The optimal solution is located in the solution pool, where Gurobi has identified n best feasible solutions. However, it may not be selected as the best solution by Gurobi
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I have extracted some of the best solutions that Gurobi identified in the solution pool. Surprisingly, I have noticed that Gurobi is indeed capable of producing the solution I desire. However, Gurobi does not recognize this preferred solution as the best one in its evaluation. The solution I prefer can be confirmed as optimal using conventional methods and is much closer to the known actual value. After running thousands of cases, I have encountered this scenario several times. I am confused about why it cannot always find the real optimal solution for my model.
I am working on an MIQP problem with an objective function of the form v'Wv, where v is a vector containing both continuous and integer parameters that need to be estimated, and W is a symmetric positive definite matrix.
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It's hard to say what the issue could be without more information. If the numerics-related suggestions posted to your The wrong objective value thread do not help, please upgrade to the latest version of Gurobi (currently 10.0.3), then post either
- A minimal reproducible example that builds one such model and shows what the better solution is, or
- The contents of or link to an MPS file of such a model, as well as a clear definition of what the better solution is.
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