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
-
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?. -
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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