• Gurobi Staff

This really does sound like a numerics issue, but without further information, I cannot say more. How are the coefficient statistics for your model?

You could experiment with different values for NumericFocus, as well as ScaleFlag=2 and/or Aggregate=0, but the most reliable fix would be to improve the numerics. Have you seen our Numerics Guidelines? They may contain some explanation and valuable input for reformulating your model.

1) Constraints are violated in the final solution (sometimes, not always). Even though the optimization finished and was *not* terminated due to a timeout.

How the optimization was finished should not matter. No solution should violate the constraints (unless there are numerical issues).

2) When I continue optimizing an obtained solution, the new solution (very often) contains the previously missing constraints.

I don't understand this. What do you mean with "contains the previously missing constraints"?

3) The issue of violated constraints becomes increasingly prominent, with increasing cost-values.

This is to be expected since bigger numbers mean more numerical issues.

Hi Silke,

I am not sure, what you mean by coefficient statistics. Is it this(?):

Matrix range [1e+00, 2e+01]Objective range [3e-04, 1e+05]Bounds range [1e+00, 1e+00]RHS range [1e+00, 2e+01]

Regarding this statistic: Could you point me to one or more resources on how to interpret this information?

Regarding "2) When I continue optimizing an obtained solution, the new solution (very often) contains the previously missing constraints.":

In our software, we have the ability to re-run the optimization based on the prior optimization result (I think this is called a warm-start?!). And when doing this, I sometimes observe, that after the initial optimization run, I have violations of some constraints, that are then "fixed" (meaning the constraints are then correctly applied/fulfilled) after continuing the optimization.