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
-
Official comment
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?. -
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
0
Post is closed for comments.
Comments
2 comments