e+05 -8.97943004e+05 1.39e-02 6.84e-13 2.92e+00 8s
21 2.01717770e+05 -5.35086246e+05 7.32e-03 1.03e-12 1.71e+00 8s
22 1.48970516e+05 -3.50240659e+05 5.15e-03 1.04e-12 1.16e+00 8s
23 7.88749481e+04 -1.95705837e+05 2.34e-03 1.20e-12 6.38e-01 8s
24 5.62389748e+04 -9.07617057e+04 1.46e-03 9.63e-13 3.41e-01 9s
25 3.95813928e+04 -3.94226555e+04 8.42e-04 9.93e-13 1.83e-01 9s
26 3.15618518e+04 -2.21680258e+04 5.56e-04 1.14e-12 1.25e-01 9s
27 2.62550669e+04 -2.63431791e+03 3.69e-04 9.18e-13 6.71e-02 9s
28 2.25749481e+04 3.38628683e+03 2.42e-04 9.85e-13 4.45e-02 9s
29 1.90156015e+04 8.93158839e+03 1.20e-04 7.40e-13 2.34e-02 10s
30 1.78531514e+04 1.08433343e+04 8.01e-05 9.35e-13 1.63e-02 10s
31 1.65204548e+04 1.26160933e+04 4.76e-05 8.01e-13 9.06e-03 10s
32 1.61342813e+04 1.40841812e+04 5.10e-04 9.07e-13 4.76e-03 11s
33 1.59132101e+04 1.46820820e+04 3.39e-04 1.02e-12 2.86e-03 11s
34 1.57069548e+04 1.50288696e+04 1.95e-04 9.90e-13 1.57e-03 12s
35 1.55458113e+04 1.52068090e+04 6.66e-04 3.17e-12 7.86e-04 12s
36 1.55146523e+04 1.52355480e+04 1.14e-03 3.70e-12 6.48e-04 12s
37 1.54637450e+04 1.53301106e+04 5.01e-04 1.72e-12 3.10e-04 13s
38 1.54427902e+04 1.53837630e+04 2.41e-04 7.81e-13 1.37e-04 13s
39 1.54322324e+04 1.54088202e+04 2.85e-04 3.78e-12 5.42e-05 13s
40 1.54251165e+04 1.54180582e+04 4.03e-04 9.55e-12 1.63e-05 14s
41 1.54241086e+04 1.54220755e+04 1.51e-04 2.68e-11 4.06e-06 14s
42 1.54235524e+04 1.54229900e+04 1.45e-04 5.34e-11 1.01e-06 14s
43 1.54235159e+04 1.54232948e+04 1.18e-04 2.34e-10 2.49e-07 14s
44 1.54234910e+04 1.54233225e+04 2.80e-04 3.32e-10 1.42e-07 15s
45 1.54234745e+04 1.54233343e+04 2.68e-04 1.82e-10 8.27e-08 15s
46 1.54235160e+04 1.54233343e+04 4.82e-04 1.82e-10 7.21e-08 15s
47 1.54234638e+04 1.54233428e+04 3.34e-04 2.12e-10 3.84e-08 15s
48 1.54234614e+04 1.54233488e+04 3.27e-04 1.92e-10 3.09e-08 16s
49 1.54234490e+04 1.54233502e+04 2.69e-04 1.95e-10 9.37e-09 16s
50 1.54234451e+04 1.54233494e+04 2.18e-04 1.02e-10 3.06e-09 16s
51 1.54234448e+04 1.54233533e+04 4.93e-04 5.26e-11 2.39e-09 16s
52 1.54234440e+04 1.54233550e+04 4.85e-04 5.16e-11 1.63e-09 17s
53 1.54234435e+04 1.54233548e+04 2.27e-04 3.83e-11 6.95e-10 17s
54 1.54234434e+04 1.54233546e+04 1.56e-04 5.57e-11 3.51e-10 17s
55 1.54234434e+04 1.54233541e+04 1.76e-04 8.81e-11 1.97e-11 17s
56 1.54234426e+04 1.54233533e+04 2.01e-04 1.13e-11 6.60e-12 18s
57 1.54234420e+04 1.54233517e+04 2.56e-04 5.46e-12 1.16e-11 18s
58 1.54234430e+04 1.54233516e+04 1.58e-04 6.41e-12 2.39e-14 18s
59 1.54234431e+04 1.54233514e+04 1.28e-04 3.64e-12 5.47e-16 19s
60 1.54234432e+04 1.54233512e+04 1.49e-04 3.64e-12 8.88e-18 19s
61 1.54234430e+04 1.54233509e+04 1.38e-04 3.64e-12 3.00e-18 19s
62 1.54234431e+04 1.54233509e+04 1.29e-04 3.64e-12 1.41e-18 19s
63 1.54234431e+04 1.54233508e+04 1.29e-04 1.82e-12 6.00e-19 20s
Barrier performed 63 iterations in 19.72 seconds (18.02 work units)
Sub-optimal termination - objective 1.54234431e+04
Crossover log...
187960 variables added to crossover basis 20s
7221 DPushes remaining with DInf 0.0000000e+00 21s
3397 DPushes remaining with DInf 0.0000000e+00 25s
1823 DPushes remaining with DInf 0.0000000e+00 30s
1005 DPushes remaining with DInf 0.0000000e+00 36s
273 DPushes remaining with DInf 0.0000000e+00 42s
0 DPushes remaining with DInf 0.0000000e+00 45s
Warning: Markowitz tolerance tightened to 0.5
2412 PPushes remaining with PInf 2.9082071e-03 45s
0 PPushes remaining with PInf 0.0000000e+00 50s
Push phase complete: Pinf 0.0000000e+00, Dinf 7.4725562e-01 50s
Iteration Objective Primal Inf. Dual Inf. Time
9472 1.5423368e+04 0.000000e+00 7.472556e-01 50s
Extra simplex iterations after uncrush: 5
9483 1.5423357e+04 0.000000e+00 0.000000e+00 53s
Solved in 9483 iterations and 52.92 seconds (61.27 work units)
Optimal objective 1.542335693e+04
-
Hi,
There are some hints of possible numerical issues, but other than that, I see no obvious issues in your logs.
The matrix range is a little bigger than recommended (and it might get worse during presolve; we don't see that in the logs). Also, some of the RHSs are pretty big. We recommend a range of matrix coefficients of at most seven orders of magnitude (for your model, it is a bit bigger) and maximal objective, bound, and RHS value of at most 1e4 (here, we care about the maximal value not the range).
Matrix range [8e-05, 1e+03]
Objective range [1e+00, 1e+03]
Bounds range [1e-02, 5e+04]
RHS range [3e-07, 6e+07]There are also warnings about "Sub-optimal termination", but those may be caused by your extremely tight BarConvTol. What happens when you set this to the default or 1e-9 instead?
Finally, there are warnings about the Markowitz tolerance being tightened. Those may also indicate some sort of numerical issue (but this need not be the case).
To summarize, to me this is all looking okay. Is there anything else about the solution that concerns you?
Silke
1 -
Hey, Silke
There are also warnings about "Sub-optimal termination", but those may be caused by your extremely tight BarConvTol. What happens when you set this to the default or 1e-9 instead?
A: I chose this tight tolerance exactly to reduce the time spent on the crossover. It works well on average.
To summarize, to me this is all looking okay. Is there anything else about the solution that concerns you?
Not really.
I'll try to keep improving the numerics of the model then. The large RHss that you see in the log are really just from a handful of constraints. (The 1e+07 RHS is really from a single constraint, all other RHSs are pretty okay.)
Thanks for taking the time, SilkeBruno
0
Please sign in to leave a comment.
Comments
2 comments