Runtime for multiple scenarios

Answered

Vincent

• November 20, 2023 17:45

Sometimes, I encounter a situation where my model's runtime decreases when the number of scenarios slightly increases. I'd appreciate any insight into the potential reasons, as this seems counterintuitive to me. 

Thank you for your help.

Related to

• Multiple Scenarios

0

• 

  Mario Ruthmair

  Gurobi Staff

  • November 23, 2023 17:33

  Hi Vincent,

  This is not surprising. Nowadays, most solvers suffer from high variability: Small changes in the model can lead to a different solution path in the algorithms, which may lead to very different runtimes. By chance, e.g., one of the built-in heuristics finds a solution earlier, etc. See this article for some discussion on this topic. Changing the random seed value (parameter Seed) for the same model might also lead to different runtimes.

  Best regards,
  Mario

  0
• 

  Vincent

  • November 25, 2023 20:33

  

  

  

  Thank you Mario Ruthmair

  0

Please sign in to leave a comment.