Unexpected behaviour of Crossover algorithm
AnsweredDear Gurobi experts,
I solve an LP model with Gurobi. I have set the number of threads to 1, method to 2 (barrier) and crossover method to 1.
I have set the barrier tolerance to 0.0 and optimality tolerance to 1e-7 and 1e-9. See the command line parameters below [1].
My expectation here is that solution time is longer for the tighter tolerance. But in my runs the opposite is true (1948.94 s for tol=1e-7; 690.97 for tol=1e-9).
Please find attached the two solution logs [2] (tol=1e-7) and [3] (tol=1e-9). Note, the difference at the beginning of the crossover log.
Any explanation for this behaviour would be highly appreciated.
Thank you!
Henrik
[1]
gurobi_cl Crossover=1 threads=1 method=2 NodeMethod=2 BarConvTol=0.0 OptimalityTol=1e-7 model_30typDays.mps
gurobi_cl Crossover=1 threads=1 method=2 NodeMethod=2 BarConvTol=0.0 OptimalityTol=1e-9 model_30typDays.mps
[2] tol=1e-7
Set parameter Crossover to value 1
Set parameter threads to value 1
Set parameter method to value 2
Set parameter NodeMethod to value 2
Set parameter BarConvTol to value 0.0
Set parameter OptimalityTol to value 1e-7
Gurobi Optimizer version 8.0.0 build v8.0.0rc0 (linux64)
Copyright (c) 2018, Gurobi Optimization, LLC
Read MPS format model from file model_30typDays.mps
Reading time = 0.64 seconds
unknown: 263181 rows, 198924 columns, 824399 nonzeros
Optimize a model with 263181 rows, 198924 columns and 824399 nonzeros
Coefficient statistics:
Matrix range [2e-07, 5e+02]
Objective range [2e-06, 3e-01]
Bounds range [2e+01, 6e+04]
RHS range [4e-02, 7e+01]
Presolve removed 94171 rows and 59494 columns
Presolve time: 0.51s
Presolved: 169010 rows, 139430 columns, 717436 nonzeros
Elapsed ordering time = 5s
Elapsed ordering time = 7s
Ordering time: 7.79s
Barrier statistics:
Dense cols : 91
Free vars : 2420
AA' NZ : 3.219e+06
Factor NZ : 5.097e+07 (roughly 500 MBytes of memory)
Factor Ops : 1.644e+11 (roughly 5 seconds per iteration)
Threads : 1
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 4.27916583e+04 -1.96031400e+03 4.20e+06 4.59e-03 2.91e+02 14s
1 4.14296184e+04 -2.76509676e+04 3.14e+06 2.97e-02 1.64e+02 19s
2 3.09030361e+04 -1.04479643e+05 1.46e+06 6.99e-03 7.17e+01 25s
3 2.12484839e+04 -1.28157498e+05 2.82e+05 1.29e-03 1.42e+01 30s
4 1.43663252e+04 -8.54613928e+04 3.18e+04 1.70e-03 1.93e+00 36s
5 9.88367032e+03 -6.93458288e+04 9.71e+03 1.88e-03 7.81e-01 42s
6 4.27215234e+03 -2.85918766e+04 8.83e+02 7.19e-04 1.56e-01 48s
7 1.60645033e+03 -5.56079167e+03 5.16e+01 4.20e-04 2.53e-02 54s
8 5.54743183e+02 -8.91607312e+02 7.69e+00 3.19e-04 4.87e-03 60s
9 1.77815936e+02 -5.56330069e+01 4.04e-03 7.81e-05 7.80e-04 67s
10 1.09315362e+02 -2.99371740e+00 1.81e-03 3.46e-05 3.75e-04 72s
11 7.39345824e+01 1.94281847e+01 6.93e-04 1.85e-05 1.82e-04 78s
12 6.41703010e+01 2.43562418e+01 4.46e-04 1.33e-05 1.33e-04 83s
13 5.84622890e+01 3.50432316e+01 2.94e-04 6.69e-06 7.82e-05 89s
14 5.21234978e+01 4.16883087e+01 1.09e-04 2.67e-06 3.48e-05 95s
15 5.05174214e+01 4.30897762e+01 7.27e-05 1.98e-06 2.48e-05 100s
16 4.96781984e+01 4.41441356e+01 5.25e-05 1.49e-06 1.85e-05 107s
17 4.90333885e+01 4.52727912e+01 3.69e-05 9.78e-07 1.25e-05 112s
18 4.86033679e+01 4.59073564e+01 2.62e-05 6.90e-07 9.00e-06 118s
19 4.82106647e+01 4.65313246e+01 1.50e-05 4.32e-07 5.60e-06 124s
20 4.79657514e+01 4.67765186e+01 9.26e-06 3.23e-07 3.97e-06 130s
21 4.78420329e+01 4.69609074e+01 6.28e-06 2.40e-07 2.94e-06 135s
22 4.78280355e+01 4.70238593e+01 5.96e-06 2.16e-07 2.68e-06 141s
23 4.77943033e+01 4.71681526e+01 5.17e-06 1.58e-07 2.09e-06 146s
24 4.77295988e+01 4.72511979e+01 3.71e-06 1.25e-07 1.60e-06 152s
25 4.76845399e+01 4.73312276e+01 2.74e-06 9.26e-08 1.18e-06 157s
26 4.76621698e+01 4.73763924e+01 2.25e-06 7.53e-08 9.54e-07 163s
27 4.76291385e+01 4.74134357e+01 1.53e-06 6.15e-08 7.20e-07 170s
28 4.76096651e+01 4.74338022e+01 1.13e-06 5.24e-08 5.87e-07 175s
29 4.75972837e+01 4.74622794e+01 8.73e-07 3.98e-08 4.51e-07 181s
30 4.75865923e+01 4.74867509e+01 6.61e-07 2.94e-08 3.33e-07 186s
31 4.75802428e+01 4.74965869e+01 5.50e-07 2.47e-08 2.79e-07 192s
32 4.75749241e+01 4.75030249e+01 4.48e-07 2.18e-08 2.40e-07 197s
33 4.75720835e+01 4.75079428e+01 3.94e-07 1.96e-08 2.14e-07 202s
34 4.75676824e+01 4.75140648e+01 3.17e-07 1.67e-08 1.79e-07 208s
35 4.75631768e+01 4.75228760e+01 2.28e-07 1.27e-08 1.34e-07 213s
36 4.75618412e+01 4.75234144e+01 2.05e-07 1.24e-08 1.28e-07 219s
37 4.75596103e+01 4.75311036e+01 1.65e-07 8.85e-09 9.51e-08 225s
38 4.75570499e+01 4.75354638e+01 1.19e-07 6.77e-09 7.20e-08 230s
39 4.75554253e+01 4.75397638e+01 9.28e-08 4.65e-09 5.23e-08 236s
40 4.75544027e+01 4.75425621e+01 7.66e-08 3.29e-09 3.95e-08 241s
41 4.75529846e+01 4.75449332e+01 5.57e-08 2.03e-09 2.69e-08 247s
42 4.75525680e+01 4.75455229e+01 4.95e-08 1.73e-09 2.35e-08 252s
43 4.75513618e+01 4.75462124e+01 3.20e-08 1.38e-09 1.72e-08 258s
44 4.75508334e+01 4.75470949e+01 2.44e-08 9.51e-10 1.25e-08 263s
45 4.75504854e+01 4.75478073e+01 1.86e-08 6.37e-10 8.94e-09 269s
46 4.75500428e+01 4.75482239e+01 1.19e-08 4.50e-10 6.08e-09 274s
47 4.75498351e+01 4.75486178e+01 9.33e-09 2.72e-10 4.07e-09 280s
48 4.75495972e+01 4.75488666e+01 7.53e-09 1.63e-10 2.45e-09 286s
49 4.75494429e+01 4.75489586e+01 7.43e-09 1.20e-10 1.62e-09 293s
50 4.75493652e+01 4.75490368e+01 4.21e-08 8.98e-11 1.10e-09 299s
51 4.75493386e+01 4.75490971e+01 4.59e-08 6.57e-11 8.11e-10 305s
52 4.75493180e+01 4.75491288e+01 6.40e-08 6.03e-11 6.36e-10 311s
53 4.75493130e+01 4.75491400e+01 1.08e-07 5.38e-11 5.82e-10 316s
54 4.75492821e+01 4.75491803e+01 7.36e-08 2.90e-11 3.42e-10 322s
55 4.75492821e+01 4.75491803e+01 9.93e-08 2.90e-11 3.42e-10 328s
56 4.75492821e+01 4.75491803e+01 9.93e-08 2.90e-11 3.42e-10 333s
57 4.75492719e+01 4.75491882e+01 7.79e-08 2.23e-11 2.81e-10 338s
58 4.75492719e+01 4.75491882e+01 7.79e-08 2.23e-11 2.81e-10 345s
59 4.75492673e+01 4.75491882e+01 7.97e-08 1.11e-10 2.66e-10 350s
60 4.75492635e+01 4.75491882e+01 1.01e-07 1.11e-10 2.53e-10 356s
61 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 362s
62 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 367s
63 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 373s
64 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 378s
65 4.75492619e+01 4.75491886e+01 1.65e-06 3.14e-10 2.47e-10 383s
66 4.75492525e+01 4.75491885e+01 1.07e-06 4.86e-10 2.15e-10 389s
67 4.75492525e+01 4.75491885e+01 1.07e-06 4.86e-10 2.15e-10 394s
68 4.75492508e+01 4.75491885e+01 9.86e-07 1.07e-09 2.09e-10 401s
69 4.75492506e+01 4.75491894e+01 9.76e-07 1.04e-09 2.06e-10 407s
70 4.75492492e+01 4.75492009e+01 9.06e-07 7.50e-10 1.62e-10 413s
71 4.75492461e+01 4.75492121e+01 7.54e-07 4.91e-10 1.14e-10 418s
72 4.75492362e+01 4.75492122e+01 2.84e-07 9.60e-10 8.07e-11 424s
Barrier performed 72 iterations in 424.06 seconds
Sub-optimal termination - objective 4.75492821e+01
Crossover log...
33038 DPushes remaining with DInf 1.2270510e-01 424s
27856 DPushes remaining with DInf 1.7064202e-01 425s
0 DPushes remaining with DInf 2.6275688e+03 428s
117195 PPushes remaining with PInf 2.8900047e+00 428s
84716 PPushes remaining with PInf 9.8911135e+03 431s
15401 PPushes remaining with PInf 6.8326791e+04 435s
0 PPushes remaining with PInf 4.8562133e+04 438s
Push phase complete: Pinf 4.8562133e+04, Dinf 1.1337043e+02 438s
Iteration Objective Primal Inf. Dual Inf. Time
136501 4.7628412e+01 0.000000e+00 1.133709e+02 438s
136851 4.7628411e+01 0.000000e+00 2.445820e+02 441s
137371 4.7628407e+01 0.000000e+00 6.835472e+02 445s
137931 4.7628387e+01 0.000000e+00 1.538449e+03 451s
138491 4.7628354e+01 0.000000e+00 2.994786e+03 456s
138911 4.7628315e+01 0.000000e+00 4.423918e+03 460s
139331 4.7628248e+01 0.000000e+00 3.157552e+04 465s
139891 4.7627990e+01 0.000000e+00 3.222857e+04 471s
140361 4.7627649e+01 0.000000e+00 6.932858e+03 476s
140821 4.7627634e+01 0.000000e+00 2.267395e+02 481s
141281 4.7627611e+01 0.000000e+00 7.466904e+02 486s
141721 4.7627578e+01 0.000000e+00 2.132522e+03 491s
142141 4.7627542e+01 0.000000e+00 6.139963e+02 496s
142601 4.7627482e+01 0.000000e+00 7.459869e+02 501s
142951 4.7627405e+01 0.000000e+00 1.749869e+04 505s
143491 4.7627216e+01 0.000000e+00 1.148776e+03 511s
143941 4.7627046e+01 0.000000e+00 1.205881e+04 516s
144281 4.7626797e+01 0.000000e+00 5.405525e+03 520s
144751 4.7626225e+01 0.000000e+00 1.763492e+04 525s
145201 4.7625816e+01 0.000000e+00 2.789588e+03 531s
145691 4.7625343e+01 0.000000e+00 3.637881e+03 536s
146141 4.7624607e+01 0.000000e+00 5.855301e+03 540s
146741 4.7623421e+01 0.000000e+00 1.432488e+04 546s
147331 4.7620854e+01 0.000000e+00 1.129572e+04 551s
147841 4.7617781e+01 0.000000e+00 7.906811e+03 556s
148291 4.7614126e+01 0.000000e+00 6.030295e+05 560s
148831 4.7612598e+01 0.000000e+00 1.098397e+04 566s
149391 4.7606297e+01 0.000000e+00 1.494073e+05 571s
149871 4.7602428e+01 0.000000e+00 6.156846e+03 576s
150411 4.7601759e+01 0.000000e+00 1.676247e+04 581s
150861 4.7599992e+01 0.000000e+00 5.859121e+03 585s
151611 4.7596448e+01 0.000000e+00 8.887713e+03 591s
152201 4.7587786e+01 0.000000e+00 2.632875e+05 596s
152841 4.7578430e+01 0.000000e+00 9.421622e+02 601s
153381 4.7574330e+01 0.000000e+00 1.442644e+04 606s
153941 4.7570357e+01 0.000000e+00 7.206703e+03 611s
154521 4.7565369e+01 0.000000e+00 6.913331e+04 615s
155063 4.7558665e+01 0.000000e+00 1.171304e+05 620s
155683 4.7556349e+01 0.000000e+00 3.677411e+01 626s
156233 4.7552231e+01 0.000000e+00 2.409460e+02 631s
156863 4.7548002e+01 0.000000e+00 1.234834e+03 636s
157323 4.7544234e+01 0.000000e+00 2.612965e+02 640s
157863 4.7541747e+01 0.000000e+00 1.840652e+03 645s
158413 4.7535663e+01 0.000000e+00 7.776414e+02 650s
158973 4.7533798e+01 0.000000e+00 9.098487e+03 655s
159533 4.7531944e+01 0.000000e+00 5.891929e+02 661s
160083 4.7529273e+01 0.000000e+00 1.678945e+03 666s
160683 4.7526706e+01 0.000000e+00 1.975172e+03 671s
161283 4.7516733e+01 0.000000e+00 1.406614e+04 676s
161863 4.7510674e+01 0.000000e+00 3.057702e+02 680s
162443 4.7506410e+01 0.000000e+00 2.545129e+03 685s
163103 4.7504572e+01 0.000000e+00 2.777370e+04 690s
163853 4.7502557e+01 0.000000e+00 6.161454e+01 696s
164443 4.7500352e+01 0.000000e+00 1.634034e+04 702s
164863 4.7498906e+01 0.000000e+00 4.341710e+04 705s
165563 4.7496322e+01 0.000000e+00 7.796284e+04 710s
166393 4.7493751e+01 0.000000e+00 1.088393e+02 716s
167013 4.7493035e+01 0.000000e+00 2.485506e+02 721s
167763 4.7492160e+01 0.000000e+00 3.652109e+03 725s
168583 4.7490949e+01 0.000000e+00 2.421977e+03 730s
169233 4.7489607e+01 0.000000e+00 6.399740e+02 736s
170293 4.7489381e+01 0.000000e+00 6.608908e+02 741s
171213 4.7488685e+01 0.000000e+00 5.270694e+03 746s
171813 4.7487639e+01 0.000000e+00 3.825621e+02 751s
172353 4.7487107e+01 0.000000e+00 1.279744e+03 755s
172953 4.7485549e+01 0.000000e+00 2.888214e+03 760s
173613 4.7484937e+01 0.000000e+00 3.162216e+02 765s
174343 4.7484256e+01 0.000000e+00 1.477592e+02 771s
175103 4.7483909e+01 0.000000e+00 6.967790e+01 776s
175703 4.7483030e+01 0.000000e+00 2.973771e+02 780s
176313 4.7481426e+01 0.000000e+00 1.804609e+03 785s
176953 4.7480334e+01 0.000000e+00 2.584759e+03 790s
177763 4.7478931e+01 0.000000e+00 1.372269e+03 796s
178463 4.7476216e+01 0.000000e+00 1.383603e+03 801s
178973 4.7474517e+01 0.000000e+00 4.234732e+03 805s
179663 4.7472114e+01 0.000000e+00 2.819186e+03 810s
180383 4.7471441e+01 0.000000e+00 2.650637e+02 816s
181063 4.7470138e+01 0.000000e+00 7.280797e+03 821s
181583 4.7469577e+01 0.000000e+00 3.236465e+01 825s
182333 4.7468961e+01 0.000000e+00 5.345019e+02 831s
182863 4.7468268e+01 0.000000e+00 1.542904e+03 835s
183593 4.7467736e+01 0.000000e+00 1.202126e+01 840s
184143 4.7467124e+01 0.000000e+00 7.810461e+01 845s
184883 4.7465885e+01 0.000000e+00 5.831440e+01 851s
185493 4.7464973e+01 0.000000e+00 3.902302e+01 855s
186253 4.7464142e+01 0.000000e+00 1.395547e+03 860s
187003 4.7461939e+01 0.000000e+00 2.328736e+04 866s
187693 4.7459823e+01 0.000000e+00 5.832179e+03 871s
188363 4.7458680e+01 0.000000e+00 7.298643e+00 875s
189083 4.7457960e+01 0.000000e+00 3.715659e+03 880s
189783 4.7457246e+01 0.000000e+00 6.563898e+01 886s
190473 4.7456585e+01 0.000000e+00 9.332126e+00 891s
191313 4.7456146e+01 0.000000e+00 1.573258e+03 896s
192083 4.7454707e+01 0.000000e+00 1.025397e+04 900s
192883 4.7454451e+01 0.000000e+00 1.669543e+03 905s
193843 4.7453671e+01 0.000000e+00 2.020988e+01 911s
194523 4.7453152e+01 0.000000e+00 7.875415e+01 915s
195273 4.7451579e+01 0.000000e+00 1.210871e+03 921s
195803 4.7450513e+01 0.000000e+00 5.309506e+01 925s
196613 4.7450177e+01 0.000000e+00 2.731386e+01 930s
197253 4.7449479e+01 0.000000e+00 5.760833e+02 936s
197923 4.7448613e+01 0.000000e+00 2.286507e+01 940s
198603 4.7448110e+01 0.000000e+00 3.461764e+02 946s
199313 4.7447804e+01 0.000000e+00 4.640027e+02 950s
200493 4.7447791e+01 0.000000e+00 3.427776e+02 955s
201083 4.7446957e+01 0.000000e+00 1.824945e+03 960s
202153 4.7446732e+01 0.000000e+00 1.016022e+02 965s
202917 4.7446059e+01 0.000000e+00 2.639682e+01 971s
203667 4.7445658e+01 0.000000e+00 3.285737e+03 975s
204847 4.7445585e+01 0.000000e+00 3.804661e+01 980s
205817 4.7445275e+01 0.000000e+00 2.421875e+01 985s
206777 4.7445140e+01 0.000000e+00 1.433184e+03 991s
207577 4.7444775e+01 0.000000e+00 1.202620e+04 996s
208327 4.7443909e+01 0.000000e+00 7.152648e+03 1001s
208937 4.7441807e+01 0.000000e+00 1.296851e+05 1005s
209777 4.7439910e+01 0.000000e+00 2.171391e+02 1011s
210457 4.7438849e+01 0.000000e+00 2.044470e+02 1016s
211027 4.7437170e+01 0.000000e+00 1.716894e+03 1020s
211737 4.7435319e+01 0.000000e+00 3.089297e+01 1026s
212397 4.7435098e+01 0.000000e+00 5.941740e+02 1031s
213077 4.7434633e+01 0.000000e+00 1.348310e+04 1035s
213857 4.7434243e+01 0.000000e+00 4.616264e+01 1040s
214567 4.7433704e+01 0.000000e+00 1.357553e+03 1045s
215677 4.7433386e+01 0.000000e+00 9.701832e+01 1051s
216377 4.7433173e+01 0.000000e+00 2.137762e+02 1056s
217067 4.7433005e+01 0.000000e+00 2.813400e+01 1060s
217757 4.7432660e+01 0.000000e+00 4.121004e+02 1066s
218537 4.7432150e+01 0.000000e+00 1.436142e+02 1070s
219417 4.7431647e+01 0.000000e+00 7.750528e+01 1076s
220247 4.7431461e+01 0.000000e+00 9.473808e+00 1080s
221227 4.7431340e+01 0.000000e+00 2.382616e+01 1085s
222307 4.7431315e+01 0.000000e+00 1.700287e+02 1090s
223407 4.7431313e+01 0.000000e+00 1.676493e+02 1095s
224237 4.7431242e+01 0.000000e+00 1.304704e+01 1100s
224967 4.7429513e+01 0.000000e+00 6.562190e+01 1105s
225607 4.7428787e+01 0.000000e+00 4.562381e+01 1110s
226537 4.7428662e+01 0.000000e+00 1.271121e+02 1115s
227587 4.7428631e+01 0.000000e+00 1.972640e+02 1121s
228277 4.7428199e+01 0.000000e+00 1.196251e+02 1126s
228957 4.7427439e+01 0.000000e+00 9.583610e+00 1130s
229887 4.7427194e+01 0.000000e+00 1.650523e+04 1135s
230557 4.7425035e+01 0.000000e+00 3.798802e+03 1140s
231367 4.7424473e+01 0.000000e+00 1.715163e+01 1145s
232147 4.7424204e+01 0.000000e+00 3.886824e+01 1150s
232887 4.7423930e+01 0.000000e+00 7.542478e+01 1155s
233827 4.7423734e+01 0.000000e+00 1.623830e+02 1160s
234777 4.7423413e+01 0.000000e+00 1.838700e+02 1165s
235617 4.7423266e+01 0.000000e+00 1.462568e+04 1170s
236347 4.7423007e+01 0.000000e+00 9.996441e+00 1175s
237417 4.7422925e+01 0.000000e+00 1.593030e+02 1180s
238257 4.7422620e+01 0.000000e+00 6.113052e+02 1186s
239047 4.7422204e+01 0.000000e+00 1.138631e+03 1191s
239897 4.7422038e+01 0.000000e+00 5.371690e+02 1195s
240917 4.7421655e+01 0.000000e+00 1.268480e+02 1201s
241657 4.7421224e+01 0.000000e+00 4.505621e+02 1206s
242477 4.7420747e+01 0.000000e+00 2.974248e+01 1210s
243157 4.7419845e+01 0.000000e+00 3.162026e+03 1216s
243897 4.7419611e+01 0.000000e+00 5.349280e+02 1220s
244867 4.7419387e+01 0.000000e+00 1.274022e+02 1226s
245847 4.7419272e+01 0.000000e+00 1.140276e+03 1231s
246437 4.7418917e+01 0.000000e+00 8.357476e+02 1235s
247427 4.7418685e+01 0.000000e+00 7.965687e+02 1241s
248187 4.7418217e+01 0.000000e+00 2.056220e+04 1246s
249097 4.7418121e+01 0.000000e+00 1.064055e+05 1250s
250087 4.7417972e+01 0.000000e+00 9.630622e+04 1256s
250867 4.7415807e+01 0.000000e+00 5.400351e+04 1260s
251608 4.7414747e+01 0.000000e+00 6.024570e+01 1265s
252348 4.7414507e+01 0.000000e+00 1.797097e+02 1271s
253008 4.7414455e+01 0.000000e+00 2.979921e+01 1276s
253858 4.7414436e+01 0.000000e+00 1.949720e+01 1280s
255078 4.7414405e+01 0.000000e+00 5.203704e+01 1286s
255758 4.7414336e+01 0.000000e+00 2.441833e+02 1290s
256888 4.7414332e+01 0.000000e+00 5.995651e+01 1295s
257858 4.7414294e+01 0.000000e+00 3.557907e+01 1301s
258548 4.7414139e+01 0.000000e+00 1.234103e+01 1305s
259318 4.7414009e+01 0.000000e+00 4.888727e+01 1310s
260148 4.7413883e+01 0.000000e+00 9.951082e+01 1315s
260908 4.7413723e+01 0.000000e+00 3.329897e+01 1320s
261768 4.7413341e+01 0.000000e+00 5.075234e+02 1326s
262298 4.7412524e+01 0.000000e+00 9.726330e+01 1330s
263258 4.7412437e+01 0.000000e+00 1.118900e+03 1335s
264328 4.7412436e+01 0.000000e+00 1.475675e+03 1340s
265578 4.7412434e+01 0.000000e+00 1.142657e+03 1346s
266458 4.7412427e+01 0.000000e+00 2.852224e+02 1351s
267398 4.7412417e+01 0.000000e+00 4.847351e+02 1356s
268198 4.7412414e+01 0.000000e+00 4.145324e+02 1360s
269058 4.7412157e+01 0.000000e+00 2.788410e+04 1366s
269788 4.7412086e+01 0.000000e+00 2.409896e+03 1370s
270538 4.7412034e+01 0.000000e+00 1.834540e+02 1375s
271368 4.7411905e+01 0.000000e+00 2.228134e-01 1381s
272038 4.7411827e+01 0.000000e+00 4.075258e+01 1385s
272708 4.7411685e+01 0.000000e+00 2.307365e+02 1390s
273608 4.7411634e+01 0.000000e+00 9.166199e+00 1396s
274308 4.7411543e+01 0.000000e+00 2.260889e+01 1401s
274978 4.7411104e+01 0.000000e+00 4.660321e+01 1405s
275918 4.7411054e+01 0.000000e+00 6.163665e+01 1410s
276638 4.7410916e+01 0.000000e+00 7.887984e+01 1415s
277348 4.7410746e+01 0.000000e+00 6.012557e+01 1421s
278038 4.7410639e+01 0.000000e+00 6.217234e+02 1426s
278868 4.7410637e+01 0.000000e+00 3.328011e+02 1430s
279718 4.7410624e+01 0.000000e+00 2.861318e+02 1436s
280348 4.7410543e+01 0.000000e+00 5.008695e+02 1440s
281058 4.7410403e+01 0.000000e+00 3.065941e+03 1445s
281788 4.7410167e+01 0.000000e+00 2.232240e+02 1450s
282628 4.7410102e+01 0.000000e+00 3.977893e+01 1456s
283558 4.7410032e+01 0.000000e+00 2.805198e+00 1461s
284128 4.7409881e+01 0.000000e+00 3.923557e+01 1465s
284848 4.7409521e+01 0.000000e+00 4.565122e+00 1471s
285618 4.7409451e+01 0.000000e+00 5.423447e+00 1476s
286328 4.7409301e+01 0.000000e+00 5.288581e+03 1481s
287028 4.7409264e+01 0.000000e+00 2.457978e+00 1486s
287758 4.7409247e+01 0.000000e+00 5.593488e+01 1491s
288538 4.7409209e+01 0.000000e+00 8.410653e-02 1496s
289288 4.7409179e+01 0.000000e+00 8.669596e-02 1501s
289948 4.7409134e+01 0.000000e+00 3.608987e+02 1506s
290698 4.7409133e+01 0.000000e+00 3.581888e+02 1511s
291278 4.7409133e+01 0.000000e+00 3.733095e+02 1515s
292038 4.7409098e+01 0.000000e+00 5.598175e-01 1521s
292578 4.7409050e+01 0.000000e+00 1.550493e+01 1525s
293468 4.7409032e+01 0.000000e+00 1.283484e+01 1530s
294448 4.7408985e+01 0.000000e+00 1.009235e+01 1536s
294878 4.7408896e+01 0.000000e+00 5.876064e-01 1540s
295668 4.7408818e+01 0.000000e+00 5.519137e+00 1546s
296358 4.7408791e+01 0.000000e+00 6.116678e-02 1551s
297048 4.7408673e+01 0.000000e+00 2.375618e+00 1556s
297808 4.7408658e+01 0.000000e+00 4.153685e+01 1560s
298508 4.7408644e+01 0.000000e+00 1.256590e-02 1565s
299198 4.7408625e+01 0.000000e+00 8.944481e-02 1571s
299748 4.7408616e+01 0.000000e+00 4.169512e-03 1576s
300318 4.7408606e+01 0.000000e+00 7.028367e-03 1581s
301048 4.7408601e+01 0.000000e+00 7.019567e-04 1586s
301778 4.7408600e+01 0.000000e+00 5.160055e-04 1591s
302318 4.7408597e+01 0.000000e+00 1.536648e-04 1596s
302878 4.7408596e+01 0.000000e+00 1.464220e-04 1601s
303424 4.7495002e+01 2.420730e+07 0.000000e+00 1606s
304014 4.7497932e+01 1.467762e+07 0.000000e+00 1610s
304614 4.7506326e+01 6.855571e+08 0.000000e+00 1615s
305284 4.7514192e+01 1.012269e+08 0.000000e+00 1621s
305804 4.7521037e+01 1.378303e+08 0.000000e+00 1625s
306474 4.7525388e+01 2.716546e+06 0.000000e+00 1631s
307004 4.7526477e+01 7.513457e+06 0.000000e+00 1636s
307504 4.7527804e+01 7.073293e+06 0.000000e+00 1640s
308094 4.7529831e+01 4.817374e+07 0.000000e+00 1646s
308684 4.7533074e+01 1.608186e+07 0.000000e+00 1651s
309234 4.7535327e+01 2.495550e+06 0.000000e+00 1655s
309804 4.7536814e+01 2.110027e+07 0.000000e+00 1661s
310264 4.7539199e+01 5.926600e+06 0.000000e+00 1666s
310714 4.7540167e+01 8.020634e+05 0.000000e+00 1670s
311294 4.7540992e+01 7.288188e+05 0.000000e+00 1676s
311774 4.7541768e+01 1.469995e+05 0.000000e+00 1680s
312464 4.7543940e+01 2.614344e+07 0.000000e+00 1686s
312974 4.7544402e+01 9.185712e+06 0.000000e+00 1691s
313454 4.7545156e+01 6.590240e+06 0.000000e+00 1695s
314044 4.7546508e+01 6.931326e+07 0.000000e+00 1701s
314574 4.7547582e+01 1.429105e+06 0.000000e+00 1705s
315094 4.7548646e+01 4.610565e+06 0.000000e+00 1710s
315704 4.7549688e+01 7.783348e+06 0.000000e+00 1716s
316174 4.7550357e+01 1.393715e+07 0.000000e+00 1721s
316664 4.7551403e+01 6.063382e+07 0.000000e+00 1726s
317214 4.7552813e+01 1.925656e+06 0.000000e+00 1731s
317764 4.7554193e+01 2.936278e+06 0.000000e+00 1736s
318254 4.7554735e+01 7.394184e+05 0.000000e+00 1740s
318854 4.7554958e+01 8.698147e+04 0.000000e+00 1746s
319314 4.7555179e+01 3.459916e+05 0.000000e+00 1751s
319764 4.7555455e+01 1.232308e+05 0.000000e+00 1755s
320344 4.7555679e+01 9.258815e+05 0.000000e+00 1761s
320924 4.7555848e+01 1.434287e+06 0.000000e+00 1766s
321404 4.7555996e+01 1.022198e+06 0.000000e+00 1770s
322024 4.7556275e+01 1.168370e+05 0.000000e+00 1776s
322524 4.7556589e+01 1.267924e+07 0.000000e+00 1780s
323024 4.7556756e+01 6.783293e+05 0.000000e+00 1785s
323614 4.7556967e+01 8.828036e+07 0.000000e+00 1791s
324094 4.7557209e+01 4.826289e+07 0.000000e+00 1795s
324634 4.7557420e+01 2.715067e+05 0.000000e+00 1801s
325084 4.7557500e+01 2.573569e+04 0.000000e+00 1805s
325654 4.7557611e+01 7.118072e+05 0.000000e+00 1811s
326194 4.7557747e+01 9.288742e+05 0.000000e+00 1816s
326724 4.7558046e+01 1.466096e+03 0.000000e+00 1820s
327254 4.7558104e+01 8.782276e+03 0.000000e+00 1825s
327854 4.7558153e+01 4.346604e+01 0.000000e+00 1830s
328593 4.7549896e+01 0.000000e+00 2.949172e-01 1835s
329503 4.7549801e+01 0.000000e+00 5.113480e-01 1841s
330253 4.7549758e+01 0.000000e+00 1.930839e+00 1845s
331053 4.7549625e+01 0.000000e+00 4.278245e-01 1851s
331723 4.7549539e+01 0.000000e+00 1.437609e+00 1855s
332603 4.7549526e+01 0.000000e+00 5.679763e+01 1861s
333393 4.7549468e+01 0.000000e+00 1.500967e+01 1865s
334293 4.7549390e+01 0.000000e+00 1.336591e+01 1871s
335163 4.7549327e+01 0.000000e+00 2.433704e-01 1876s
336073 4.7549321e+01 0.000000e+00 7.106038e-02 1881s
337023 4.7549314e+01 0.000000e+00 1.192691e-02 1886s
337853 4.7549309e+01 0.000000e+00 1.728149e-02 1891s
338683 4.7549305e+01 0.000000e+00 4.851070e-01 1896s
339613 4.7549284e+01 0.000000e+00 3.255792e-03 1901s
340343 4.7549281e+01 0.000000e+00 8.600435e-03 1905s
341263 4.7549273e+01 0.000000e+00 6.286930e-02 1911s
341983 4.7549269e+01 0.000000e+00 5.140756e-02 1915s
342643 4.7549258e+01 0.000000e+00 1.431872e-01 1920s
343313 4.7549250e+01 0.000000e+00 1.102160e-02 1925s
343983 4.7549243e+01 0.000000e+00 2.501412e-03 1931s
344503 4.7549238e+01 0.000000e+00 2.019180e-03 1935s
345153 4.7549234e+01 0.000000e+00 6.775929e-03 1940s
345823 4.7549233e+01 0.000000e+00 1.480043e-05 1945s
Extra 5 simplex iterations after uncrush
346131 4.7549233e+01 0.000000e+00 0.000000e+00 1948s
Solved in 346131 iterations and 1948.13 seconds
Optimal objective 4.754923271e+01
[3] tol=1e-9
Set parameter Crossover to value 1
Set parameter threads to value 1
Set parameter method to value 2
Set parameter NodeMethod to value 2
Set parameter BarConvTol to value 0.0
Set parameter OptimalityTol to value 1e-9
Gurobi Optimizer version 8.0.0 build v8.0.0rc0 (linux64)
Copyright (c) 2018, Gurobi Optimization, LLC
Read MPS format model from file model_30typDays.mps
Reading time = 0.46 seconds
unknown: 263181 rows, 198924 columns, 824399 nonzeros
Optimize a model with 263181 rows, 198924 columns and 824399 nonzeros
Coefficient statistics:
Matrix range [2e-07, 5e+02]
Objective range [2e-06, 3e-01]
Bounds range [2e+01, 6e+04]
RHS range [4e-02, 7e+01]
Presolve removed 94171 rows and 59494 columns
Presolve time: 0.51s
Presolved: 169010 rows, 139430 columns, 717436 nonzeros
Elapsed ordering time = 5s
Elapsed ordering time = 6s
Ordering time: 7.70s
Barrier statistics:
Dense cols : 91
Free vars : 2420
AA' NZ : 3.219e+06
Factor NZ : 5.097e+07 (roughly 500 MBytes of memory)
Factor Ops : 1.644e+11 (roughly 5 seconds per iteration)
Threads : 1
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 4.27916583e+04 -1.96031400e+03 4.20e+06 4.59e-03 2.91e+02 14s
1 4.14296184e+04 -2.76509676e+04 3.14e+06 2.97e-02 1.64e+02 19s
2 3.09030361e+04 -1.04479643e+05 1.46e+06 6.99e-03 7.17e+01 25s
3 2.12484839e+04 -1.28157498e+05 2.82e+05 1.29e-03 1.42e+01 31s
4 1.43663252e+04 -8.54613928e+04 3.18e+04 1.70e-03 1.93e+00 36s
5 9.88367032e+03 -6.93458288e+04 9.71e+03 1.88e-03 7.81e-01 42s
6 4.27215234e+03 -2.85918766e+04 8.83e+02 7.19e-04 1.56e-01 48s
7 1.60645033e+03 -5.56079167e+03 5.16e+01 4.20e-04 2.53e-02 54s
8 5.54743183e+02 -8.91607312e+02 7.69e+00 3.19e-04 4.87e-03 60s
9 1.77815936e+02 -5.56330069e+01 4.04e-03 7.81e-05 7.80e-04 67s
10 1.09315362e+02 -2.99371740e+00 1.81e-03 3.46e-05 3.75e-04 72s
11 7.39345824e+01 1.94281847e+01 6.93e-04 1.85e-05 1.82e-04 78s
12 6.41703010e+01 2.43562418e+01 4.46e-04 1.33e-05 1.33e-04 84s
13 5.84622890e+01 3.50432316e+01 2.94e-04 6.69e-06 7.82e-05 89s
14 5.21234978e+01 4.16883087e+01 1.09e-04 2.67e-06 3.48e-05 96s
15 5.05174214e+01 4.30897762e+01 7.27e-05 1.98e-06 2.48e-05 101s
16 4.96781984e+01 4.41441356e+01 5.25e-05 1.49e-06 1.85e-05 107s
17 4.90333885e+01 4.52727912e+01 3.69e-05 9.78e-07 1.25e-05 113s
18 4.86033679e+01 4.59073564e+01 2.62e-05 6.90e-07 9.00e-06 119s
19 4.82106647e+01 4.65313246e+01 1.50e-05 4.32e-07 5.60e-06 125s
20 4.79657514e+01 4.67765186e+01 9.26e-06 3.23e-07 3.97e-06 131s
21 4.78420329e+01 4.69609074e+01 6.28e-06 2.40e-07 2.94e-06 136s
22 4.78280355e+01 4.70238593e+01 5.96e-06 2.16e-07 2.68e-06 142s
23 4.77943033e+01 4.71681526e+01 5.17e-06 1.58e-07 2.09e-06 147s
24 4.77295988e+01 4.72511979e+01 3.71e-06 1.25e-07 1.60e-06 153s
25 4.76845399e+01 4.73312276e+01 2.74e-06 9.26e-08 1.18e-06 158s
26 4.76621698e+01 4.73763924e+01 2.25e-06 7.53e-08 9.54e-07 164s
27 4.76291385e+01 4.74134357e+01 1.53e-06 6.15e-08 7.20e-07 171s
28 4.76096651e+01 4.74338022e+01 1.13e-06 5.24e-08 5.87e-07 176s
29 4.75972837e+01 4.74622794e+01 8.73e-07 3.98e-08 4.51e-07 181s
30 4.75865923e+01 4.74867509e+01 6.61e-07 2.94e-08 3.33e-07 187s
31 4.75802428e+01 4.74965869e+01 5.50e-07 2.47e-08 2.79e-07 193s
32 4.75749241e+01 4.75030249e+01 4.48e-07 2.18e-08 2.40e-07 198s
33 4.75720835e+01 4.75079428e+01 3.94e-07 1.96e-08 2.14e-07 203s
34 4.75676824e+01 4.75140648e+01 3.17e-07 1.67e-08 1.79e-07 209s
35 4.75631768e+01 4.75228760e+01 2.28e-07 1.27e-08 1.34e-07 215s
36 4.75618412e+01 4.75234144e+01 2.05e-07 1.24e-08 1.28e-07 220s
37 4.75596103e+01 4.75311036e+01 1.65e-07 8.85e-09 9.51e-08 226s
38 4.75570499e+01 4.75354638e+01 1.19e-07 6.77e-09 7.20e-08 232s
39 4.75554253e+01 4.75397638e+01 9.28e-08 4.65e-09 5.23e-08 238s
40 4.75544027e+01 4.75425621e+01 7.66e-08 3.29e-09 3.95e-08 243s
41 4.75529846e+01 4.75449332e+01 5.57e-08 2.03e-09 2.69e-08 249s
42 4.75525680e+01 4.75455229e+01 4.95e-08 1.73e-09 2.35e-08 254s
43 4.75513618e+01 4.75462124e+01 3.20e-08 1.38e-09 1.72e-08 260s
44 4.75508334e+01 4.75470949e+01 2.44e-08 9.51e-10 1.25e-08 265s
45 4.75504854e+01 4.75478073e+01 1.86e-08 6.37e-10 8.94e-09 271s
46 4.75500428e+01 4.75482239e+01 1.19e-08 4.50e-10 6.08e-09 276s
47 4.75498351e+01 4.75486178e+01 9.33e-09 2.72e-10 4.07e-09 282s
48 4.75495972e+01 4.75488666e+01 7.53e-09 1.63e-10 2.45e-09 289s
49 4.75494429e+01 4.75489586e+01 7.43e-09 1.20e-10 1.62e-09 295s
50 4.75493652e+01 4.75490368e+01 4.21e-08 8.98e-11 1.10e-09 302s
51 4.75493386e+01 4.75490971e+01 4.59e-08 6.57e-11 8.11e-10 307s
52 4.75493180e+01 4.75491288e+01 6.40e-08 6.03e-11 6.36e-10 313s
53 4.75493130e+01 4.75491400e+01 1.08e-07 5.38e-11 5.82e-10 319s
54 4.75492821e+01 4.75491803e+01 7.36e-08 2.90e-11 3.42e-10 325s
55 4.75492821e+01 4.75491803e+01 9.93e-08 2.90e-11 3.42e-10 330s
56 4.75492821e+01 4.75491803e+01 9.93e-08 2.90e-11 3.42e-10 336s
57 4.75492719e+01 4.75491882e+01 7.79e-08 2.23e-11 2.81e-10 342s
58 4.75492719e+01 4.75491882e+01 7.79e-08 2.23e-11 2.81e-10 348s
59 4.75492673e+01 4.75491882e+01 7.97e-08 1.11e-10 2.66e-10 353s
60 4.75492635e+01 4.75491882e+01 1.01e-07 1.11e-10 2.53e-10 359s
61 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 365s
62 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 370s
63 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 376s
64 4.75492635e+01 4.75491885e+01 1.42e-06 1.19e-10 2.52e-10 381s
65 4.75492619e+01 4.75491886e+01 1.65e-06 3.14e-10 2.47e-10 387s
66 4.75492525e+01 4.75491885e+01 1.07e-06 4.86e-10 2.15e-10 392s
67 4.75492525e+01 4.75491885e+01 1.07e-06 4.86e-10 2.15e-10 398s
68 4.75492508e+01 4.75491885e+01 9.86e-07 1.07e-09 2.09e-10 405s
69 4.75492506e+01 4.75491894e+01 9.76e-07 1.04e-09 2.06e-10 411s
70 4.75492492e+01 4.75492009e+01 9.06e-07 7.50e-10 1.62e-10 416s
71 4.75492461e+01 4.75492121e+01 7.54e-07 4.91e-10 1.14e-10 422s
72 4.75492362e+01 4.75492122e+01 2.84e-07 9.60e-10 8.07e-11 428s
Barrier performed 72 iterations in 428.05 seconds
Sub-optimal termination - objective 4.75492821e+01
Crossover log...
44008 DPushes remaining with DInf 0.0000000e+00 428s
38906 DPushes remaining with DInf 0.0000000e+00 430s
29641 DPushes remaining with DInf 0.0000000e+00 435s
19854 DPushes remaining with DInf 0.0000000e+00 440s
2374 DPushes remaining with DInf 0.0000000e+00 445s
0 DPushes remaining with DInf 7.1791763e-15 447s
88368 PPushes remaining with PInf 1.6553205e-01 447s
74882 PPushes remaining with PInf 1.6410915e-01 450s
63675 PPushes remaining with PInf 2.1807317e+00 455s
56945 PPushes remaining with PInf 1.6054453e+00 462s
52469 PPushes remaining with PInf 2.4001128e+00 467s
48368 PPushes remaining with PInf 3.3237364e+00 471s
39998 PPushes remaining with PInf 2.8870294e+00 475s
16896 PPushes remaining with PInf 1.4860333e+00 481s
7783 PPushes remaining with PInf 4.0988545e+02 485s
398 PPushes remaining with PInf 4.2159580e+02 490s
0 PPushes remaining with PInf 3.8986419e+02 491s
Push phase complete: Pinf 3.8986419e+02, Dinf 2.9342268e+02 491s
Iteration Objective Primal Inf. Dual Inf. Time
132291 4.7550886e+01 0.000000e+00 2.934230e+02 491s
134006 4.7549678e+01 0.000000e+00 2.354334e+03 495s
135436 4.7549469e+01 0.000000e+00 1.855709e+03 501s
136448 4.7549396e+01 0.000000e+00 1.625258e+03 506s
137542 4.7549060e+01 0.000000e+00 1.038064e+03 511s
138898 4.7548995e+01 0.000000e+00 5.654590e+00 516s
140254 4.7548886e+01 0.000000e+00 1.272651e+01 521s
141610 4.7548838e+01 0.000000e+00 7.185258e+00 526s
142966 4.7548829e+01 0.000000e+00 2.339744e+01 531s
144304 4.7548821e+01 0.000000e+00 2.140198e+00 535s
146090 4.7548815e+01 0.000000e+00 8.557690e+00 540s
147358 4.7548808e+01 0.000000e+00 3.158504e+00 546s
148628 4.7548807e+01 0.000000e+00 3.283220e-01 550s
150144 4.7548804e+01 0.000000e+00 1.299942e+00 555s
151636 4.7548801e+01 0.000000e+00 6.162317e+00 561s
153202 4.7548799e+01 0.000000e+00 7.322052e+01 566s
154294 4.7548796e+01 0.000000e+00 2.714178e+00 570s
155460 4.7548795e+01 0.000000e+00 4.515083e-01 576s
156390 4.7548795e+01 0.000000e+00 9.758554e-01 580s
157610 4.7548794e+01 0.000000e+00 8.160235e-01 585s
158380 4.7548794e+01 0.000000e+00 6.514214e-01 591s
159220 4.7548794e+01 0.000000e+00 2.820291e-01 596s
160060 4.7548794e+01 0.000000e+00 3.709756e+00 601s
161480 4.7548793e+01 0.000000e+00 5.781107e-01 605s
162930 4.7548793e+01 0.000000e+00 7.718142e-01 610s
164416 4.7548793e+01 0.000000e+00 3.902550e-01 615s
165886 4.7548793e+01 0.000000e+00 3.318931e-01 620s
167376 4.7548793e+01 0.000000e+00 2.019890e-01 625s
168866 4.7548793e+01 0.000000e+00 6.488736e-02 630s
170346 4.7548792e+01 0.000000e+00 7.967058e-02 635s
171826 4.7548792e+01 0.000000e+00 5.355536e-02 641s
173096 4.7548792e+01 0.000000e+00 3.046600e-01 646s
174346 4.7548792e+01 0.000000e+00 3.792568e-02 650s
175526 4.7548792e+01 0.000000e+00 2.796062e-02 655s
176786 4.7548792e+01 0.000000e+00 8.481795e-03 660s
178268 4.7548792e+01 0.000000e+00 1.128209e-03 666s
179524 4.7548792e+01 0.000000e+00 2.480258e-02 670s
180750 4.7548792e+01 0.000000e+00 1.271971e-02 675s
182206 4.7548792e+01 0.000000e+00 3.760011e-03 681s
183459 4.7549225e+01 6.703873e+02 0.000000e+00 686s
Extra 19 simplex iterations after uncrush
184328 4.7549231e+01 0.000000e+00 0.000000e+00 690s
Solved in 184328 iterations and 690.36 seconds
Optimal objective 4.754923068e+01
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Hi Henrik,
If you look at the logs, you can see that the barrier was a bit faster with the bigger tolerance: 424.06 seconds for 1e-7 versus 428.05 seconds for 1e-9. However, the crossover took a lot longer with the bigger tolerance. This is expected! A tighter tolerance in the barrier will make the crossover easier and vice versa. It is always a trade-off between time spent in barrier versus time spent in crossover. For your model, the extra time in barrier really seems to pay off :-).
Silke
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Hi Silke,
Thank you very much for your answer!
But the barrier tolerance is the same in both cases, namely 0.0. And the barrier logs are (except for the time) absolutely identical. Thus, I would say the starting point for the crossover is the same. Additionally, I thought only the barrier tolerance (which is 0.0 in both cases) does influence the barrier algorithm and not the optimality tolerance (which is different) and only influences the crossover.
What I do not understand is the following: When I finish with the barrier algorithm, I have exactly the same result. Why is the beginning of the crossover then not the same?Thank you!
Henrik0 -
You're right. I hadn't paid attention to the objectives and iteration numbers before. Maybe the differences are due to chance? Have you tried running the same settings multiple times with different seeds? https://www.gurobi.com/documentation/8.1/refman/seed.html
0 -
Dear Silke,
I had not paid attention to the seed value up to now. I have now examined seed values from
0 to 10 for optimality tolerances of 1e-7 and 1e-9. In 6 of the 11 cases the run-time behaves as
expected, i.e., the solution times for a tolerance of 1e-7 is less than for 1e-9. In 5 of 11
cases it's the other way round (see figure).What bothers me even more than this behaviour is the huge difference in run-time: I have a factor
>3 in run-time (for tol=1e-9; or even >6 for tol=1e-7) from the fastest to the slowest seed value.Where does this huge sensitivity come from? Is it the tight tolerance I have chosen? And how can I
avoid that time-to-solution depends that much on a good seed value?Thank you!
Henrik0 -
Hi Henrik,
When using the barrier algorithm, the random seed affects mostly the ordering (and maybe the cleanup).
For some models it has a bigger influence on running time than for others. I am not sure why the influence is so big for this model, but I can see that it may have some numerical issue though due to a huge range of matrix coefficients (Matrix range [2e-07, 5e+02]).
Maybe you can try to improve/reformulate the model so that this range becomes smaller. I would also suggest to scale up the matrix and objective coefficients a bit (since they are currently rather close to -- or even below -- the default feasibility tolerances). Improving the model numerics could also help with the volatility when using different seeds.
Silke
0
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