wrong solution due to numeric issues
Awaiting user inputHi gurobi support team
I find a wrong solution due to numeric issues with the warning:'Warning: 1 variables dropped from basis'.Here is the log:
Set parameter Username
Set parameter TimeLimit to value 240
Set parameter MIPGap to value 0
Set parameter CrossoverBasis to value 0
Set parameter MIPFocus to value 2
Set parameter NodefileDir to value ""
Set parameter DualReductions to value 0
Set parameter PreSOS2BigM to value 0
Set parameter TuneTrials to value 3
Academic license - for non-commercial use only - expires 2024-06-06
Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (win64)
CPU model: 11th Gen Intel(R) Core(TM) i7-11800H @ 2.30GHz, instruction set [SSE2|AVX|AVX2|AVX512]
Thread count: 8 physical cores, 16 logical processors, using up to 16 threads
Optimize a model with 62216 rows, 18265 columns and 1373301 nonzeros
Model fingerprint: 0x7a828e2e
Model has 10560 quadratic objective terms
Variable types: 16609 continuous, 1656 integer (1656 binary)
Coefficient statistics:
Matrix range [1e-03, 5e+02]
Objective range [1e+00, 1e+05]
QObjective range [7e+01, 1e+02]
Bounds range [1e+00, 1e+00]
RHS range [8e-03, 3e+06]
Presolve added 0 rows and 623 columns
Presolve removed 32100 rows and 0 columns
Presolve time: 1.90s
Presolved: 30116 rows, 18888 columns, 258086 nonzeros
Presolved model has 8410 quadratic objective terms
Variable types: 17540 continuous, 1348 integer (1345 binary)
Found heuristic solution: objective 2.099126e+07
Root relaxation presolved: 27046 rows, 21905 columns, 200196 nonzeros
Root relaxation presolved model has 8410 quadratic objective terms
Root simplex log...
Iteration Objective Primal Inf. Dual Inf. Time
19632 9.5153347e+07 0.000000e+00 2.947583e+06 5s
Warning: 1 variables dropped from basis
77630 3.1817092e+06 0.000000e+00 4.071732e+06 10s
Warning: 1 variables dropped from basis
Warning: 1 variables dropped from basis
Warning: 1 variables dropped from basis
Root relaxation: infeasible, 97928 iterations, 9.68 seconds (22.36 work units)
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 infeasible 0 2.0991e+07 2.0991e+07 0.00% - 12s
Explored 1 nodes (97928 simplex iterations) in 12.79 seconds (30.59 work units)
Thread count was 16 (of 16 available processors)
Solution count 1: 2.09913e+07
Optimal solution found (tolerance 0.00e+00)
Best objective 2.099126229359e+07, best bound 2.099126229359e+07, gap 0.0000%
However,after I turn off the presolve,the solution goes well:
Set parameter Username
Set parameter TimeLimit to value 240
Set parameter MIPGap to value 0
Set parameter CrossoverBasis to value 0
Set parameter MIPFocus to value 2
Set parameter NodefileDir to value ""
Set parameter DualReductions to value 0
Set parameter Presolve to value 0
Set parameter PreSOS2BigM to value 0
Set parameter TuneTrials to value 3
Academic license - for non-commercial use only - expires 2024-06-06
Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (win64)
CPU model: 11th Gen Intel(R) Core(TM) i7-11800H @ 2.30GHz, instruction set [SSE2|AVX|AVX2|AVX512]
Thread count: 8 physical cores, 16 logical processors, using up to 16 threads
Optimize a model with 62216 rows, 18265 columns and 1373301 nonzeros
Model fingerprint: 0x7a828e2e
Model has 10560 quadratic objective terms
Variable types: 16609 continuous, 1656 integer (1656 binary)
Coefficient statistics:
Matrix range [1e-03, 5e+02]
Objective range [1e+00, 1e+05]
QObjective range [7e+01, 1e+02]
Bounds range [1e+00, 1e+00]
RHS range [8e-03, 3e+06]
Variable types: 16609 continuous, 1656 integer (1656 binary)
Found heuristic solution: objective 8574453.6353
Root simplex log...
Iteration Objective Primal Inf. Dual Inf. Time
21735 1.2338445e+06 1.976190e+05 0.000000e+00 5s
39771 1.5543817e+06 0.000000e+00 0.000000e+00 9s
Root relaxation: objective 1.554382e+06, 39771 iterations, 4.74 seconds (20.56 work units)
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
H 0 0 1914319.2312 1554381.71 18.8% - 9s
0 0 1555222.58 0 247 1914319.23 1555222.58 18.8% - 9s
0 0 1555222.58 0 221 1914319.23 1555222.58 18.8% - 9s
0 0 1555222.58 0 225 1914319.23 1555222.58 18.8% - 9s
0 0 1561186.90 0 52 1914319.23 1561186.90 18.4% - 11s
0 0 1561199.39 0 49 1914319.23 1561199.39 18.4% - 11s
H 0 0 1600434.1349 1561199.39 2.45% - 12s
0 0 1562703.43 0 25 1600434.13 1562703.43 2.36% - 13s
0 0 1562704.45 0 23 1600434.13 1562704.45 2.36% - 13s
H 0 0 1599980.8026 1562704.45 2.33% - 14s
0 0 1562711.60 0 26 1599980.80 1562711.60 2.33% - 14s
H 0 0 1567865.5149 1562711.60 0.33% - 15s
0 0 1562713.41 0 30 1567865.51 1562713.41 0.33% - 16s
0 0 1562713.41 0 30 1567865.51 1562713.41 0.33% - 17s
0 0 1562713.42 0 31 1567865.51 1562713.42 0.33% - 17s
0 0 1562713.42 0 31 1567865.51 1562713.42 0.33% - 19s
0 2 1562713.42 0 31 1567865.51 1562713.42 0.33% - 20s
H 32 40 1564546.5097 1563457.40 0.07% 86.5 23s
H 34 40 1564335.6704 1563457.40 0.06% 82.3 23s
H 38 40 1564233.8539 1563463.46 0.05% 78.5 23s
108 58 cutoff 8 1564233.85 1563505.17 0.05% 72.3 25s
292 49 1563994.89 10 14 1564233.85 1563611.01 0.04% 60.9 30s
* 367 42 14 1564209.2674 1563690.14 0.03% 59.6 32s
483 9 cutoff 8 1564209.27 1563931.01 0.02% 56.9 35s
Cutting planes:
Gomory: 10
Implied bound: 436
MIR: 2
Flow cover: 74
RLT: 50
Relax-and-lift: 69
Explored 532 nodes (71456 simplex iterations) in 36.42 seconds (108.15 work units)
Thread count was 16 (of 16 available processors)
Solution count 9: 1.56421e+06 1.56423e+06 1.56434e+06 ... 8.57445e+06
Optimal solution found (tolerance 0.00e+00)
Best objective 1.564209267417e+06, best bound 1.564209267417e+06, gap 0.0000%
I have 2 questions:
1.what does the message 'Warning: 1 variables dropped from basis' mean?
2.Can I avoid this mistake without the sacrifice of efficiency(say,turning off presolve).
Thanks in advance.
0
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Hi,
Could you please test the newest version Gurobi 10.0.3 (which was published this week) if you see the same behavior?
If this is still the case for 10.0.3, we would like to have a closer look at your model.Please see this post for your first question.
Cheers,
Marika0
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