how to solve numerical issues

Answered

建城 张

December 09, 2023 12:17

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how to solve the problem？Model contains large objective coefficients.  Consider reformulating model or setting NumericFocus parameter  to avoid numerical issues.

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  Riley Clement

  • Gurobi Staff

  December 09, 2023 12:45

  Hi 建城 张,

  Maliheh has given a very detailed answer to this question when it was asked previously: https://support.gurobi.com/hc/en-us/community/posts/4676253771025-Large-matrix-coefficients-and-large-RHS-warning

  Also, the section of our reference manual Does my model have numerical issues? and the pages that follow it will be useful reading.

  - Riley

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  建城 张

  December 09, 2023 13:15

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  hi Riley:

  So happy that u reply me soon. i had read the article u shown me above.but unfortnately,i had try the solving ways the article given and it didnt works. could u please give me some detailed solving answer.i will appreciate it .the detailed error are shown below

  Gurobi Optimizer version 11.0.0 build v11.0.0rc2 (win64 - Windows 10.0 (19045.2))

  CPU model: AMD Ryzen 5 4500U with Radeon Graphics, instruction set [SSE2|AVX|AVX2]
  Thread count: 6 physical cores, 6 logical processors, using up to 6 threads

  Optimize a model with 724 rows, 724 columns and 1445 nonzeros
  Model fingerprint: 0x5ee04fa0
  Variable types: 0 continuous, 724 integer (724 binary)
  Coefficient statistics:
    Matrix range     [1e+00, 1e+00]
    Objective range  [6e+02, 1e+10]
    Bounds range     [1e+00, 1e+00]
    RHS range        [1e+00, 1e+00]
  Warning: Model contains large objective coefficients
           Consider reformulating model or setting NumericFocus parameter
           to avoid numerical issues.
  Found heuristic solution: objective 2.187660e+08

  Explored 0 nodes (0 simplex iterations) in 0.00 seconds (0.00 work units)
  Thread count was 1 (of 6 available processors)

  Solution count 1: 2.18766e+08

  Optimal solution found (tolerance 1.00e-04)
  Best objective 2.187660000000e+08, best bound 2.187660000000e+08, gap 0.0000%

  your sincerely

  -zhang

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  Riley Clement

  • Gurobi Staff

  December 09, 2023 13:30

  Hi Zhang,

  The log indicates that the solver is finding an optimal solution very quickly - almost no time at all. I would not worry about the warning for this model.

  - Riley

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  建城 张

  December 09, 2023 13:47

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  hi Riley，

  words can not express how  grateful i am to u。i try to optimize my model now and i hope the work will

  pay off. if u have any suggestions or improved guidence to my codes or my model.please tell me asap.i will appreciate it.hope u have a good day. best wish for u. my bro. 

  yours sincerely

  -zhang

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