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Parameters for finding a single feasible solution of an MIP problem




  • Mario Ruthmair
    Gurobi Staff Gurobi Staff

    Hi Marcus,

    Your 2 parameter settings sound reasonable for quickly finding a feasible solution. SolutionLimit=1 actually changes some behavior in the solution process (apart from stopping after 1 solution has been found), so it makes sense to set it explicitly. You could also try the NoRel heuristic (parameter NoRelHeurTime), which is an optional heuristic that starts before the branch-and-bound phase. In a zero-objective model, it will stop as soon as it finds a feasible solution.

    Comparing those two parameters with similar ones in CPLEX is a bit difficult since the underlying solver behavior can be very different. Especially since MIPFocus and Emphasis are meta-parameters setting many other parameters under the hood.

    Best regards,

  • Marcus Garvie

    Thanks Mario.

    That is useful. I had thought that in Gurobi 'MIPFocus = 1' and 'SolutionLimit = 1' roughly corresponds to 'set emphasis mip 1' and 'set mip limits solutions 1' in CPLEX, respectively. But when I asked an expert in CPLEX (Paul Rubin) he told me that in CPLEX there is no point in settings the solutions limits to 1 if the mip emphasis was set to 1. So things are different in Gurobi and CPLEX (as you state).

    Can you suggest a sensible value for the NoRelHeurTime parameter that I might try?

    Thank you,


    PS I just tried setting NoRelHeurTime = 600 (in addition to the other parameters) and I got a dramatic reduction in solve time for one of my problems (23.68 mins down to 4.84 mins).

  • Mario Ruthmair
    Gurobi Staff Gurobi Staff

    A reasonable value for NoRelHeurTime is unfortunately not easy to guess, it depends heavily on your model. But this heuristic is usually quite good in finding a feasible solution. In the case you mentioned, NoRel did not use all the 10min you set, it stopped already after 4.84min since it found a feasible solution.
    Note that while NoRel runs, nothing else is happening, i.e., no branch-and-bound, no relaxation solve, etc.
    So, if it would not find a solution within 10min (NoRelHeurTime=600), then the usual branch-and-bound phase would start.


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