Objective not improving - Primal infeasibility not reducing
AnsweredI have a problem with the performance in finding a solution to a large MILP. In the root simplex phase gurobi does countless iterations without reducing the primal infeasibility or improving the objective. Why is that? I thought that the simplex algorithm never goes back to a basic feasible solution with a worse objective value. Here the solver seems to do random iterations until by chance it finds the optimal solution.
I am happy for any feedback to this problem.
Optimize a model with 131569 rows, 62533 columns and 572013 nonzeros
Variable types: 58073 continuous, 4460 integer (4460 binary)
Coefficient statistics:
Matrix range [4e-03, 1e+04]
Objective range [1e+00, 1e+00]
Bounds range [2e-01, 1e+03]
RHS range [1e+00, 1e+03]
Presolve removed 40263 rows and 16191 columns (presolve time = 7s) ...
Presolve removed 40263 rows and 16191 columns
Presolve time: 7.27s
Presolved: 91306 rows, 46342 columns, 987182 nonzeros
Variable types: 41805 continuous, 4537 integer (4537 binary)
Root simplex log...
Iteration Objective Primal Inf. Dual Inf. Time
0 2.1000000e+02 1.441217e+07 0.000000e+00 8s
12393 2.0871816e+02 2.833885e+05 0.000000e+00 10s
20263 2.0862069e+02 3.558526e+05 0.000000e+00 15s
23067 2.0860051e+02 1.764803e+06 0.000000e+00 20s
25008 2.0858746e+02 1.176700e+07 0.000000e+00 25s
26737 2.0857505e+02 1.110666e+07 0.000000e+00 30s
28846 2.0856352e+02 2.567319e+06 0.000000e+00 35s
30898 2.0855363e+02 7.384742e+05 0.000000e+00 40s
32608 2.0854917e+02 7.334778e+05 0.000000e+00 45s
34318 2.0854434e+02 6.371371e+05 0.000000e+00 50s
36028 2.0854051e+02 1.377399e+06 0.000000e+00 55s
37567 2.0853650e+02 8.216000e+05 0.000000e+00 60s
39277 2.0853214e+02 9.524971e+05 0.000000e+00 65s
40816 2.0852864e+02 6.084486e+05 0.000000e+00 70s
42184 2.0852566e+02 7.580381e+05 0.000000e+00 75s
43723 2.0852261e+02 3.255537e+05 0.000000e+00 80s
45433 2.0851902e+02 4.408791e+05 0.000000e+00 85s
47143 2.0851170e+02 2.771270e+05 0.000000e+00 90s
48511 2.0850926e+02 2.328936e+05 0.000000e+00 95s
50050 2.0850671e+02 2.400313e+05 0.000000e+00 100s
51418 2.0850385e+02 2.533316e+05 0.000000e+00 105s
52957 2.0850074e+02 2.724766e+05 0.000000e+00 110s
54496 2.0849796e+02 8.435737e+05 0.000000e+00 115s
56035 2.0849506e+02 3.546563e+05 0.000000e+00 120s
57574 2.0849260e+02 2.006641e+05 0.000000e+00 125s
58942 2.0848960e+02 3.978009e+05 0.000000e+00 130s
60481 2.0848670e+02 2.005648e+05 0.000000e+00 135s
61849 2.0848343e+02 3.297275e+05 0.000000e+00 141s
63046 2.0848109e+02 3.557842e+05 0.000000e+00 145s
64243 2.0847895e+02 3.566671e+05 0.000000e+00 150s
65440 2.0847715e+02 3.905631e+05 0.000000e+00 155s
66637 2.0847454e+02 6.628961e+05 0.000000e+00 160s
67834 2.0847250e+02 1.993169e+05 0.000000e+00 166s
68860 2.0847110e+02 6.700637e+08 0.000000e+00 171s
70057 2.0846872e+02 5.581647e+05 0.000000e+00 176s
70912 2.0846719e+02 5.925171e+05 0.000000e+00 180s
72109 2.0846463e+02 2.750105e+05 0.000000e+00 185s
73477 2.0846084e+02 4.749103e+05 0.000000e+00 191s
74674 2.0845874e+02 1.638180e+05 0.000000e+00 195s
76042 2.0845594e+02 3.655009e+06 0.000000e+00 200s
77239 2.0845346e+02 1.057698e+06 0.000000e+00 205s
78436 2.0845113e+02 1.968435e+05 0.000000e+00 210s
79633 2.0844921e+02 2.719551e+05 0.000000e+00 215s
81001 2.0844640e+02 2.350015e+07 0.000000e+00 220s
82198 2.0844360e+02 5.862289e+05 0.000000e+00 225s
83224 2.0844192e+02 2.281218e+05 0.000000e+00 230s
84250 2.0844020e+02 1.487681e+05 0.000000e+00 235s
85447 2.0843774e+02 3.848064e+05 0.000000e+00 241s
86302 2.0843636e+02 4.619973e+05 0.000000e+00 246s
87328 2.0843462e+02 2.078412e+05 0.000000e+00 250s
88525 2.0843221e+02 9.376954e+05 0.000000e+00 255s
89722 2.0843035e+02 7.918459e+05 0.000000e+00 260s
90919 2.0842846e+02 2.774760e+05 0.000000e+00 265s
92116 2.0842644e+02 2.371512e+05 0.000000e+00 271s
93142 2.0842466e+02 5.576315e+05 0.000000e+00 275s
94168 2.0842291e+02 2.285679e+05 0.000000e+00 280s
95536 2.0842059e+02 1.590585e+05 0.000000e+00 285s
96904 2.0841810e+02 1.757128e+05 0.000000e+00 291s
98101 2.0841639e+02 2.302871e+05 0.000000e+00 295s
99469 2.0841395e+02 1.803788e+05 0.000000e+00 300s
100837 2.0841023e+02 2.093757e+05 0.000000e+00 306s
102034 2.0840772e+02 1.602515e+05 0.000000e+00 311s
103060 2.0840575e+02 1.481629e+05 0.000000e+00 315s
104257 2.0840394e+02 1.872172e+06 0.000000e+00 321s
105283 2.0840194e+02 4.854360e+05 0.000000e+00 325s
106309 2.0840008e+02 2.758951e+05 0.000000e+00 330s
107335 2.0839858e+02 2.828471e+05 0.000000e+00 335s
108361 2.0839695e+02 2.147447e+05 0.000000e+00 340s
109387 2.0839527e+02 2.352937e+05 0.000000e+00 345s
110584 2.0839341e+02 2.610007e+05 0.000000e+00 351s
111610 2.0839131e+02 6.151269e+05 0.000000e+00 355s
112636 2.0838980e+02 6.962719e+05 0.000000e+00 361s
113662 2.0838823e+02 4.022147e+05 0.000000e+00 366s
114517 2.0838676e+02 1.974110e+05 0.000000e+00 370s
115543 2.0838479e+02 1.229273e+06 0.000000e+00 376s
116569 2.0838346e+02 1.291372e+05 0.000000e+00 381s
117595 2.0838204e+02 3.169968e+05 0.000000e+00 386s
118621 2.0838052e+02 1.405948e+05 0.000000e+00 391s
119476 2.0837941e+02 1.603897e+05 0.000000e+00 395s
120673 2.0837662e+02 2.021028e+05 0.000000e+00 400s
121699 2.0837525e+02 4.360149e+05 0.000000e+00 406s
122554 2.0837367e+02 1.540454e+05 0.000000e+00 410s
123580 2.0837260e+02 4.024240e+05 0.000000e+00 415s
124606 2.0837125e+02 3.185140e+05 0.000000e+00 420s
125632 2.0836979e+02 1.338793e+05 0.000000e+00 425s
126658 2.0836809e+02 1.237201e+06 0.000000e+00 430s
127855 2.0836653e+02 3.787881e+05 0.000000e+00 436s
129052 2.0836476e+02 1.657729e+05 0.000000e+00 440s
130249 2.0836300e+02 7.733654e+05 0.000000e+00 445s
131446 2.0836135e+02 1.756767e+05 0.000000e+00 451s
132301 2.0836028e+02 2.282678e+05 0.000000e+00 455s
133327 2.0835856e+02 1.084480e+06 0.000000e+00 460s
134353 2.0835689e+02 2.490778e+05 0.000000e+00 465s
134866 2.0835612e+02 1.291784e+05 0.000000e+00 472s
135208 2.0835537e+02 7.581849e+05 0.000000e+00 476s
135892 2.0835453e+02 3.809859e+05 0.000000e+00 481s
[...]
348170 2.0654853e+02 1.276087e+05 0.000000e+00 1391s
348851 2.0654834e+02 3.625567e+05 0.000000e+00 1396s
349511 2.0654824e+02 2.709991e+05 0.000000e+00 1401s
350141 2.0654812e+02 1.907376e+04 0.000000e+00 1406s
350801 2.0654798e+02 1.072535e+05 0.000000e+00 1410s
351441 2.0654789e+02 1.058660e+06 0.000000e+00 1416s
352081 2.0654780e+02 1.847376e+04 0.000000e+00 1421s
352711 2.0654777e+02 1.937148e+04 0.000000e+00 1426s
353201 2.0654774e+02 6.380366e+03 0.000000e+00 1430s
353801 2.0654771e+02 1.083904e+04 0.000000e+00 1435s
354401 2.0654768e+02 2.834972e+03 0.000000e+00 1440s
355001 2.0654767e+02 6.962108e+02 0.000000e+00 1445s
355611 2.0654765e+02 1.614347e+02 0.000000e+00 1450s
355802 2.1000000e+02 0.000000e+00 0.000000e+00 1452s
Root relaxation: objective 2.100000e+02, 355802 iterations, 1443.53 seconds
Total elapsed time = 19679.64s
Total elapsed time = 19715.74s
Total elapsed time = 19721.12s
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
* 0 0 0 210.0000000 210.00000 0.00% - 19722s
Explored 0 nodes (614313 simplex iterations) in 19722.49 seconds
Thread count was 4 (of 4 available processors)
Solution count 1: 210
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It looks like the LP relaxation solves in 1443.53 seconds but it gets stuck afterwards. Try setting Degenmoves=0 - see https://www.gurobi.com/documentation/8.1/refman/degenmoves.html
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