Potential Numerical Issue in MIP Solving
AnsweredHi,
For this mip instance https://gist.github.com/zxt5/91ffce317628c924ddfa39762cfa5cd5 ,
gurobi returns with objective value `772.64..` by default, which is the same as other reference solvers.
But if setting parameters `ScaleFlag=1` and `NodeMethod=2`, gurobi returns with `798.22..`
Is this inconsistency expected? I am using 12.0.1 on Linux.
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Gurobi Staff
Hi Xintong Zhou,
Could you also provide a Gurobi Log showing this situation?
Thanks,
Ryuta0 -
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$> gurobi_cl seed.lp Set parameter Username Set parameter LicenseID to value 2648392 Set parameter LogFile to value "gurobi.log" Using license file /home/x27zhou/gurobi.lic Academic license - for non-commercial use only - expires 2026-04-07 Gurobi Optimizer version 12.0.1 build v12.0.1rc0 (linux64 - "Ubuntu 20.04.5 LTS") Copyright (c) 2025, Gurobi Optimization, LLC Read LP format model from file seed.lp Reading time = 0.01 seconds OBJ: 202 rows, 15 columns, 3030 nonzeros Using Gurobi shared library /home/x27zhou/solvers/gurobi/gurobi1201/linux64/lib/libgurobi.so.12.0.1 CPU model: AMD Ryzen 9 7950X 16-Core Processor, instruction set [SSE2|AVX|AVX2|AVX512] Thread count: 16 physical cores, 32 logical processors, using up to 32 threads Optimize a model with 202 rows, 15 columns and 3030 nonzeros Model fingerprint: 0x9866a569 Variable types: 8 continuous, 7 integer (0 binary) Coefficient statistics: Matrix range [3e-02, 1e+02] Objective range [9e+00, 1e+02] Bounds range [2e+02, 2e+02] RHS range [1e+01, 5e+03] Presolve time: 0.00s Presolved: 202 rows, 15 columns, 3030 nonzeros Variable types: 8 continuous, 7 integer (0 binary) Root relaxation: objective 7.327768e+02, 34 iterations, 0.00 seconds (0.00 work units) Nodes | Current Node | Objective Bounds | Work Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time 0 0 732.77678 0 7 - 732.77678 - - 0s H 0 0 813.3720500 732.77678 9.91% - 0s H 0 0 798.2203792 732.77678 8.20% - 0s H 0 0 772.6490167 732.77678 5.16% - 0s Cutting planes: Gomory: 3 Explored 1 nodes (34 simplex iterations) in 0.25 seconds (0.03 work units) Thread count was 32 (of 32 available processors) Solution count 3: 772.649 798.22 813.372 Optimal solution found (tolerance 1.00e-04) Best objective 7.726490166923e+02, best bound 7.726490166923e+02, gap 0.0000% $> $> $> $> gurobi_cl ScaleFlag=1 NodeMethod=2 seed.lp Set parameter Username Set parameter LicenseID to value 2648392 Set parameter ScaleFlag to value 1 Set parameter NodeMethod to value 2 Set parameter LogFile to value "gurobi.log" Using license file /home/x27zhou/gurobi.lic Academic license - for non-commercial use only - expires 2026-04-07 Gurobi Optimizer version 12.0.1 build v12.0.1rc0 (linux64 - "Ubuntu 20.04.5 LTS") Copyright (c) 2025, Gurobi Optimization, LLC Read LP format model from file seed.lp Reading time = 0.01 seconds OBJ: 202 rows, 15 columns, 3030 nonzeros Using Gurobi shared library /home/x27zhou/solvers/gurobi/gurobi1201/linux64/lib/libgurobi.so.12.0.1 CPU model: AMD Ryzen 9 7950X 16-Core Processor, instruction set [SSE2|AVX|AVX2|AVX512] Thread count: 16 physical cores, 32 logical processors, using up to 32 threads Non-default parameters: ScaleFlag 1 NodeMethod 2 Optimize a model with 202 rows, 15 columns and 3030 nonzeros Model fingerprint: 0x9866a569 Variable types: 8 continuous, 7 integer (0 binary) Coefficient statistics: Matrix range [3e-02, 1e+02] Objective range [9e+00, 1e+02] Bounds range [2e+02, 2e+02] RHS range [1e+01, 5e+03] Presolve time: 0.00s Presolved: 202 rows, 15 columns, 3030 nonzeros Variable types: 8 continuous, 7 integer (0 binary) Root relaxation: objective 7.327768e+02, 34 iterations, 0.00 seconds (0.00 work units) Nodes | Current Node | Objective Bounds | Work Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time 0 0 732.77678 0 7 - 732.77678 - - 0s H 0 0 813.3720500 732.77678 9.91% - 0s H 0 0 798.2203792 732.77678 8.20% - 0s 0 0 740.73595 0 5 798.22038 740.73595 7.20% - 0s 0 0 741.89681 0 6 798.22038 741.89681 7.06% - 0s 0 0 742.06816 0 6 798.22038 742.06816 7.03% - 0s 0 0 743.23671 0 6 798.22038 743.23671 6.89% - 0s 0 0 743.88998 0 6 798.22038 743.88998 6.81% - 0s 0 0 744.63660 0 6 798.22038 744.63660 6.71% - 0s 0 0 744.75251 0 6 798.22038 744.75251 6.70% - 0s 0 0 744.75251 0 6 798.22038 744.75251 6.70% - 0s 0 2 744.75251 0 6 798.22038 744.75251 6.70% - 0s Cutting planes: Gomory: 7 Explored 51 nodes (310 simplex iterations) in 1.81 seconds (0.71 work units) Thread count was 32 (of 32 available processors) Solution count 2: 798.22 813.372 Optimal solution found (tolerance 1.00e-04) Best objective 7.982203791672e+02, best bound 7.982203791672e+02, gap 0.0000%0 -
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Thank you for sharing your logs! I will take a look.
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Hi Xintong Zhou,
Gurobi 12.0.2 was recently released and I am consistently getting a result of “772.64..” on my machine(win/Linux) with ver. 12.0.1/12.0.2 using your parameters with 10000 seeds. The latest version may improve the situation on your side.
Regarding parameter settings, NodeMethod=2 appears to slow down the execution speed of this model. As noted in this section, this parameter rarely contributes to speedup, and it is recommended that this parameter be set to default for models like this one, which will not be speeded up.
Thanks,
Ryuta0 -
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Hi,
I just tried 12.0.2, and I can get the correct solution. While 12.0.1 still gives the wrong answer on my machine.
Thanks for your reply anyway! I will use the newest release.
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