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different versions of Gurobi give different results

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  • David Torres Sanchez
    Gurobi Staff Gurobi Staff

    Using 9.0.1 with NumericFocus>=1 produces the same result.

    We simplified our original input data to 4 decimal places. This did not significantly improve the issue although the resulting data in the mixed-integer formulation did somewhat simplify.

    Generally, we advise against this: Avoid rounding of input.

    I think this is a numerical issue, please try increasing the precision to as high as possible.

    If you can also try improve the range of the constraints:

    R34: dual_20 + dual_21 + dual_22 + dual_23 + dual_24 + dual_25
    + 6.2611e-05 dual_26 + 1.0523 dual_27 + 0.0448426 dual_28
    + 1.6692 dual_29 + 0.262138 dual_30 + 0.000313055 dual_31
    + 5.26151 dual_32 + 0.224213 dual_33 + 8.34601 dual_34 + 1.31069 dual_35
    + 0.000313055 dual_36 + 6.2611e-05 dual_37 + 0.0448426 dual_38
    - epigraph <= 0

    Cheers, 
    David

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