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How to get upper and lower bound in gurobi numerical trouble?

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  • Maliheh Aramon
    Gurobi Staff Gurobi Staff

    Hi Yanxin, 

    I would like to know if I can determine the bounds from the logs as follows:

    No, you cannot do this. 

    Your model includes signs of numerical challenges including a quadratic matrix range of 8 orders of magnitude and tiny coefficient values smaller than the default feasibility/optimality tolerance values of 1e-6. Consider experimenting with different combinations of the parameters below to solve the model to optimality:

    • NumericFocus: You can start experimenting with value 1 and increase it to 2 and 3 if the issue persists.
    • ScaleFlag: Consider experimenting with values 2 and 0
    • Aggregate: Consider turning off the aggregator by setting it to 0
    • Presolve: Since presolve tends to worsen the numerics, you can also consider experimenting with a more conservative presolve strategy (1) or turning it completely off (0).
    • Quad: Consider setting this parameter to 1 to use a higher precision for Cholesky factorization

    Best regards,

    Maliheh

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