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Incorrect solution of a conic QCP

Awaiting user input



  • Silke Horn
    Gurobi Staff Gurobi Staff


    I cannot reproduce this so far. Could you post a complete log? Are you using any non-default parameter settings?


  • Gleb Belov
    First Question
    First Comment


    here is the log and solution file when run on M1 with default settings from LP file:

    $gurobi_cl ResultFile=socp_09.sol socp_09.lp 

    Set parameter Username

    Set parameter LogFile to value "gurobi.log"

    Academic license - for non-commercial use only - expires 2024-01-06

    Using license file /Users/bg307/gurobi.lic

    Gurobi Optimizer version 10.0.2 build v10.0.2rc0 (mac64[arm])

    Copyright (c) 2023, Gurobi Optimization, LLC

    Read LP format model from file socp_09.lp

    Reading time = 0.00 seconds

    : 0 rows, 2 columns, 0 nonzeros

    CPU model: Apple M1 Pro

    Thread count: 8 physical cores, 8 logical processors, using up to 8 threads

    Optimize a model with 0 rows, 2 columns and 0 nonzeros

    Model fingerprint: 0x14e9b579

    Model has 1 quadratic constraint

    Coefficient statistics:

      Matrix range     [0e+00, 0e+00]

      QMatrix range    [1e+00, 1e+00]

      Objective range  [4e-01, 5e+06]

      Bounds range     [0e+00, 0e+00]

      RHS range        [0e+00, 0e+00]

      QRHS range       [1e+00, 1e+00]

    Presolve time: 0.00s

    Presolved: 3 rows, 5 columns, 7 nonzeros

    Presolved model has 1 second-order cone constraint

    Ordering time: 0.00s

    Barrier statistics:

    AA' NZ     : 3.000e+00

    Factor NZ  : 6.000e+00

    Factor Ops : 1.400e+01 (less than 1 second per iteration)

    Threads    : 1

                      Objective                Residual

    Iter       Primal          Dual         Primal    Dual     Compl     Time

       0   2.24972646e+07  0.00000000e+00  2.04e+00 7.57e+04  3.82e+06     0s

       1   1.35934623e+06  3.49014663e+05  4.73e-02 4.66e+04  2.01e+05     0s

       2   5.54359788e+05  4.73152089e+05  5.21e-08 3.12e+04  5.96e+04     0s

       3   5.09022687e+05  1.43919195e+05  1.77e-12 2.27e+03  7.88e+04     0s

       4   5.67724773e+04  3.34171094e+04  8.81e-13 4.55e+02  1.00e+04     0s

       5   3.10166010e+04  3.83782321e+04  2.31e-09 1.61e+02  1.62e+03     0s

       6   2.00097928e+04  2.78064479e+04  1.85e-09 7.67e+01  6.01e+02     0s

       7   1.55891507e+04  2.14983360e+04  7.45e-09 4.40e+01  4.11e+02     0s

       8   1.22909382e+04  1.76224137e+04  1.34e-08 2.96e+01  2.98e+02     0s

       9   1.07575734e+04  1.49199117e+04  1.07e-07 2.24e+01  3.64e+02     0s

      10   9.06579188e+03  1.08815350e+04  4.53e-07 1.36e+01  7.14e+02     0s

      11   4.43182866e+03  6.30544512e+03  4.36e-07 3.68e+00  1.92e+02     0s

      12   3.38529420e+03  4.57435023e+03  8.80e-06 1.29e+00  2.67e+01     0s

      13   3.25035365e+03  3.92708258e+03  3.22e-05 7.39e-01  1.58e+01     0s

      14   3.02760435e+03  3.09791519e+03  1.54e-05 1.99e-01  2.68e+01     0s

      15   2.79219996e+03  2.43202351e+03  1.49e-06 5.16e-01  7.11e+01     0s

      16   1.17428611e+03  2.72118979e+03  3.21e-04 6.79e-02  8.09e+00     0s

      17   1.84092937e+03  2.21974423e+03  1.81e-04 4.03e-02  4.41e+01     0s

      18   1.13569150e+03  2.22998944e+03  3.31e-04 6.26e-03  5.19e-01     0s

      19   1.11603865e+03  2.23019322e+03  3.36e-04 2.26e-02  4.68e-03     0s

      20   1.11551530e+03  2.23031637e+03  6.88e-02 4.40e+01  5.00e-05     0s

      21   1.11551070e+03  2.23031637e+03  1.41e-01 7.37e+01  4.94e-05     0s

      22   1.11550088e+03  2.23031637e+03  2.33e-01 1.53e+02  4.83e-05     0s

      23   1.11534095e+03  2.23031637e+03  1.23e-01 3.16e+02  3.76e-05     0s

      24   1.11516642e+03  2.23031641e+03  5.28e-04 1.52e+02  1.89e-06     0s

      25   1.11516642e+03  2.23031641e+03  9.49e-04 1.19e+01  1.89e-06     0s

      26   1.11516618e+03  2.23031641e+03  1.76e-03 9.41e-01  1.91e-06     0s

      27   1.11516618e+03  2.23031641e+03  3.53e-03 8.26e+00  1.91e-06     0s

      28   1.11516617e+03  2.23031641e+03  4.45e-04 1.72e+01  1.91e-06     0s

      29   1.11516617e+03  2.23031641e+03  7.94e-04 3.57e+01  1.91e-06     0s

      30   1.11516617e+03  2.23031641e+03  1.50e-03 7.41e+01  1.91e-06     0s

      31   1.11516617e+03  2.23031641e+03  7.45e-04 1.39e+02  1.91e-06     0s

      32   1.11516617e+03  2.23031641e+03  2.40e-04 1.16e+01  1.90e-06     0s

      33   1.11516616e+03  2.23031641e+03  4.37e-04 2.41e+01  1.90e-06     0s

      34   1.11516615e+03  2.23031641e+03  2.42e-04 4.99e+01  1.90e-06     0s

      35   1.11516615e+03  2.23031641e+03  3.76e-04 1.10e+00  1.90e-06     0s

      36   1.11516615e+03  2.23031641e+03  2.49e-04 7.58e+00  1.90e-06     0s

      37   1.11516615e+03  2.23031641e+03  4.61e-04 1.35e+01  1.90e-06     0s

      38   1.11516615e+03  2.23031641e+03  2.25e-04 2.83e+01  1.90e-06     0s

      39   1.11516615e+03  2.23031641e+03  4.16e-04 5.79e+01  1.86e-06     0s

      40   1.11516615e+03  2.23031641e+03  7.41e-04 1.19e+02  1.86e-06     0s

      41   1.11516615e+03  2.23031641e+03  3.20e-04 2.54e+02  1.86e-06     0s

      42   1.11516615e+03  2.23031641e+03  2.61e-04 1.95e+02  1.86e-06     0s

      43   1.11516615e+03  2.23031641e+03  6.23e-04 1.32e+01  1.86e-06     0s

      44   1.11516615e+03  2.23031641e+03  1.06e-03 3.77e-01  1.86e-06     0s

    Barrier solved model in 44 iterations and 0.00 seconds (0.00 work units)

    Optimal objective 1.11516615e+03


    Solution file:

    # Objective value = 1.1151661531133648e+03

    x 2.9737764067526346e+03

    y 1.1622535448529273e-13

    Is the objective coefficient 5e+06 so criminal?

  • Silke Horn
    Gurobi Staff Gurobi Staff

    Thank you! I can reproduce this using gurobi_cl.

    We recommend that objective coefficients be no bigger than 1e4, but this violation is still surprising to me.


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