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Gurobi finds non-optimal results for different solution paths

Answered
Julian Waßmann
  • First Comment
  • First Question

Hello,

I've encountered a problem with Gurobi finding an optimum that is far off from the correct optimum. The optimization model is a MIP with convex quadratic constraints.

The issue seems to be that Gurobi has a wrong BestBd value. This leads to Gurobi terminating early with a wrong optimum (~3826). The correct optimum would be ~5663.

Take a look at the MIP Log:
By manually fixing some binary variables to their optimal results, Gurobi finds the correct optimum.

Interestingly, when Gurobi takes a different solution path (e.g. different Parameters or Seed), then the correct optimum is found sometimes. To my understanding, a different solution path affects the performance, but it should not result in a different optimum (except MIP Gap > 0). In my case, a different Seed value brings up a solution with binary variables at different values for each solution.

Testing the model (.lp files)
Unfixed (non-optimal): https://drive.google.com/file/d/1YTpS2aq5W7IjrmZHdq4y8Egfp8vWGmi2/view?usp=sharing 
Fixed (optimal): https://drive.google.com/file/d/1zF_nNkq4jXc-sXE3CBhztM2iVN0wifKt/view?usp=sharing 

Keep in mind that when testing the model on a different machine, the issue might not appear (because of a different solution path).

Version:
Gurobi Optimizer version 11.0.3 build v11.0.3rc0 (win64 - Windows 11.0 (22631.2))

Any help or comments are welcome. What might be causing this? A potential bug in Gurobi? Problems with the model formulation? Or is the behavior expected? Has anyone ideas for further investigation?

Thanks a lot!
- Julian

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Comments

4 comments

Date Votes
  • David Torres Sanchez
    • Gurobi Staff Gurobi Staff

    Hi Julian,

    Thanks for all the info! We will take a look.

    Cheers, 
    David

    0
  • David Torres Sanchez
    • Gurobi Staff Gurobi Staff

    Hi Julian,

    We have identified the cause and will fix it in a future release.

    Cheers, 
    David

    0
  • Julian Waßmann
    • First Comment
    • First Question

    Hi David,

    Thank you for the investigation. Looking forward for the fix.

    - Julian

    0
  • David Torres Sanchez
    • Gurobi Staff Gurobi Staff

    Hi Julian,

    We have released Gurobi 12.0 which includes a fix for this bug.

    I have already tested it again on this model but please feel free to download and test it.

    Cheers, 
    David

    0

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