Solve time issues with solution overlap parameter

Hello,

I have a MIP that I recursively re-solve with additional constraints to control the variety of solutions. I do this with a parameter k such that each following solution may only share k elements with the previous solution and so forth, thus a lower k yields a higher variety of solutions than a higher k. I did originally try using solution pools, but the problem was that in this particular problem, each item is pegged to a slot and cosmetic rearrangements of the solution wind up populating most of the pool. Thus, I wasn't able to easily get a variety of solutions like my approach with the k parameter.

The issue is that as the number of solutions grows, the solve time becomes prohibitively long for usage. I experimented with warm-starting Gurobi with the prior solution, but due to the k-overlap constraint, I would get a message that the initial guess is an invalid solution and it would simply start anew and take just as long.

Here's a log of the first solve with no overlap constraints:

Optimize a model with 454 rows, 636 columns and 6989 nonzeros
Variable types: 0 continuous, 636 integer (0 binary)
Variable types: 0 continuous, 636 integer (0 binary)
Coefficient statistics:
Coefficient statistics:
Matrix range [1e+00, 1e+04]
Matrix range [1e+00, 1e+04]
Objective range [6e+00, 4e+01]
Objective range [6e+00, 4e+01]
Bounds range [1e+00, 1e+00]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 4e+04]
RHS range [1e+00, 4e+04]
Presolve removed 112 rows and 57 columns
Presolve removed 112 rows and 57 columns
Presolve time: 0.01s
Presolve time: 0.01s
Presolved: 342 rows, 579 columns, 5227 nonzeros
Presolved: 342 rows, 579 columns, 5227 nonzeros
Variable types: 0 continuous, 579 integer (573 binary)
Variable types: 0 continuous, 579 integer (573 binary)

Root relaxation: objective 1.342604e+02, 116 iterations, 0.00 seconds
Root relaxation: objective 1.342604e+02, 116 iterations, 0.00 seconds

0 0 134.26040 0 11 - 134.26040 - - 0s
0 0 134.26040 0 11 - 134.26040 - - 0s
0 0 133.98727 0 24 - 133.98727 - - 0s
0 0 133.98727 0 24 - 133.98727 - - 0s
0 0 133.96600 0 30 - 133.96600 - - 0s
0 0 133.96600 0 30 - 133.96600 - - 0s
0 0 133.96294 0 29 - 133.96294 - - 0s
0 0 133.96294 0 29 - 133.96294 - - 0s
0 0 133.63167 0 32 - 133.63167 - - 0s
0 0 133.63167 0 32 - 133.63167 - - 0s
0 0 133.62657 0 29 - 133.62657 - - 0s
0 0 133.62657 0 29 - 133.62657 - - 0s
0 0 133.59026 0 34 - 133.59026 - - 0s
0 0 133.59026 0 34 - 133.59026 - - 0s
0 0 133.57669 0 33 - 133.57669 - - 0s
0 0 133.57669 0 33 - 133.57669 - - 0s
0 0 133.57419 0 28 - 133.57419 - - 0s
0 0 133.57419 0 28 - 133.57419 - - 0s
0 0 133.36479 0 38 - 133.36479 - - 0s
0 0 133.36479 0 38 - 133.36479 - - 0s
0 0 133.34444 0 36 - 133.34444 - - 0s
0 0 133.34444 0 36 - 133.34444 - - 0s
0 0 133.30888 0 41 - 133.30888 - - 0s
0 0 133.30888 0 41 - 133.30888 - - 0s
0 0 133.30888 0 44 - 133.30888 - - 0s
0 0 133.30888 0 44 - 133.30888 - - 0s
0 0 133.21187 0 48 - 133.21187 - - 0s
0 0 133.21187 0 48 - 133.21187 - - 0s
0 0 133.20319 0 49 - 133.20319 - - 0s
0 0 133.20319 0 49 - 133.20319 - - 0s
0 0 133.09729 0 47 - 133.09729 - - 0s
0 0 133.09729 0 47 - 133.09729 - - 0s
0 0 133.08628 0 55 - 133.08628 - - 0s
0 0 133.08628 0 55 - 133.08628 - - 0s
0 0 133.05674 0 50 - 133.05674 - - 0s
0 0 133.05674 0 50 - 133.05674 - - 0s
0 0 133.05638 0 53 - 133.05638 - - 0s
0 0 133.05638 0 53 - 133.05638 - - 0s
0 0 133.01550 0 38 - 133.01550 - - 0s
0 0 133.01550 0 38 - 133.01550 - - 0s
0 0 133.00752 0 57 - 133.00752 - - 0s
0 0 133.00752 0 57 - 133.00752 - - 0s
0 0 133.00044 0 51 - 133.00044 - - 0s
0 0 133.00044 0 51 - 133.00044 - - 0s
0 0 132.94045 0 56 - 132.94045 - - 0s
0 0 132.94045 0 56 - 132.94045 - - 0s
0 0 132.92884 0 53 - 132.92884 - - 0s
0 0 132.92884 0 53 - 132.92884 - - 0s
0 0 132.92760 0 55 - 132.92760 - - 0s
0 0 132.92760 0 55 - 132.92760 - - 0s
H 0 0 125.2300000 132.92760 6.15% - 0s
H 0 0 125.2300000 132.92760 6.15% - 0s
0 0 132.91178 0 57 125.23000 132.91178 6.13% - 0s
0 0 132.91178 0 57 125.23000 132.91178 6.13% - 0s
0 0 132.91178 0 57 125.23000 132.91178 6.13% - 0s
0 0 132.91178 0 57 125.23000 132.91178 6.13% - 0s
0 0 132.88077 0 51 125.23000 132.88077 6.11% - 0s
0 0 132.88077 0 51 125.23000 132.88077 6.11% - 0s
0 0 132.88009 0 51 125.23000 132.88009 6.11% - 0s
0 0 132.88009 0 51 125.23000 132.88009 6.11% - 0s
0 0 132.84317 0 52 125.23000 132.84317 6.08% - 0s
0 0 132.84317 0 52 125.23000 132.84317 6.08% - 0s
0 0 132.83714 0 50 125.23000 132.83714 6.07% - 0s
0 0 132.83714 0 50 125.23000 132.83714 6.07% - 0s
0 0 132.82331 0 51 125.23000 132.82331 6.06% - 0s
0 0 132.82331 0 51 125.23000 132.82331 6.06% - 0s
0 0 132.82295 0 59 125.23000 132.82295 6.06% - 0s
0 0 132.82295 0 59 125.23000 132.82295 6.06% - 0s
H 0 0 128.1000000 132.82295 3.69% - 0s
H 0 0 128.1000000 132.82295 3.69% - 0s
0 0 132.79760 0 52 128.10000 132.79760 3.67% - 0s
0 0 132.79760 0 52 128.10000 132.79760 3.67% - 0s
0 0 132.79429 0 57 128.10000 132.79429 3.66% - 0s
0 0 132.79429 0 57 128.10000 132.79429 3.66% - 0s
0 0 132.79351 0 61 128.10000 132.79351 3.66% - 0s
0 0 132.79351 0 61 128.10000 132.79351 3.66% - 0s
0 0 132.70241 0 47 128.10000 132.70241 3.59% - 0s
0 0 132.70241 0 47 128.10000 132.70241 3.59% - 0s
0 0 132.67471 0 55 128.10000 132.67471 3.57% - 0s
0 0 132.67471 0 55 128.10000 132.67471 3.57% - 0s
0 0 132.65292 0 56 128.10000 132.65292 3.55% - 0s
0 0 132.65292 0 56 128.10000 132.65292 3.55% - 0s
0 0 132.65140 0 50 128.10000 132.65140 3.55% - 0s
0 0 132.65140 0 50 128.10000 132.65140 3.55% - 0s
0 0 132.64949 0 56 128.10000 132.64949 3.55% - 0s
0 0 132.64949 0 56 128.10000 132.64949 3.55% - 0s
0 0 132.56110 0 52 128.10000 132.56110 3.48% - 0s
0 0 132.56110 0 52 128.10000 132.56110 3.48% - 0s
0 0 132.54775 0 50 128.10000 132.54775 3.47% - 0s
0 0 132.54775 0 50 128.10000 132.54775 3.47% - 0s
0 0 132.54775 0 51 128.10000 132.54775 3.47% - 0s
0 0 132.54775 0 51 128.10000 132.54775 3.47% - 0s
0 0 132.48633 0 42 128.10000 132.48633 3.42% - 0s
0 0 132.48633 0 42 128.10000 132.48633 3.42% - 0s
0 0 132.44941 0 46 128.10000 132.44941 3.40% - 0s
0 0 132.44941 0 46 128.10000 132.44941 3.40% - 0s
0 0 132.44316 0 51 128.10000 132.44316 3.39% - 0s
0 0 132.44316 0 51 128.10000 132.44316 3.39% - 0s
0 0 132.44316 0 51 128.10000 132.44316 3.39% - 0s
0 0 132.44316 0 51 128.10000 132.44316 3.39% - 0s
0 0 132.38775 0 53 128.10000 132.38775 3.35% - 0s
0 0 132.38775 0 53 128.10000 132.38775 3.35% - 0s
0 0 132.32449 0 51 128.10000 132.32449 3.30% - 0s
0 0 132.32449 0 51 128.10000 132.32449 3.30% - 0s
0 0 132.31483 0 42 128.10000 132.31483 3.29% - 0s
0 0 132.31483 0 42 128.10000 132.31483 3.29% - 0s
0 0 132.31483 0 41 128.10000 132.31483 3.29% - 0s
0 0 132.31483 0 41 128.10000 132.31483 3.29% - 0s
0 0 132.24221 0 34 128.10000 132.24221 3.23% - 0s
0 0 132.24221 0 34 128.10000 132.24221 3.23% - 0s
H 0 0 129.4000000 132.24221 2.20% - 0s
H 0 0 129.4000000 132.24221 2.20% - 0s
0 0 132.21859 0 49 129.40000 132.21859 2.18% - 0s
0 0 132.21859 0 49 129.40000 132.21859 2.18% - 0s
0 0 132.20545 0 48 129.40000 132.20545 2.17% - 0s
0 0 132.20545 0 48 129.40000 132.20545 2.17% - 0s
0 0 132.20545 0 50 129.40000 132.20545 2.17% - 0s
0 0 132.20545 0 50 129.40000 132.20545 2.17% - 0s
0 0 132.18375 0 47 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 47 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 10 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 10 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 24 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 24 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 22 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 22 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 33 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 33 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 36 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 36 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 46 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 46 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 45 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 45 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 44 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 44 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 35 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 35 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 53 129.40000 132.18375 2.15% - 0s
0 0 132.18375 0 53 129.40000 132.18375 2.15% - 0s
0 0 132.17844 0 54 129.40000 132.17844 2.15% - 0s
0 0 132.17844 0 54 129.40000 132.17844 2.15% - 0s
0 0 132.16137 0 53 129.40000 132.16137 2.13% - 0s
0 0 132.16137 0 53 129.40000 132.16137 2.13% - 0s
0 0 132.14470 0 51 129.40000 132.14470 2.12% - 0s
0 0 132.14470 0 51 129.40000 132.14470 2.12% - 0s
0 0 132.14039 0 51 129.40000 132.14039 2.12% - 0s
0 0 132.14039 0 51 129.40000 132.14039 2.12% - 0s
0 0 132.13331 0 50 129.40000 132.13331 2.11% - 0s
0 0 132.13331 0 50 129.40000 132.13331 2.11% - 0s
0 0 132.12804 0 58 129.40000 132.12804 2.11% - 0s
0 0 132.12804 0 58 129.40000 132.12804 2.11% - 0s
0 0 132.12724 0 55 129.40000 132.12724 2.11% - 0s
0 0 132.12724 0 55 129.40000 132.12724 2.11% - 0s
0 0 132.12724 0 55 129.40000 132.12724 2.11% - 0s
0 0 132.12724 0 55 129.40000 132.12724 2.11% - 0s
0 2 132.12724 0 55 129.40000 132.12724 2.11% - 0s
0 2 132.12724 0 55 129.40000 132.12724 2.11% - 0s
H 138 20 129.5900000 131.62082 1.57% 23.7 0s
H 138 20 129.5900000 131.62082 1.57% 23.7 0s

Cutting planes:
Cutting planes:
Gomory: 2
Gomory: 2
Cover: 21
Cover: 21
Clique: 1
Clique: 1
MIR: 21
MIR: 21
StrongCG: 1
StrongCG: 1
GUB cover: 15
GUB cover: 15
Zero half: 1
Zero half: 1
Mod-K: 1
Mod-K: 1

Explored 208 nodes (6359 simplex iterations) in 0.40 seconds
Explored 208 nodes (6359 simplex iterations) in 0.40 seconds
Thread count was 12 (of 12 available processors)
Thread count was 12 (of 12 available processors)

Solution count 4: 129.59 129.4 128.1 125.23
Solution count 4: 129.59 129.4 128.1 125.23

Optimal solution found (tolerance 1.00e-04)
Optimal solution found (tolerance 1.00e-04)
Best objective 1.295900000000e+02, best bound 1.295900000000e+02, gap 0.0000%
Best objective 1.295900000000e+02, best bound 1.295900000000e+02, gap 0.0000%

However, here is the log for the 145th solution:

Optimize a model with 598 rows, 636 columns and 10343 nonzeros
Variable types: 0 continuous, 636 integer (0 binary)
Variable types: 0 continuous, 636 integer (0 binary)
Coefficient statistics:
Coefficient statistics:
Matrix range [1e+00, 1e+04]
Matrix range [1e+00, 1e+04]
Objective range [6e+00, 4e+01]
Objective range [6e+00, 4e+01]
Bounds range [1e+00, 1e+00]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 4e+04]
RHS range [1e+00, 4e+04]
Presolve removed 112 rows and 57 columns
Presolve removed 112 rows and 57 columns
Presolve time: 0.02s
Presolve time: 0.02s
Presolved: 486 rows, 579 columns, 8575 nonzeros
Presolved: 486 rows, 579 columns, 8575 nonzeros
Variable types: 0 continuous, 579 integer (573 binary)
Variable types: 0 continuous, 579 integer (573 binary)

Root relaxation: objective 1.340784e+02, 134 iterations, 0.00 seconds
Root relaxation: objective 1.340784e+02, 134 iterations, 0.00 seconds

0 0 134.07840 0 11 - 134.07840 - - 0s
0 0 134.07840 0 11 - 134.07840 - - 0s
0 0 133.93259 0 21 - 133.93259 - - 0s
0 0 133.93259 0 21 - 133.93259 - - 0s
0 0 133.85000 0 9 - 133.85000 - - 0s
0 0 133.85000 0 9 - 133.85000 - - 0s
0 0 133.85000 0 5 - 133.85000 - - 0s
0 0 133.85000 0 5 - 133.85000 - - 0s
0 0 133.68976 0 26 - 133.68976 - - 0s
0 0 133.68976 0 26 - 133.68976 - - 0s
0 0 133.60845 0 31 - 133.60845 - - 0s
0 0 133.60845 0 31 - 133.60845 - - 0s
0 0 133.60507 0 39 - 133.60507 - - 0s
0 0 133.60507 0 39 - 133.60507 - - 0s
0 0 133.60407 0 39 - 133.60407 - - 0s
0 0 133.60407 0 39 - 133.60407 - - 0s
0 0 133.57196 0 44 - 133.57196 - - 0s
0 0 133.57196 0 44 - 133.57196 - - 0s
0 0 133.56602 0 50 - 133.56602 - - 0s
0 0 133.56602 0 50 - 133.56602 - - 0s
0 0 133.56527 0 54 - 133.56527 - - 0s
0 0 133.56527 0 54 - 133.56527 - - 0s
0 0 133.56507 0 51 - 133.56507 - - 0s
0 0 133.56507 0 51 - 133.56507 - - 0s
0 0 133.45246 0 42 - 133.45246 - - 0s
0 0 133.45246 0 42 - 133.45246 - - 0s
0 0 133.44992 0 54 - 133.44992 - - 0s
0 0 133.44992 0 54 - 133.44992 - - 0s
0 0 133.43458 0 48 - 133.43458 - - 0s
0 0 133.43458 0 48 - 133.43458 - - 0s
0 0 133.42678 0 49 - 133.42678 - - 0s
0 0 133.42678 0 49 - 133.42678 - - 0s
0 0 133.42362 0 53 - 133.42362 - - 0s
0 0 133.42362 0 53 - 133.42362 - - 0s
0 0 133.35882 0 52 - 133.35882 - - 0s
0 0 133.35882 0 52 - 133.35882 - - 0s
0 0 133.31425 0 59 - 133.31425 - - 0s
0 0 133.31425 0 59 - 133.31425 - - 0s
0 0 133.30892 0 58 - 133.30892 - - 0s
0 0 133.30892 0 58 - 133.30892 - - 0s
0 0 133.30863 0 59 - 133.30863 - - 0s
0 0 133.30863 0 59 - 133.30863 - - 0s
0 0 133.12048 0 61 - 133.12048 - - 0s
0 0 133.12048 0 61 - 133.12048 - - 0s
0 0 133.09187 0 57 - 133.09187 - - 0s
0 0 133.09187 0 57 - 133.09187 - - 0s
0 0 133.09187 0 57 - 133.09187 - - 0s
0 0 133.09187 0 57 - 133.09187 - - 0s
0 0 133.03783 0 63 - 133.03783 - - 0s
0 0 133.03783 0 63 - 133.03783 - - 0s
0 0 133.02969 0 65 - 133.02969 - - 0s
0 0 133.02969 0 65 - 133.02969 - - 0s
0 0 133.02969 0 65 - 133.02969 - - 0s
0 0 133.02969 0 65 - 133.02969 - - 0s
0 0 132.99712 0 65 - 132.99712 - - 0s
0 0 132.99712 0 65 - 132.99712 - - 0s
0 0 132.96985 0 65 - 132.96985 - - 0s
0 0 132.96985 0 65 - 132.96985 - - 0s
0 0 132.96839 0 69 - 132.96839 - - 0s
0 0 132.96839 0 69 - 132.96839 - - 0s
0 0 132.96822 0 72 - 132.96822 - - 0s
0 0 132.96822 0 72 - 132.96822 - - 0s
0 0 132.93795 0 63 - 132.93795 - - 0s
0 0 132.93795 0 63 - 132.93795 - - 0s
0 0 132.93702 0 66 - 132.93702 - - 0s
0 0 132.93702 0 66 - 132.93702 - - 0s
0 0 132.93637 0 70 - 132.93637 - - 0s
0 0 132.93637 0 70 - 132.93637 - - 0s
0 0 132.93502 0 72 - 132.93502 - - 0s
0 0 132.93502 0 72 - 132.93502 - - 0s
0 0 132.92567 0 58 - 132.92567 - - 0s
0 0 132.92567 0 58 - 132.92567 - - 0s
0 0 132.92338 0 66 - 132.92338 - - 0s
0 0 132.92338 0 66 - 132.92338 - - 0s
0 0 132.92338 0 67 - 132.92338 - - 0s
0 0 132.92338 0 67 - 132.92338 - - 0s
0 0 132.92035 0 70 - 132.92035 - - 0s
0 0 132.92035 0 70 - 132.92035 - - 0s
0 0 132.92035 0 70 - 132.92035 - - 0s
0 0 132.92035 0 70 - 132.92035 - - 0s
0 0 132.92035 0 66 - 132.92035 - - 0s
0 0 132.92035 0 66 - 132.92035 - - 0s
0 2 132.92035 0 66 - 132.92035 - - 0s
0 2 132.92035 0 66 - 132.92035 - - 0s
4909 1362 124.74267 28 46 - 128.39550 - 22.5 5s
4909 1362 124.74267 28 46 - 128.39550 - 22.5 5s
30532 5260 114.16815 34 28 - 122.79051 - 28.8 10s
30532 5260 114.16815 34 28 - 122.79051 - 28.8 10s
H40003 4965 109.6700000 120.85154 10.2% 28.9 11s
H40003 4965 109.6700000 120.85154 10.2% 28.9 11s
53240 1220 cutoff 43 109.67000 115.87500 5.66% 27.6 15s
53240 1220 cutoff 43 109.67000 115.87500 5.66% 27.6 15s

Cutting planes:
Cutting planes:
Gomory: 3
Gomory: 3
Cover: 14
Cover: 14
Clique: 16
Clique: 16
MIR: 6
MIR: 6
Flow cover: 59
Flow cover: 59
GUB cover: 24
GUB cover: 24
Inf proof: 1
Inf proof: 1
Zero half: 13
Zero half: 13

Explored 55413 nodes (1522483 simplex iterations) in 15.82 seconds
Explored 55413 nodes (1522483 simplex iterations) in 15.82 seconds
Thread count was 12 (of 12 available processors)
Thread count was 12 (of 12 available processors)

Solution count 1: 109.67
Solution count 1: 109.67

Optimal solution found (tolerance 1.00e-04)
Optimal solution found (tolerance 1.00e-04)
Best objective 1.096700000000e+02, best bound 1.096700000000e+02, gap 0.0000%
Best objective 1.096700000000e+02, best bound 1.096700000000e+02, gap 0.0000%

Maybe this can't be improved, but any suggestions or pointers to improve this if possible would be greatly appreciated. And if anything is unclear, please let me know so I can clarify.

Thanks,
Curt

Official comment

Simranjit Kaur

Gurobi Staff

December 06, 2024 00:59

This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.

Jakob Schelbert

May 06, 2019 09:53

Hi Curt,

If I understand "cosmetic variations" correctly I'd have a look at symmetry breaking constraints. Maybe this helps you to get solutions that are really different from a functional point of view.

I also noticed that you start with integer variables but gurobi is able to convert almost all of them to binary ones. Maybe you can have a look at your model and check if you can reformulate it a bit using only binary variables.

How do you model the variety of the solution using the parameter k? I could think of some ways but it would be nice to hear your approach.

Daniel Espinoza

May 06, 2019 13:46

One question, I guess that the constraints that you are adding are of the form:

sum(|x_i-x'_i| : i in important set) >= k

where x_i are binary? or are you dealing with integer variables as well? The short snippet of log you share don't point to obviously large coefficients either... but it could be that you have a lot of epsilon-similar coefficients? Now, if you are forbidding previous solutions, then warm-start has very little chance of helping (as the previous solution would be infeasible by design), now, if you do have a feasible solution for each successive iteration, that should help

Let me know if this helps

C W

May 07, 2019 00:29
Edited

Hey Daniel,

Yes, your assessment that the x_i variables are binary is correct and no I'm not dealing with integer variables at all.

I'm not quite sure what epsilon similar coefficients are - can you explain? I could actually post the MIP if that would help - should I do that? If epsilon similar means the coefficients pertaining to the x_i's are similar below some epsilon, I would say that the coefficients range from 6-12 with indeed some of the coefficients being very close (e.g. maybe 9.5 and 9.6).

Unfortunately, I don't have a feasible solution to aid with warm start, only the prior and now invalid solution.

What type of Gurobi parameters would you suggest tuning in this scenario, if any?

May 07, 2019 08:40

If I'm not mistaken, you could use a partial (old) solution and try to feed it to gurobi as a start solution. Maybe your knowledge can help you to decide which variables should be the same as in the old solution and which ones you set to undefined. If this is not possible maybe just randomized selection of variables might sill be possible.

A concrete example is always beneficial, so if you can post an example here, it would be great.

A difference of 0.1 should pose no problem. Note that relative numbers are more relevant for tolerances than absolute ones.

May 07, 2019 14:17

What I mean is that you can have constraints like

x1 + x2 <= 1

1.00001x1 + 0.99999x2 >= 1.00001

which by themselves are fine.... but where they induce a very thin feasible region (and a large condition number for the system of equations). Now, if you are talking 9.5 and 9.6 as coefficients for same variables.... that shouldn't be too bad. As Jacob also suggested, giving some incomplete mip-starts and/or a trivially valid (but never optimal) solution to start with should also help. Finally, for tuning, there is the tuning tool grbtune still, please spend some time reading the guide about tuning.

Daniel

Solve time issues with solution overlap parameter

Comments

Didn't find what you were looking for?