how to spped up gurobi with SOCP?
I am working on numerical work by solving a model with SOCP(second-order conic programming) constraints. it takes a lot of time to solve it (pls see attached code for details), do you have any efficient suggestions to handle this? speedup the solving process? thanks
command-line record:
Calling Gurobi 7.52: 41096 variables, 22347 equality constraints
------------------------------------------------------------
NOTE: custom settings have been set for this solver.
------------------------------------------------------------
Gurobi optimizer, licensed to CVX for CVX
Academic license - for non-commercial use only
Optimize a model with 22347 rows, 41096 columns and 123826 nonzeros
Model has 112 quadratic constraints
Variable types: 32623 continuous, 8473 integer (8473 binary)
Coefficient statistics:
Matrix range [2e-02, 4e+04]
QMatrix range [1e+00, 1e+00]
Objective range [3e-01, 9e+04]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 6e+02]
Presolve removed 3725 rows and 24652 columns
Presolve time: 0.55s
Presolved: 18650 rows, 16444 columns, 127583 nonzeros
Variable types: 9424 continuous, 7020 integer (7020 binary)
Deterministic concurrent LP optimizer: primal and dual simplex
Showing first log only...
Presolve removed 476 rows and 245 columns
Presolved: 18174 rows, 16199 columns, 112022 nonzeros
Presolve removed 1176 rows and 91 columns
Root simplex log...
Iteration Objective Primal Inf. Dual Inf. Time
19003 5.4904620e+05 0.000000e+00 4.244017e+06 5s
Concurrent spin time: 0.15s
Solved with dual simplex
Root relaxation: objective 4.675206e+05, 18923 iterations, 4.51 seconds
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 467520.576 0 1390 - 467520.576 - - 5s
0 0 944900.769 0 1506 - 944900.769 - - 8s
0 0 945848.157 0 1506 - 945848.157 - - 8s
0 0 962485.952 0 1515 - 962485.952 - - 10s
0 0 963869.995 0 1488 - 963869.995 - - 21s
0 0 965526.284 0 1478 - 965526.284 - - 23s
0 0 966557.076 0 1428 - 966557.076 - - 23s
0 0 967606.994 0 1432 - 967606.994 - - 25s
0 0 968601.027 0 1423 - 968601.027 - - 25s
0 0 969674.051 0 1413 - 969674.051 - - 27s
0 0 970480.355 0 1290 - 970480.355 - - 27s
0 0 971017.406 0 1282 - 971017.406 - - 29s
0 0 976315.103 0 1118 - 976315.103 - - 30s
0 0 976812.611 0 1121 - 976812.611 - - 32s
0 0 976896.147 0 1125 - 976896.147 - - 32s
0 0 977304.293 0 1144 - 977304.293 - - 34s
0 0 977461.341 0 1165 - 977461.341 - - 34s
0 0 977690.965 0 1038 - 977690.965 - - 37s
0 0 977690.965 0 1038 - 977690.965 - - 37s
H 0 0 3338415.5920 977690.965 70.7% - 39s
H 0 0 3233433.3582 977690.965 69.8% - 45s
0 2 977690.965 0 1038 3233433.36 977690.965 69.8% - 46s
15 24 978259.828 4 1032 3233433.36 977799.604 69.8% 906 50s
H 31 36 3231886.1517 978261.509 69.7% 789 52s
H 33 37 3231638.6087 978261.509 69.7% 747 52s
H 34 37 3228670.5266 978261.509 69.7% 725 52s
H 35 38 3202681.0690 978261.509 69.5% 705 52s
61 63 978777.400 9 977 3202681.07 978261.509 69.5% 474 55s
H 80 80 3199464.3592 978261.509 69.4% 486 56s
165 165 978789.687 27 963 3199464.36 978261.509 69.4% 299 60s
279 280 985061.945 36 940 3199464.36 978261.509 69.4% 247 65s
373 373 983388.529 42 880 3199464.36 978261.509 69.4% 229 71s
H 451 450 3199377.8348 978261.509 69.4% 244 76s
516 517 986721.563 60 742 3199377.83 978261.509 69.4% 247 80s
657 655 986726.656 70 748 3199377.83 978261.509 69.4% 246 87s
706 710 986729.751 75 751 3199377.83 978261.509 69.4% 252 90s
H 724 727 3199375.6896 978261.509 69.4% 255 90s
H 740 741 3190943.8289 978261.509 69.3% 258 90s
884 885 987920.003 97 701 3190943.83 978261.509 69.3% 252 96s
H 899 898 3190939.0921 978261.509 69.3% 251 97s
934 930 987946.813 98 705 3190939.09 978261.509 69.3% 250 104s
979 976 988158.892 105 707 3190939.09 978261.509 69.3% 249 106s
H 987 984 3176404.8013 978261.509 69.2% 250 106s
H 1024 1005 3107708.3155 978261.509 68.5% 246 106s
H 1026 1021 3024928.0762 978261.509 67.7% 246 106s
H 1087 1058 2944308.0324 978261.509 66.8% 248 109s
1100 1093 1006863.30 116 667 2944308.03 978261.509 66.8% 247 112s
1307 1282 1003869.40 118 661 2944308.03 978261.509 66.8% 231 116s
H 1381 1337 2921200.4112 978261.509 66.5% 228 116s
H 1468 1394 2917340.1186 978261.509 66.5% 218 118s
1525 1435 1008517.72 120 619 2917340.12 978261.509 66.5% 218 120s
H 1589 1478 2888192.3671 978261.509 66.1% 227 123s
1639 1526 1198377.45 124 373 2888192.37 978261.509 66.1% 227 127s
1754 1632 1453710.93 128 307 2888192.37 978261.509 66.1% 225 131s
H 1915 1782 2888191.3813 978261.509 66.1% 232 134s
H 1946 1815 2888190.2033 978261.509 66.1% 231 134s
1950 1821 2054290.06 139 296 2888190.20 978261.509 66.1% 232 138s
H 1975 1815 2874430.1821 978261.509 66.0% 233 138s
H 2060 1895 2867575.1021 978261.509 65.9% 232 138s
H 2120 1967 2867569.7267 978261.509 65.9% 231 142s
H 2253 2072 2837506.6364 978261.509 65.5% 220 142s
2370 2185 2616596.66 201 119 2837506.64 978261.509 65.5% 220 147s
H 2572 2342 2810798.4656 978261.509 65.2% 208 147s
H 2649 2380 2773958.2513 978261.509 64.7% 208 147s
2650 2384 cutoff 246 2773958.25 978263.172 64.7% 208 151s
H 2726 2404 2762864.1210 978568.726 64.6% 205 151s
H 2786 2457 2759786.0069 978568.726 64.5% 203 151s
2926 2596 982254.604 7 888 2759786.01 978568.726 64.5% 199 156s
H 2937 2602 2759682.2309 978568.726 64.5% 200 156s
H 3026 2589 2729876.6410 978568.726 64.2% 199 156s
3042 2603 986731.143 77 1038 2729876.64 978568.726 64.2% 200 209s
3044 2604 2698409.09 134 978 2729876.64 978568.726 64.2% 200 222s
3045 2605 1738015.43 210 869 2729876.64 978568.726 64.2% 199 230s
3046 2606 1825952.80 203 890 2729876.64 979500.477 64.1% 199 236s
3047 2606 990192.145 50 854 2729876.64 983583.558 64.0% 199 245s
3048 2607 1542917.38 185 835 2729876.64 987167.242 63.8% 199 252s
3049 2608 1671546.75 244 810 2729876.64 988318.889 63.8% 199 260s
3050 2608 1035295.14 172 847 2729876.64 988883.160 63.8% 199 265s
3051 2609 990202.433 52 809 2729876.64 990202.433 63.7% 199 278s
3052 2610 990716.982 90 796 2729876.64 990716.982 63.7% 199 284s
3053 2610 1940878.43 239 765 2729876.64 991494.717 63.7% 199 291s
3054 2611 993864.035 61 789 2729876.64 993864.035 63.6% 199 296s
3055 2612 995409.539 45 741 2729876.64 995409.539 63.5% 199 303s
3056 2612 1490634.81 170 726 2729876.64 999379.285 63.4% 199 313s
3057 2613 1940611.35 209 699 2729876.64 1000492.01 63.4% 199 319s
3058 2614 1006427.39 118 720 2729876.64 1000655.44 63.3% 199 323s
3059 2614 1203283.86 50 697 2729876.64 1001656.90 63.3% 199 332s
3060 2615 1415061.99 62 721 2729876.64 1001849.84 63.3% 198 336s
3061 2616 1464908.09 107 690 2729876.64 1002506.39 63.3% 198 347s
3062 2616 1003056.69 77 719 2729876.64 1003056.69 63.3% 198 351s
3063 2617 1081837.43 159 695 2729876.64 1004024.11 63.2% 198 362s
3064 2618 2698409.09 134 729 2729876.64 1004242.21 63.2% 198 365s
3065 2618 1738015.43 210 690 2729876.64 1005013.79 63.2% 198 372s
3066 2619 1825952.80 203 723 2729876.64 1005559.21 63.2% 198 376s
3067 2620 1006558.12 50 701 2729876.64 1006558.12 63.1% 198 383s
3068 2620 1542917.38 185 727 2729876.64 1006885.06 63.1% 198 389s
3069 2621 1671546.75 244 660 2729876.64 1009037.53 63.0% 198 403s
3070 2622 1035295.14 172 689 2729876.64 1009304.03 63.0% 198 407s
3071 2622 1010151.52 52 673 2729876.64 1010151.52 63.0% 198 412s
3072 2623 1010343.82 90 713 2729876.64 1010343.82 63.0% 198 415s
3073 2624 1940878.43 239 683 2729876.64 1011014.70 63.0% 198 424s
3074 2624 1011210.75 61 730 2729876.64 1011210.75 63.0% 198 427s
3075 2625 1011857.72 45 703 2729876.64 1011857.72 62.9% 197 432s
3076 2626 1490634.81 170 730 2729876.64 1012080.83 62.9% 197 436s
3077 2626 1940611.35 209 705 2729876.64 1012438.97 62.9% 197 441s
3079 2628 1203283.86 50 688 2729876.64 1013194.04 62.9% 197 449s
3080 2628 1415061.99 62 716 2729876.64 1013294.58 62.9% 197 453s
3081 2629 1464908.09 107 689 2729876.64 1013555.36 62.9% 197 457s
3082 2630 1013686.58 77 722 2729876.64 1013686.58 62.9% 197 460s
3083 2630 1081837.43 159 706 2729876.64 1013905.37 62.9% 197 465s
3085 2632 1738015.43 210 704 2729876.64 1014203.10 62.8% 197 473s
3086 2632 1825952.80 203 711 2729876.64 1014259.52 62.8% 197 476s
3087 2633 1014634.71 50 694 2729876.64 1014634.71 62.8% 197 482s
3088 2634 1542917.38 185 711 2729876.64 1014739.44 62.8% 197 485s
3089 2634 1671546.75 244 690 2729876.64 1015032.45 62.8% 197 490s
3091 2636 1015416.18 52 707 2729876.64 1015416.18 62.8% 196 499s
3092 2636 1015484.77 90 722 2729876.64 1015484.77 62.8% 196 503s
3093 2637 1940878.43 239 679 2729876.64 1015685.74 62.8% 196 516s
3094 2638 1015726.58 61 705 2729876.64 1015726.58 62.8% 196 520s
3095 2638 1016225.13 45 686 2729876.64 1016225.13 62.8% 196 525s
3097 2640 1940611.35 209 705 2729876.64 1016385.62 62.8% 196 533s
3098 2640 1016438.07 118 709 2729876.64 1016438.07 62.8% 196 537s
3099 2641 1203283.86 50 703 2729876.64 1016590.52 62.8% 196 542s
3100 2642 1415061.99 62 721 2729876.64 1016681.90 62.8% 196 546s
3101 2642 1464908.09 107 697 2729876.64 1017136.33 62.7% 196 551s
3102 2643 1017375.15 77 721 2729876.64 1017375.15 62.7% 196 555s
3103 2644 1081837.43 159 706 2729876.64 1017646.68 62.7% 196 560s
3105 2645 1738015.43 210 702 2729876.64 1017940.11 62.7% 196 569s
3106 2646 1825952.80 203 722 2729876.64 1018029.03 62.7% 196 573s
3107 2646 1018178.62 50 710 2729876.64 1018178.62 62.7% 195 577s
3108 2647 1542917.38 185 724 2729876.64 1018206.08 62.7% 195 581s
3109 2648 1671546.75 244 722 2729876.64 1018430.02 62.7% 195 587s
3110 2648 1035295.14 172 731 2729876.64 1018509.62 62.7% 195 591s
3111 2649 1018599.20 52 720 2729876.64 1018599.20 62.7% 195 596s
3112 2650 1018647.69 90 726 2729876.64 1018647.69 62.7% 195 600s
3113 2650 1940878.43 239 719 2729876.64 1018731.68 62.7% 195 605s
3115 2652 1018851.80 45 715 2729876.64 1018851.80 62.7% 195 613s
3116 2652 1490634.81 170 734 2729876.64 1018881.71 62.7% 195 617s
3117 2653 1940611.35 209 711 2729876.64 1019192.62 62.7% 195 621s
3118 2654 1019232.92 118 714 2729876.64 1019232.92 62.7% 195 625s
3119 2654 1203283.86 50 703 2729876.64 1019378.27 62.7% 195 630s
3121 2656 1464908.09 107 706 2729876.64 1019522.96 62.7% 195 638s
3122 2656 1019552.58 77 725 2729876.64 1019552.58 62.7% 195 642s
3123 2657 1081837.43 159 725 2729876.64 1019688.24 62.6% 194 648s
3124 2658 2698409.09 134 745 2729876.64 1019701.51 62.6% 194 651s
3125 2658 1738015.43 210 716 2729876.64 1019922.73 62.6% 194 657s
3126 2659 1825952.80 203 742 2729876.64 1019978.28 62.6% 194 661s
3127 2660 1020360.94 50 709 2729876.64 1020360.94 62.6% 194 667s
3128 2660 1542917.38 185 721 2729876.64 1020520.59 62.6% 194 671s
3129 2661 1671546.75 244 722 2729876.64 1020812.38 62.6% 194 677s
3130 2662 1035295.14 172 734 2729876.64 1020882.79 62.6% 194 681s
3131 2662 1021024.05 52 732 2729876.64 1021024.05 62.6% 194 686s
3132 2663 1021108.09 90 738 2729876.64 1021108.09 62.6% 194 690s
3133 2664 1940878.43 239 712 2729876.64 1021492.34 62.6% 194 696s
3134 2664 1021611.18 61 723 2729876.64 1021611.18 62.6% 194 701s
3135 2665 1021766.58 45 710 2729876.64 1021766.58 62.6% 194 707s
3136 2666 1490634.81 170 722 2729876.64 1021830.01 62.6% 194 710s
3137 2666 1940611.35 209 703 2729876.64 1022239.11 62.6% 194 717s
3138 2667 1022327.14 118 732 2729876.64 1022327.14 62.6% 194 721s
3139 2668 1203283.86 50 712 2729876.64 1022682.33 62.5% 193 727s
3140 2668 1415061.99 62 741 2729876.64 1022818.26 62.5% 193 731s
3141 2669 1464908.09 107 736 2729876.64 1023045.83 62.5% 193 738s
3142 2670 1023086.74 77 753 2729876.64 1023086.74 62.5% 193 742s
3143 2670 1081837.43 159 697 2729876.64 1023234.72 62.5% 193 747s
3144 2671 2698409.09 134 711 2729876.64 1023320.38 62.5% 193 752s
3145 2672 1738015.43 210 675 2729876.64 1023728.00 62.5% 193 759s
3146 2672 1825952.80 203 689 2729876.64 1023832.88 62.5% 193 762s
3147 2673 1024061.46 50 676 2729876.64 1024061.46 62.5% 193 767s
3148 2674 1542917.38 185 697 2729876.64 1024149.19 62.5% 193 771s
3149 2674 1671546.75 244 674 2729876.64 1024300.29 62.5% 193 776s
3150 2675 1035295.14 172 679 2729876.64 1024398.00 62.5% 193 781s
3151 2676 1024684.72 52 678 2729876.64 1024684.72 62.5% 193 786s
3152 2676 1024740.63 90 704 2729876.64 1024740.63 62.5% 193 790s
3153 2677 1940878.43 239 676 2729876.64 1024812.50 62.5% 193 806s
3154 2678 1024871.18 61 679 2729876.64 1024871.18 62.5% 193 810s
3155 2678 1024930.66 45 689 2729876.64 1024930.66 62.5% 192 815s
3157 2680 1940611.35 209 692 2729876.64 1025120.00 62.4% 192 824s
3158 2680 1025286.39 118 694 2729876.64 1025286.39 62.4% 192 828s
3159 2681 1203283.86 50 697 2729876.64 1025360.42 62.4% 192 833s
3160 2682 1415061.99 62 703 2729876.64 1025401.55 62.4% 192 837s
3161 2682 1464908.09 107 707 2729876.64 1025447.52 62.4% 192 842s
3162 2683 1025478.60 77 716 2729876.64 1025478.60 62.4% 192 846s
3163 2684 1081837.43 159 704 2729876.64 1025719.57 62.4% 192 851s
3164 2684 2698409.09 134 684 2729876.64 1025830.14 62.4% 192 865s
3165 2685 1738015.43 210 680 2729876.64 1025945.37 62.4% 192 871s
3166 2686 1825952.80 203 714 2729876.64 1025978.68 62.4% 192 875s
3167 2686 1026134.87 50 692 2729876.64 1026134.87 62.4% 192 880s
3169 2688 1671546.75 244 703 2729876.64 1026451.63 62.4% 192 890s
3171 2689 1026721.58 52 696 2729876.64 1026721.58 62.4% 192 900s
3173 2690 1940878.43 239 707 2729876.64 1026933.54 62.4% 191 909s
3174 2691 1027115.99 61 718 2729876.64 1027115.99 62.4% 191 914s
3175 2692 1027408.83 45 713 2729876.64 1027408.83 62.4% 191 920s
3177 2693 1940611.35 209 703 2729876.64 1027735.13 62.4% 191 930s
3178 2694 1027780.53 118 717 2729876.64 1027780.53 62.4% 191 935s
3179 2694 1203283.86 50 700 2729876.64 1027883.60 62.3% 191 947s
3180 2695 1415061.99 62 696 2729876.64 1027890.98 62.3% 191 950s
3181 2696 1464908.09 107 686 2729876.64 1028136.44 62.3% 191 960s
3183 2697 1081837.43 159 696 2729876.64 1028353.51 62.3% 191 968s
3184 2698 2698409.09 134 702 2729876.64 1028382.77 62.3% 191 977s
3185 2698 1738015.43 210 689 2729876.64 1028559.99 62.3% 191 982s
3186 2699 1825952.80 203 704 2729876.64 1028592.16 62.3% 191 995s
Cutting planes:
Gomory: 24
Projected implied bound: 23
MIR: 510
Flow cover: 582
GUB cover: 61
Zero half: 3
Explored 3186 nodes (1117560 simplex iterations) in 1000.28 seconds
Thread count was 8 (of 8 available processors)
Solution count 10: 2.72988e+06 2.75968e+06 2.75979e+06 ... 2.87443e+06
Time limit reached
Best objective 2.729876640992e+06, best bound 1.028684430475e+06, gap 62.3175%
------------------------------------------------------------
Status: Suboptimal
Optimal value (cvx_optval): +2.72988e+06
-
Hi,
Have you tried to do parameter tuning using our Tuning Tool on this model?
Thanks,
Sonja
0 -
thank you for your kind response!
grbtune is indeed a powerful tool to find a way to improve the solving process.
however, it shows little improvement in my model.
it shows:
"
Tested 12 parameter sets in 3004.42s
Baseline parameter set: 3 no_solution
Improved parameter set 1 (mean MIP gap 93.5%):
BranchDir 1
Presolve 2
Improved parameter set 2 (mean MIP gap 94.6%):
BranchDir 1
-bash: y: command not found
"
it seems like changing parameters settings cannot help solve my model in an optimal time.
do you have any other suggestions?
0
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