Skip to main content

Add constraints to LP minimisation problem and the objective decreases

Answered
Meijun Chen
First Comment
Gurobi-versary
First Question

Dear community,

I have tried to add some constraints to my LP minimisation problem, but the resulting objective function value becomes even lower after adding these constraints. I checked the `.lp` files of both and confirmed that the only difference is the added constraints. And the `.lp` files are indeed corresponding to the models I ran before.

Oddly enough, when I run the `.lp` files directly with the command `gurobi_cl`, the objective function values of both problems are the same, though this number is different than any value I've got before.

Question 1. What might be the reasons for lowering objective when adding constraints?

Question 2. Why is it that directly running `.lp` files gives me lower objective function values than running the model?

I would appreciate any comment!

Best regards, Meijun

 

Log of running model without adding constraints:

[2024-07-10 18:13:13] INFO     model_creation
[2024-07-10 18:13:14] INFO     Backend: starting model run
[2024-07-10 18:13:14] INFO     Backend: sending model to solver
[2024-07-10 18:13:49] DEBUG    Set parameter LogFile to value "/tmp/tmpawdxb4u0.log"
[2024-07-10 18:13:49] DEBUG    Set parameter BarConvTol to value 0.0001
[2024-07-10 18:13:49] DEBUG    Set parameter Crossover to value 0
[2024-07-10 18:13:49] DEBUG    Set parameter FeasibilityTol to value 0.001
[2024-07-10 18:13:49] DEBUG    Set parameter Method to value 2
[2024-07-10 18:13:49] DEBUG    Set parameter OptimalityTol to value 0.0001
[2024-07-10 18:13:49] DEBUG    Set parameter Threads to value 6
[2024-07-10 18:13:50] DEBUG    Gurobi Optimizer version 11.0.1 build v11.0.1rc0 (linux64 - "Red Hat Enterprise Linux 8.10 (Ootpa)")
[2024-07-10 18:13:50] DEBUG    CPU model: Intel(R) Xeon(R) Gold 6248R CPU @ 3.00GHz, instruction set [SSE2|AVX|AVX2|AVX512]
[2024-07-10 18:13:50] DEBUG    Thread count: 48 physical cores, 48 logical processors, using up to 6 threads
[2024-07-10 18:13:50] DEBUG    Optimize a model with 416621 rows, 302360 columns and 1101412 nonzeros
[2024-07-10 18:13:50] DEBUG    Model fingerprint: 0x7a8b62a7
[2024-07-10 18:13:50] DEBUG    Coefficient statistics:
[2024-07-10 18:13:50] DEBUG    Matrix range     [4e-05, 7e+03]
[2024-07-10 18:13:50] DEBUG    Objective range  [1e+00, 1e+00]
[2024-07-10 18:13:50] DEBUG    Bounds range     [2e-03, 1e+02]
[2024-07-10 18:13:50] DEBUG    RHS range        [1e-05, 6e+03]
[2024-07-10 18:13:50] DEBUG    Presolve removed 249853 rows and 192655 columns
[2024-07-10 18:13:50] DEBUG    Presolve time: 0.64s
[2024-07-10 18:13:50] DEBUG    Presolved: 166768 rows, 109707 columns, 605883 nonzeros
[2024-07-10 18:13:51] DEBUG    Ordering time: 0.48s
[2024-07-10 18:13:51] DEBUG    Barrier statistics:
[2024-07-10 18:13:51] DEBUG    Dense cols : 57
[2024-07-10 18:13:51] DEBUG    AA' NZ     : 6.544e+06
[2024-07-10 18:13:51] DEBUG    Factor NZ  : 2.109e+07 (roughly 300 MB of memory)
[2024-07-10 18:13:51] DEBUG    Factor Ops : 3.861e+09 (less than 1 second per iteration)
[2024-07-10 18:13:51] DEBUG    Threads    : 6
[2024-07-10 18:13:52] DEBUG    Objective                Residual
[2024-07-10 18:13:52] DEBUG    Iter       Primal          Dual         Primal    Dual     Compl     Time
[2024-07-10 18:13:52] DEBUG    0   1.76581329e+08 -7.25639571e+06  2.27e+08 3.47e-01  1.97e+06     2s
[2024-07-10 18:13:52] DEBUG    1   2.02291488e+08 -6.93201735e+06  1.77e+08 3.22e+00  1.39e+06     2s
[2024-07-10 18:13:52] DEBUG    2   2.17088480e+08 -7.32536382e+06  1.20e+08 1.76e+00  9.02e+05     2s
[2024-07-10 18:13:52] DEBUG    3   2.07725181e+08 -7.01118854e+06  5.67e+07 8.38e-01  4.48e+05     3s
[2024-07-10 18:13:53] DEBUG    4   1.77850167e+08 -6.18068571e+06  3.40e+07 4.03e-01  2.59e+05     3s
[2024-07-10 18:13:53] DEBUG    5   1.39368400e+08 -4.98615919e+06  1.85e+07 1.07e-01  1.33e+05     3s
[2024-07-10 18:13:53] DEBUG    6   7.86724764e+07 -3.76387971e+06  7.51e+06 1.60e-02  5.57e+04     3s
[2024-07-10 18:13:53] DEBUG    7   1.26229743e+07 -2.72250363e+06  6.53e+05 9.13e-13  5.41e+03     4s
[2024-07-10 18:13:53] DEBUG    8   9.51609382e+05 -1.23046668e+06  2.90e+04 1.04e-12  3.27e+02     4s
[2024-07-10 18:13:54] DEBUG    9   3.14959829e+05 -4.04643111e+05  8.81e+03 1.07e-12  9.46e+01     4s
[2024-07-10 18:13:54] DEBUG    10   1.32251060e+05 -1.58147749e+05  3.25e+03 8.32e-13  3.36e+01     4s
[2024-07-10 18:13:54] DEBUG    11   5.29621513e+04 -7.05928186e+04  1.00e+03 7.10e-13  1.17e+01     4s
[2024-07-10 18:13:54] DEBUG    12   2.76638823e+04 -4.01083239e+04  3.83e+02 4.26e-13  5.53e+00     5s
[2024-07-10 18:13:55] DEBUG    13   2.41674568e+04 -3.12826797e+04  3.19e+02 6.98e-13  4.47e+00     5s
[2024-07-10 18:13:55] DEBUG    14   1.74744808e+04 -1.89522978e+04  2.06e+02 4.45e-13  2.85e+00     5s
[2024-07-10 18:13:55] DEBUG    15   1.46479079e+04 -1.53822944e+04  1.64e+02 2.91e-13  2.30e+00     5s
[2024-07-10 18:13:55] DEBUG    16   7.00696822e+03 -8.79351119e+03  5.44e+01 3.99e-13  1.10e+00     5s
[2024-07-10 18:13:55] DEBUG    17   4.31057428e+03 -4.05292626e+03  2.54e+01 2.88e-13  5.63e-01     6s
[2024-07-10 18:13:56] DEBUG    18   2.54111175e+03 -1.47279817e+03  1.11e+01 2.42e-13  2.64e-01     6s
[2024-07-10 18:13:56] DEBUG    19   1.88160153e+03 -6.67401570e+02  6.45e+00 1.99e-13  1.66e-01     6s
[2024-07-10 18:13:56] DEBUG    20   1.42042814e+03 -5.02223802e+01  3.65e+00 1.42e-13  9.48e-02     6s
[2024-07-10 18:13:56] DEBUG    21   1.11835205e+03  2.14562493e+02  2.00e+00 1.42e-13  5.76e-02     7s
[2024-07-10 18:13:57] DEBUG    22   9.56090334e+02  4.66474689e+02  1.15e+00 8.53e-14  3.12e-02     7s
[2024-07-10 18:13:57] DEBUG    23   8.52026326e+02  5.42296662e+02  7.00e-01 8.53e-14  1.96e-02     7s
[2024-07-10 18:13:57] DEBUG    24   7.93509050e+02  5.78712892e+02  4.64e-01 1.14e-13  1.36e-02     7s
[2024-07-10 18:13:57] DEBUG    25   7.66547764e+02  6.04379326e+02  3.60e-01 8.53e-14  1.03e-02     7s
[2024-07-10 18:13:57] DEBUG    26   7.32677730e+02  6.14591568e+02  2.32e-01 8.53e-14  7.43e-03     8s
[2024-07-10 18:13:58] DEBUG    27   7.10413257e+02  6.31332261e+02  1.52e-01 1.42e-13  4.96e-03     8s
[2024-07-10 18:13:58] DEBUG    28   6.98203727e+02  6.44953564e+02  1.09e-01 1.14e-13  3.35e-03     8s
[2024-07-10 18:13:58] DEBUG    29   6.89917669e+02  6.51734616e+02  8.06e-02 1.14e-13  2.41e-03     9s
[2024-07-10 18:13:58] DEBUG    30   6.83041154e+02  6.56397340e+02  5.79e-02 1.14e-13  1.68e-03     9s
[2024-07-10 18:13:59] DEBUG    31   6.79397856e+02  6.58563728e+02  4.60e-02 1.14e-13  1.32e-03     9s
[2024-07-10 18:13:59] DEBUG    32   6.75844167e+02  6.60212363e+02  3.47e-02 8.53e-14  9.89e-04     9s
[2024-07-10 18:13:59] DEBUG    33   6.71762851e+02  6.61951856e+02  2.19e-02 1.14e-13  6.21e-04     9s
[2024-07-10 18:13:59] DEBUG    34   6.68782275e+02  6.63175551e+02  1.29e-02 1.42e-13  3.56e-04    10s
[2024-07-10 18:14:00] DEBUG    35   6.67529400e+02  6.63712806e+02  9.16e-03 1.71e-13  2.43e-04    10s
[2024-07-10 18:14:00] DEBUG    36   6.65878915e+02  6.63930647e+02  4.30e-03 2.27e-13  1.24e-04    10s
[2024-07-10 18:14:00] DEBUG    37   6.65385624e+02  6.64109594e+02  2.90e-03 1.14e-13  8.10e-05    10s
[2024-07-10 18:14:00] DEBUG    38   6.65004789e+02  6.64212517e+02  1.86e-03 3.41e-13  5.04e-05    11s
[2024-07-10 18:14:01] DEBUG    39   6.64665178e+02  6.64250906e+02  9.16e-04 1.71e-13  2.63e-05    11s
[2024-07-10 18:14:01] DEBUG    40   6.64556548e+02  6.64274249e+02  6.20e-04 2.27e-13  1.79e-05    11s
[2024-07-10 18:14:01] DEBUG    41   6.64457219e+02  6.64289614e+02  3.57e-04 1.71e-13  1.06e-05    11s
[2024-07-10 18:14:01] DEBUG    42   6.64381486e+02  6.64299520e+02  1.62e-04 1.14e-13  5.18e-06    11s
[2024-07-10 18:14:01] DEBUG    43   6.64347807e+02  6.64310438e+02  7.42e-05 2.27e-13  2.37e-06    12s
[2024-07-10 18:14:01] DEBUG    Barrier solved model in 43 iterations and 11.59 seconds (9.39 work units)
[2024-07-10 18:14:01] DEBUG    Optimal objective 6.64347807e+02
[2024-07-10 18:14:01] DEBUG    Set parameter LogFile to value ""
[2024-07-10 18:14:03] INFO     Backend: solver finished running. Time since start of model run: 0:00:48.714829
[2024-07-10 18:14:04] INFO     Backend: loaded results
[2024-07-10 18:14:05] INFO     Backend: generated solution array. Time since start of model run: 0:00:50.593412




Log file of the model after adding constraints:
[2024-07-10 17:29:12] DEBUG    Set parameter BarConvTol to value 0.0001
[2024-07-10 17:29:12] DEBUG    Set parameter Crossover to value 0
[2024-07-10 17:29:12] DEBUG    Set parameter FeasibilityTol to value 0.001
[2024-07-10 17:29:12] DEBUG    Set parameter Method to value 2
[2024-07-10 17:29:12] DEBUG    Set parameter OptimalityTol to value 0.0001
[2024-07-10 17:29:12] DEBUG    Set parameter Threads to value 6
[2024-07-10 17:29:12] DEBUG    Gurobi Optimizer version 11.0.1 build v11.0.1rc0 (linux64 - "Red Hat Enterprise Linux 8.10 (Ootpa)")
[2024-07-10 17:29:12] DEBUG    CPU model: Intel(R) Xeon(R) Gold 6248R CPU @ 3.00GHz, instruction set [SSE2|AVX|AVX2|AVX512]
[2024-07-10 17:29:12] DEBUG    Thread count: 48 physical cores, 48 logical processors, using up to 6 threads
[2024-07-10 17:29:12] DEBUG    Optimize a model with 416655 rows, 302360 columns and 1101684 nonzeros
[2024-07-10 17:29:12] DEBUG    Model fingerprint: 0xfdb29ac2
[2024-07-10 17:29:12] DEBUG    Coefficient statistics:
[2024-07-10 17:29:12] DEBUG    Matrix range     [4e-05, 7e+03]
[2024-07-10 17:29:12] DEBUG    Objective range  [1e+00, 1e+00]
[2024-07-10 17:29:12] DEBUG    Bounds range     [2e-03, 1e+02]
[2024-07-10 17:29:12] DEBUG    RHS range        [1e-05, 6e+03]
[2024-07-10 17:29:13] DEBUG    Presolve removed 249861 rows and 192655 columns
[2024-07-10 17:29:13] DEBUG    Presolve time: 0.69s
[2024-07-10 17:29:13] DEBUG    Presolved: 166794 rows, 109707 columns, 606123 nonzeros
[2024-07-10 17:29:14] DEBUG    Ordering time: 0.51s
[2024-07-10 17:29:14] DEBUG    Barrier statistics:
[2024-07-10 17:29:14] DEBUG    Dense cols : 57
[2024-07-10 17:29:14] DEBUG    AA' NZ     : 6.565e+06
[2024-07-10 17:29:14] DEBUG    Factor NZ  : 2.112e+07 (roughly 300 MB of memory)
[2024-07-10 17:29:14] DEBUG    Factor Ops : 3.876e+09 (less than 1 second per iteration)
[2024-07-10 17:29:14] DEBUG    Threads    : 6
[2024-07-10 17:29:14] DEBUG    Objective                Residual
[2024-07-10 17:29:14] DEBUG    Iter       Primal          Dual         Primal    Dual     Compl     Time
[2024-07-10 17:29:14] DEBUG    0   1.79390144e+08 -7.25752287e+06  2.27e+08 4.68e-01  1.97e+06     2s
[2024-07-10 17:29:14] DEBUG    1   2.04884236e+08 -6.92849688e+06  1.77e+08 3.22e+00  1.39e+06     2s
[2024-07-10 17:29:15] DEBUG    2   2.13813469e+08 -7.19289321e+06  1.21e+08 1.78e+00  9.13e+05     2s
[2024-07-10 17:29:15] DEBUG    3   1.99909883e+08 -6.85270241e+06  5.57e+07 8.55e-01  4.47e+05     3s
[2024-07-10 17:29:15] DEBUG    4   1.69635607e+08 -6.02359142e+06  3.39e+07 4.24e-01  2.63e+05     3s
[2024-07-10 17:29:15] DEBUG    5   1.31537284e+08 -4.83530675e+06  1.86e+07 1.22e-01  1.37e+05     3s
[2024-07-10 17:29:16] DEBUG    6   7.15814694e+07 -3.49300795e+06  7.19e+06 1.12e-02  5.47e+04     3s
[2024-07-10 17:29:16] DEBUG    7   9.86158083e+06 -2.44751605e+06  5.89e+05 1.82e-12  4.92e+03     4s
[2024-07-10 17:29:16] DEBUG    8   1.79866133e+06 -1.02832372e+06  9.04e+04 1.88e-12  8.04e+02     4s
[2024-07-10 17:29:16] DEBUG    9   7.42681651e+05 -6.79864993e+05  3.26e+04 9.89e-13  3.08e+02     4s
[2024-07-10 17:29:17] DEBUG    10   3.78233949e+05 -4.20959604e+05  1.53e+04 8.92e-13  1.47e+02     4s
[2024-07-10 17:29:17] DEBUG    11   1.82259501e+05 -2.78666388e+05  6.43e+03 6.68e-13  6.67e+01     5s
[2024-07-10 17:29:17] DEBUG    12   1.02485157e+05 -1.57817337e+05  3.17e+03 7.81e-13  3.32e+01     5s
[2024-07-10 17:29:17] DEBUG    13   5.02656394e+04 -8.35672175e+04  1.23e+03 6.63e-13  1.41e+01     5s
[2024-07-10 17:29:18] DEBUG    14   3.17704912e+04 -5.41557111e+04  6.23e+02 5.15e-13  7.97e+00     5s
[2024-07-10 17:29:18] DEBUG    15   2.46254217e+04 -3.92565493e+04  4.30e+02 3.79e-13  5.63e+00     5s
[2024-07-10 17:29:18] DEBUG    16   1.69056312e+04 -2.33955514e+04  2.59e+02 3.63e-13  3.38e+00     6s
[2024-07-10 17:29:18] DEBUG    17   8.25911407e+03 -1.16022240e+04  8.96e+01 5.94e-13  1.48e+00     6s
[2024-07-10 17:29:19] DEBUG    18   4.50087951e+03 -7.10084948e+03  3.48e+01 5.58e-13  7.96e-01     6s
[2024-07-10 17:29:19] DEBUG    19   3.42891809e+03 -4.63133359e+03  2.21e+01 3.21e-13  5.41e-01     7s
[2024-07-10 17:29:19] DEBUG    20   2.59216366e+03 -2.75005686e+03  1.35e+01 2.19e-13  3.52e-01     7s
[2024-07-10 17:29:19] DEBUG    21   1.85443431e+03 -1.15988516e+03  6.83e+00 1.78e-13  1.95e-01     7s
[2024-07-10 17:29:19] DEBUG    22   1.25273240e+03 -2.29702992e+02  2.57e+00 1.42e-13  9.39e-02     7s
[2024-07-10 17:29:20] DEBUG    23   1.07027429e+03  3.15096370e+02  1.57e+00 1.14e-13  4.81e-02     7s
[2024-07-10 17:29:20] DEBUG    24   9.46630487e+02  4.29687831e+02  1.02e+00 1.42e-13  3.28e-02     8s
[2024-07-10 17:29:20] DEBUG    25   8.59808040e+02  5.04071806e+02  6.58e-01 1.42e-13  2.25e-02     8s
[2024-07-10 17:29:20] DEBUG    26   7.95305173e+02  5.67145509e+02  4.17e-01 1.71e-13  1.44e-02     8s
[2024-07-10 17:29:21] DEBUG    27   7.50092032e+02  6.06229499e+02  2.59e-01 1.71e-13  9.06e-03     8s
[2024-07-10 17:29:21] DEBUG    28   7.23195806e+02  6.20869331e+02  1.72e-01 1.71e-13  6.43e-03     9s
[2024-07-10 17:29:21] DEBUG    29   7.10177839e+02  6.28085048e+02  1.31e-01 1.71e-13  5.14e-03     9s
[2024-07-10 17:29:21] DEBUG    30   6.99999476e+02  6.40264878e+02  9.94e-02 1.14e-13  3.75e-03     9s
[2024-07-10 17:29:21] DEBUG    31   6.88762111e+02  6.48461432e+02  6.59e-02 2.84e-13  2.53e-03     9s
[2024-07-10 17:29:22] DEBUG    32   6.78983560e+02  6.54992385e+02  3.78e-02 1.71e-13  1.50e-03    10s
[2024-07-10 17:29:22] DEBUG    33   6.73221250e+02  6.58687259e+02  2.20e-02 2.27e-13  9.10e-04    10s
[2024-07-10 17:29:22] DEBUG    34   6.70716187e+02  6.61069919e+02  1.54e-02 1.99e-13  6.06e-04    10s
[2024-07-10 17:29:22] DEBUG    35   6.68738136e+02  6.62117337e+02  1.04e-02 1.71e-13  4.16e-04    10s
[2024-07-10 17:29:23] DEBUG    36   6.67365210e+02  6.62895261e+02  7.02e-03 1.71e-13  2.81e-04    10s
[2024-07-10 17:29:23] DEBUG    37   6.66373134e+02  6.63442540e+02  4.60e-03 1.14e-13  1.84e-04    11s
[2024-07-10 17:29:23] DEBUG    38   6.65668333e+02  6.63917278e+02  2.87e-03 2.27e-13  1.10e-04    11s
[2024-07-10 17:29:23] DEBUG    39   6.64913597e+02  6.64076390e+02  1.23e-03 3.41e-13  5.25e-05    11s
[2024-07-10 17:29:24] DEBUG    40   6.64567144e+02  6.64230640e+02  4.96e-04 3.41e-13  2.11e-05    11s
[2024-07-10 17:29:24] DEBUG    41   6.64467814e+02  6.64257297e+02  2.92e-04 1.42e-13  1.32e-05    12s
[2024-07-10 17:29:24] DEBUG    42   6.64401880e+02  6.64285488e+02  1.62e-04 2.27e-13  7.29e-06    12s
[2024-07-10 17:29:24] DEBUG    43   6.64344779e+02  6.64302412e+02  5.00e-05 1.71e-13  2.64e-06    12s
[2024-07-10 17:29:24] DEBUG    Barrier solved model in 43 iterations and 12.09 seconds (9.35 work units)
[2024-07-10 17:29:24] DEBUG    Optimal objective 6.64344779e+02
[2024-07-10 17:29:24] DEBUG    Set parameter LogFile to value ""
[2024-07-10 17:29:26] INFO     Backend: solver finished running. Time since start of model run: 0:00:49.498989



Log file of running the .lp file without constraints:

Set parameter TSPort to value 27099
Set parameter TokenServer to value "flexserv-x1.tudelft.nl"
Set parameter LogFile to value "gurobi.log"
Using license file /home/mchen6/gurobi.lic

Gurobi Optimizer version 11.0.1 build v11.0.1rc0 (linux64 - "Red Hat Enterprise Linux 8.10 (Ootpa)")
Copyright (c) 2024, Gurobi Optimization, LLC

Read LP format model from file lp-files/2050-neutral-wasteMax_newTransport-200h.lp
Reading time = 2.19 seconds
obj: 416983 rows, 299798 columns, 1101413 nonzeros

CPU model: Intel(R) Xeon(R) Gold 6226R CPU @ 2.90GHz, instruction set [SSE2|AVX|AVX2|AVX512]
Thread count: 32 physical cores, 32 logical processors, using up to 32 threads

Optimize a model with 416983 rows, 299798 columns and 1101413 nonzeros
Model fingerprint: 0x0354d83d
Coefficient statistics:
  Matrix range     [4e-05, 7e+03]
  Objective range  [1e+00, 1e+00]
  Bounds range     [0e+00, 0e+00]
  RHS range        [1e-05, 6e+03]
Presolve removed 250149 rows and 190005 columns
Presolve time: 1.78s
Presolved: 166834 rows, 109795 columns, 606081 nonzeros

Concurrent LP optimizer: primal simplex, dual simplex, and barrier
Showing barrier log only...

Ordering time: 0.48s

Barrier statistics:
 Dense cols : 57
 AA' NZ     : 6.544e+06
 Factor NZ  : 2.110e+07 (roughly 300 MB of memory)
 Factor Ops : 3.865e+09 (less than 1 second per iteration)
 Threads    : 30

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   2.87807737e+07 -3.85381247e+06  3.31e+07 3.50e-01  3.35e+05     3s
   1   3.21608513e+07 -3.63114328e+06  2.57e+07 3.89e+00  2.38e+05     3s
   2   3.36050691e+07 -4.23225084e+06  1.76e+07 3.05e+00  1.73e+05     3s
   3   3.19460774e+07 -4.10823945e+06  7.46e+06 9.22e-01  7.12e+04     3s
   4   2.58137040e+07 -3.59065500e+06  3.35e+06 3.51e-01  3.15e+04     3s
   5   1.91888863e+07 -3.07836832e+06  1.71e+06 8.25e-02  1.53e+04     4s
   6   1.19303785e+07 -2.44468649e+06  9.25e+05 1.23e-02  8.18e+03     4s
   7   2.21533712e+06 -1.74160411e+06  1.23e+05 1.09e-11  1.18e+03     4s
   8   5.46484905e+05 -8.08397056e+05  2.75e+04 9.57e-12  2.71e+02     4s
   9   2.34549699e+05 -6.40943428e+05  9.93e+03 8.43e-12  1.15e+02     4s
  10   1.16383175e+05 -1.77792783e+05  4.11e+03 1.18e-11  3.86e+01     4s
  11   3.70799914e+04 -9.41805914e+04  8.60e+02 6.95e-12  1.14e+01     4s
  12   2.23218359e+04 -5.41533142e+04  3.70e+02 5.76e-12  5.75e+00     4s
  13   2.09258202e+04 -5.22408523e+04  3.39e+02 5.33e-12  5.42e+00     4s
  14   1.69106665e+04 -3.87123111e+04  2.56e+02 4.17e-12  4.03e+00     4s
  15   1.16862825e+04 -2.38884161e+04  1.54e+02 2.32e-12  2.47e+00     4s
  16   8.45635929e+03 -1.11703792e+04  1.01e+02 1.08e-12  1.37e+00     5s
  17   5.50355285e+03 -4.91805187e+03  5.62e+01 5.78e-13  7.12e-01     5s
  18   3.18517413e+03 -1.96102764e+03  2.63e+01 4.17e-13  3.41e-01     5s
  19   2.18591189e+03 -8.91394774e+02  1.46e+01 2.60e-13  1.98e-01     5s
  20   1.63639483e+03 -4.73675634e+02  8.60e+00 2.20e-13  1.32e-01     5s
  21   1.37834073e+03 -5.01789981e+01  5.98e+00 1.18e-13  8.90e-02     5s
  22   1.19689921e+03  2.07200724e+02  4.26e+00 9.68e-14  6.14e-02     5s
  23   9.58284378e+02  4.83965358e+02  2.14e+00 8.08e-14  2.93e-02     5s
  24   8.59981857e+02  5.32997268e+02  1.36e+00 1.00e-13  1.99e-02     5s
  25   7.80041307e+02  5.92032493e+02  7.66e-01 5.68e-14  1.14e-02     5s
  26   7.49802787e+02  6.14524982e+02  5.44e-01 7.11e-14  8.15e-03     5s
  27   7.25178678e+02  6.25198226e+02  3.78e-01 1.14e-13  5.98e-03     6s
  28   7.14581131e+02  6.36941969e+02  3.07e-01 1.42e-13  4.66e-03     6s
  29   7.01896060e+02  6.43603635e+02  2.25e-01 8.53e-14  3.49e-03     6s
  30   6.90285980e+02  6.50830820e+02  1.51e-01 1.42e-13  2.36e-03     6s
  31   6.83906693e+02  6.56222642e+02  1.12e-01 1.14e-13  1.66e-03     6s
  32   6.77269046e+02  6.58828569e+02  7.20e-02 9.95e-14  1.10e-03     6s
  33   6.72443325e+02  6.60994017e+02  4.41e-02 1.14e-13  6.85e-04     6s
  34   6.70187592e+02  6.62236341e+02  3.13e-02 5.68e-14  4.77e-04     6s
  35   6.69015641e+02  6.62977925e+02  2.49e-02 5.68e-14  3.64e-04     6s
  36   6.67842692e+02  6.63318569e+02  1.84e-02 1.42e-13  2.72e-04     6s
  37   6.66374900e+02  6.63613426e+02  1.05e-02 5.68e-14  1.65e-04     7s
  38   6.65829372e+02  6.64077750e+02  7.58e-03 2.27e-13  1.06e-04     7s
  39   6.65031538e+02  6.64222068e+02  3.51e-03 1.14e-13  4.92e-05     7s
  40   6.64798453e+02  6.64260836e+02  2.37e-03 1.14e-13  3.27e-05     7s
  41   6.64567631e+02  6.64282140e+02  1.22e-03 1.14e-13  1.73e-05     7s
  42   6.64447592e+02  6.64300368e+02  6.24e-04 1.42e-13  8.94e-06     7s
  43   6.64377322e+02  6.64306480e+02  2.85e-04 1.42e-13  4.28e-06     7s
  44   6.64348538e+02  6.64312698e+02  1.49e-04 1.14e-13  2.18e-06     7s
  45   6.64335236e+02  6.64313836e+02  8.65e-05 3.76e-12  1.30e-06     7s
  46   6.64327169e+02  6.64314739e+02  5.11e-05 4.47e-12  7.55e-07     7s
  47   6.64317171e+02  6.64314937e+02  6.35e-06 7.86e-12  1.31e-07     7s
  48   6.64315340e+02  6.64315067e+02  6.94e-07 1.68e-12  1.59e-08     7s
  49   6.64315154e+02  6.64315093e+02  1.43e-07 4.56e-13  3.56e-09     8s
  50   6.64315103e+02  6.64315101e+02  8.45e-09 1.14e-13  1.01e-10     8s

Barrier solved model in 50 iterations and 7.60 seconds (9.30 work units)
Optimal objective 6.64315103e+02

Crossover log...

  123014 DPushes remaining with DInf 0.0000000e+00                 8s
       0 DPushes remaining with DInf 0.0000000e+00                10s

    6803 PPushes remaining with PInf 2.6022051e-03                10s
       0 PPushes remaining with PInf 0.0000000e+00                10s

  Push phase complete: Pinf 0.0000000e+00, Dinf 4.4173270e-03     10s

Iteration    Objective       Primal Inf.    Dual Inf.      Time
   78036    6.6431510e+02   0.000000e+00   4.417327e-03     10s

Solved with barrier
   78059    6.6431510e+02   0.000000e+00   0.000000e+00     10s

Solved in 78059 iterations and 10.36 seconds (11.69 work units)
Optimal objective  6.643151020e+02


 
 
Log file of directly running .lp file with the constraints:
Gurobi Optimizer version 11.0.1 build v11.0.1rc0 (linux64 - "Red Hat Enterprise Linux 8.10 (Ootpa)")
Copyright (c) 2024, Gurobi Optimization, LLC

Read LP format model from file lp-files/2050-neutral-002xheat_wasteMax_newTransport-200h.lp
Reading time = 2.07 seconds
obj: 417017 rows, 299798 columns, 1101685 nonzeros

CPU model: Intel(R) Xeon(R) Gold 6226R CPU @ 2.90GHz, instruction set [SSE2|AVX|AVX2|AVX512]
Thread count: 32 physical cores, 32 logical processors, using up to 32 threads

Optimize a model with 417017 rows, 299798 columns and 1101685 nonzeros
Model fingerprint: 0x55e9b535
Coefficient statistics:
  Matrix range     [4e-05, 7e+03]
  Objective range  [1e+00, 1e+00]
  Bounds range     [0e+00, 0e+00]
  RHS range        [1e-05, 6e+03]
Presolve removed 250157 rows and 190005 columns
Presolve time: 1.62s
Presolved: 166860 rows, 109795 columns, 606321 nonzeros

Concurrent LP optimizer: primal simplex, dual simplex, and barrier
Showing barrier log only...

Ordering time: 0.48s

Barrier statistics:
 Dense cols : 57
 AA' NZ     : 6.565e+06
 Factor NZ  : 2.113e+07 (roughly 300 MB of memory)
 Factor Ops : 3.872e+09 (less than 1 second per iteration)
 Threads    : 30

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   2.91898465e+07 -3.85435909e+06  3.31e+07 4.67e-01  3.35e+05     3s
   1   3.25222866e+07 -3.62747717e+06  2.57e+07 3.89e+00  2.38e+05     3s
   2   3.33038240e+07 -4.05825752e+06  1.76e+07 3.09e+00  1.74e+05     3s
   3   3.07504988e+07 -3.92782925e+06  7.35e+06 9.43e-01  7.09e+04     3s
   4   2.43785769e+07 -3.38776879e+06  3.30e+06 3.54e-01  3.14e+04     3s
   5   1.78416831e+07 -2.87172676e+06  1.69e+06 7.92e-02  1.55e+04     3s
   6   1.06139385e+07 -2.21915538e+06  8.87e+05 8.72e-03  8.01e+03     4s
   7   1.89719857e+06 -1.54902055e+06  1.24e+05 7.29e-12  1.19e+03     4s
   8   5.02306713e+05 -9.43316063e+05  2.70e+04 5.70e-12  2.87e+02     4s
   9   2.42566290e+05 -6.99622755e+05  1.13e+04 2.97e-12  1.34e+02     4s
  10   1.27186185e+05 -4.32177220e+05  5.17e+03 6.16e-12  6.47e+01     4s
  11   7.21408017e+04 -1.92776763e+05  2.38e+03 6.61e-12  2.81e+01     4s
  12   3.62765632e+04 -1.14873186e+05  8.65e+02 5.19e-12  1.27e+01     4s
  13   2.72157147e+04 -8.60438606e+04  5.32e+02 3.66e-12  8.72e+00     4s
  14   1.66371305e+04 -4.99125646e+04  2.07e+02 3.88e-12  4.49e+00     4s
  15   1.17690847e+04 -2.97921593e+04  1.20e+02 2.39e-12  2.71e+00     4s
  16   7.63973780e+03 -1.74105188e+04  6.27e+01 1.33e-12  1.57e+00     4s
  17   4.97755250e+03 -1.03171606e+04  3.17e+01 8.29e-13  9.23e-01     5s
  18   3.88596931e+03 -4.97693778e+03  2.10e+01 4.66e-13  5.35e-01     5s
  19   2.91113931e+03 -3.13636423e+03  1.33e+01 2.92e-13  3.60e-01     5s
  20   1.87917684e+03 -1.28713037e+03  5.76e+00 2.06e-13  1.84e-01     5s
  21   1.32981271e+03 -2.95926249e+02  2.65e+00 1.42e-13  9.36e-02     5s
  22   1.15861859e+03  1.87535911e+02  1.83e+00 1.25e-13  5.61e-02     5s
  23   1.03432894e+03  3.22811404e+02  1.31e+00 2.27e-13  4.10e-02     5s
  24   9.28912195e+02  4.39676776e+02  8.93e-01 1.99e-13  2.81e-02     5s
  25   8.68692882e+02  5.29775292e+02  6.70e-01 1.71e-13  1.95e-02     5s
  26   7.98628602e+02  5.79817495e+02  4.24e-01 1.71e-13  1.26e-02     5s
  27   7.43835940e+02  6.17459504e+02  2.46e-01 2.27e-13  7.26e-03     5s
  28   7.20545643e+02  6.32708964e+02  1.70e-01 1.14e-13  5.05e-03     6s
  29   7.09303564e+02  6.43629064e+02  1.35e-01 3.41e-13  3.79e-03     6s
  30   6.98830311e+02  6.50865323e+02  1.02e-01 1.71e-13  2.77e-03     6s
  31   6.88507407e+02  6.54151286e+02  7.07e-02 2.27e-13  1.98e-03     6s
  32   6.82593470e+02  6.58053911e+02  5.25e-02 2.27e-13  1.42e-03     6s
  33   6.77243533e+02  6.60161961e+02  3.71e-02 2.27e-13  9.89e-04     6s
  34   6.72323351e+02  6.61613072e+02  2.25e-02 1.71e-13  6.19e-04     6s
  35   6.69383419e+02  6.62785687e+02  1.40e-02 2.27e-13  3.82e-04     6s
  36   6.67274670e+02  6.63428155e+02  7.93e-03 1.71e-13  2.22e-04     6s
  37   6.66126650e+02  6.63822457e+02  4.75e-03 2.84e-13  1.33e-04     6s
  38   6.65500043e+02  6.64006247e+02  3.05e-03 2.27e-13  8.64e-05     6s
  39   6.65010646e+02  6.64158104e+02  1.72e-03 1.71e-13  4.93e-05     7s
  40   6.64778539e+02  6.64242679e+02  1.15e-03 2.27e-13  3.11e-05     7s
  41   6.64619282e+02  6.64269061e+02  7.43e-04 2.27e-13  2.04e-05     7s
  42   6.64504627e+02  6.64286052e+02  4.63e-04 1.71e-13  1.27e-05     7s
  43   6.64405965e+02  6.64301206e+02  2.16e-04 2.84e-13  6.08e-06     7s
  44   6.64360730e+02  6.64307226e+02  1.06e-04 2.27e-13  3.10e-06     7s
  45   6.64339384e+02  6.64312298e+02  5.49e-05 3.41e-13  1.57e-06     7s
  46   6.64322414e+02  6.64314808e+02  1.43e-05 1.45e-12  4.40e-07     7s
  47   6.64316426e+02  6.64314964e+02  2.28e-06 3.00e-12  8.37e-08     7s
  48   6.64315250e+02  6.64315083e+02  1.22e-07 7.21e-13  9.30e-09     7s
  49   6.64315133e+02  6.64315100e+02  4.74e-08 7.81e-13  1.80e-09     7s
  50   6.64315102e+02  6.64315102e+02  4.12e-08 2.84e-13  1.46e-11     7s

Barrier solved model in 50 iterations and 7.48 seconds (9.30 work units)
Optimal objective 6.64315102e+02

Crossover log...

  130170 DPushes remaining with DInf 0.0000000e+00                 8s
       0 DPushes remaining with DInf 0.0000000e+00                10s

    6001 PPushes remaining with PInf 2.4792380e-05                10s
       0 PPushes remaining with PInf 0.0000000e+00                10s

  Push phase complete: Pinf 0.0000000e+00, Dinf 2.1072468e-04     10s

Iteration    Objective       Primal Inf.    Dual Inf.      Time
   76484    6.6431510e+02   0.000000e+00   2.107247e-04     10s

Solved with barrier
   76491    6.6431510e+02   0.000000e+00   0.000000e+00     10s

Solved in 76491 iterations and 10.14 seconds (11.57 work units)
Optimal objective  6.643151020e+02 
 
0

Comments

2 comments

Date Votes
  • Maliheh Aramon
    Gurobi Staff Gurobi Staff

    Hi Meijun, 

    Question 2. Why is it that directly running `.lp` files gives me lower objective function values than running the model?

    The models solved via the command line are different from the models solved via the API. You might want to double-check that you are solving the same models.

    • The model solved via the API before adding constraints has 416,621 rows, 302,360 columns and 1,101,412 nonzeros with fingerprint 0x7a8b62a7.
    • The model solved via the command line before adding constraints has 416,983 rows, 299,798 columns, and 1,101,413 nonzeros with fingerprint 0x0354d83d.

    Question 1. What might be the reasons for lowering objective when adding constraints?

    Adding more constraints does not necessarily worsen the objective function. The objective value will change if the new constraints affect the feasible region in a way that excludes the current optimal solution. 

    The optimal objective values of the models without and with the new constraints are 664.347807 and 664.344779, respectively. The values differ at the third decimal digit. Given you have set the FeasibilityTol parameter to a high value of 1e-3, this is not unexpected. 

    Since the smallest coefficient value in your model is in the order of 1e-5, please leave the FeasibilityTol, OptimalityTol, and BarConvTol parameters at default values and solve the models again.

    Best regards,

    Maliheh

    0
  • Meijun Chen
    First Comment
    Gurobi-versary
    First Question

    Dear Maliheh,

    Thanks for your answer! Indeed, when I leave the 3 parameters at default values, the objective value matches with the lp file solution. It might be numerical issues before.

    I'm not sure why the model solved via API is not the identical model in the .lp file. It might be the to_lp() method has done something numerically... For now, it's not the greatest concern though!

    Best,

    Meijun

    0

Please sign in to leave a comment.

Didn't find what you were looking for?

New post