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Solving QP problem using Gurobi in Matlab wrong optimization results


1 comment

  • Soufyan Zayou

    This is the output file, where it is stated that is a suboptimal solution. Does anyone know what is wrong?

    Gurobi Optimizer version 9.0.0 build v9.0.0rc2 (win64)
    Optimize a model with 1200 rows, 600 columns and 123120 nonzeros
    Model fingerprint: 0xe662f7d9
    Model has 180208 quadratic objective terms
    Coefficient statistics:
    Matrix range [2e-09, 6e+01]
    Objective range [2e+00, 3e+03]
    QObjective range [9e-06, 1e+05]
    Bounds range [0e+00, 0e+00]
    RHS range [1e+01, 1e+01]
    Warning: Model contains large quadratic objective coefficient range
    Consider reformulating model or setting NumericFocus parameter
    to avoid numerical issues.
    Presolve removed 984 rows and 0 columns
    Presolve time: 0.07s
    Presolved: 216 rows, 816 columns, 61392 nonzeros
    Presolved model has 180208 quadratic objective terms
    Ordering time: 0.00s

    Barrier statistics:
    Free vars : 599
    AA' NZ : 3.310e+05
    Factor NZ : 3.325e+05 (roughly 4 MBytes of memory)
    Factor Ops : 1.808e+08 (less than 1 second per iteration)
    Threads : 4

    Objective Residual
    Iter Primal Dual Primal Dual Compl Time
    0 -4.17510601e+08 -1.63056159e+06 8.29e+04 4.40e+02 1.00e+06 0s
    1 -2.82756548e+07 -2.55465846e+06 5.78e+03 6.87e+01 7.47e+04 0s
    2 -3.57724334e+06 -2.07988024e+06 7.34e+02 8.72e+00 1.20e+04 0s
    3 -7.39341661e+05 -1.20087103e+06 1.50e+02 1.62e+00 3.11e+03 0s
    4 -1.75885703e+05 -7.33675200e+05 3.50e+01 4.06e-01 1.16e+03 0s
    5 -3.64750286e+04 -3.16463485e+05 7.45e+00 7.91e-02 3.66e+02 0s
    6 -1.36910620e+04 -1.19999492e+05 1.40e+00 1.09e-02 1.04e+02 0s
    7 -1.61380338e+04 -3.45478087e+04 1.49e-02 7.91e-05 1.32e+01 1s
    8 -2.02387236e+04 -3.04987488e+04 1.58e-06 7.77e-11 7.25e+00 1s
    9 -2.23393760e+04 -2.41207684e+04 1.44e-07 1.75e-11 1.26e+00 1s
    10 -2.28586854e+04 -2.32352618e+04 1.53e-10 1.11e-11 2.66e-01 1s
    11 -2.29762400e+04 -2.30156695e+04 1.47e-09 6.67e-12 2.78e-02 1s
    12 -2.29900894e+04 -2.29923534e+04 9.20e-11 8.06e-12 1.60e-03 1s
    13 -2.29909847e+04 -2.29909879e+04 1.66e-09 8.91e-12 2.26e-06 1s
    14 -2.29909847e+04 -2.29909879e+04 1.51e-07 1.01e-11 2.23e-06 1s
    15 -2.29909848e+04 -2.29909879e+04 1.73e-07 7.75e-12 2.22e-06 1s
    16 -2.29909851e+04 -2.29909879e+04 3.37e-07 8.53e-12 2.21e-06 1s
    17 -2.29909856e+04 -2.29909878e+04 5.15e-07 1.36e-11 2.05e-06 1s
    18 -2.29909858e+04 -2.29909876e+04 6.11e-07 1.10e-11 1.86e-06 1s
    19 -2.29909861e+04 -2.29909876e+04 6.91e-07 7.31e-12 1.86e-06 1s
    20 -2.29909845e+04 -2.29909877e+04 1.02e-06 7.55e-12 1.77e-06 1s
    21 -2.29909834e+04 -2.29909872e+04 1.67e-06 1.03e-11 1.21e-06 1s
    22 -2.29909837e+04 -2.29909872e+04 3.32e-06 8.77e-12 1.18e-06 1s
    23 -2.29909841e+04 -2.29909872e+04 4.22e-06 7.25e-12 1.13e-06 1s
    24 -2.29909882e+04 -2.29909868e+04 6.78e-06 1.14e-11 7.41e-07 1s
    25 -2.29909835e+04 -2.29909867e+04 7.27e-06 7.24e-12 5.63e-07 1s
    26 -2.29909877e+04 -2.29909867e+04 1.48e-05 6.81e-12 5.05e-07 1s
    27 -2.29909997e+04 -2.29909866e+04 1.61e-05 9.28e-12 4.08e-07 1s
    28 -2.29909904e+04 -2.29909865e+04 1.60e-05 8.22e-12 3.43e-07 1s
    29 -2.29909456e+04 -2.29909865e+04 2.42e-05 4.90e-12 2.77e-07 1s
    30 -2.29909989e+04 -2.29909864e+04 4.94e-05 5.75e-12 2.40e-07 1s
    31 -2.29909556e+04 -2.29909864e+04 5.13e-05 7.83e-12 1.45e-07 1s
    32 -2.29910192e+04 -2.29909864e+04 1.52e-04 6.57e-12 1.42e-07 1s
    33 -2.29909610e+04 -2.29909863e+04 1.26e-04 6.88e-12 1.01e-07 1s
    34 -2.29909403e+04 -2.29909864e+04 1.27e-04 7.17e-12 9.92e-08 1s
    35 -2.29910019e+04 -2.29909863e+04 2.22e-04 5.94e-12 6.37e-08 1s
    36 -2.29910984e+04 -2.29909864e+04 3.28e-04 6.34e-12 6.00e-08 1s
    37 -2.29919336e+04 -2.29909864e+04 5.51e-04 5.59e-12 5.94e-08 2s
    38 -2.29913987e+04 -2.29909865e+04 5.78e-04 4.87e-12 4.40e-08 2s
    39 -2.29900550e+04 -2.29909869e+04 5.90e-04 8.16e-12 3.28e-08 2s
    40 -2.29862010e+04 -2.29909875e+04 9.50e-04 7.44e-12 2.65e-08 2s
    41 -2.29855414e+04 -2.29909888e+04 1.81e-03 1.10e-11 2.65e-08 2s
    42 -2.29873605e+04 -2.29909889e+04 2.82e-03 9.59e-12 2.65e-08 2s
    43 -2.29928240e+04 -2.29909890e+04 7.60e-03 6.50e-12 2.65e-08 2s
    44 -2.30004372e+04 -2.29909892e+04 1.38e-02 1.02e-11 2.65e-08 2s
    45 -2.29745207e+04 -2.29911125e+04 1.44e-02 1.23e-11 2.46e-08 2s
    46 -2.29867578e+04 -2.29912354e+04 3.79e-02 8.26e-12 2.21e-08 2s
    47 -2.29637766e+04 -2.29913974e+04 1.99e-02 9.45e-12 2.15e-08 2s
    48 -2.30107063e+04 -2.29920147e+04 3.06e-02 9.20e-12 2.10e-08 2s
    49 -2.30354049e+04 -2.29921821e+04 9.36e-02 7.27e-12 1.58e-08 2s
    50 -2.28805300e+04 -2.29927785e+04 1.24e-01 7.84e-12 1.70e-08 2s
    51 -2.29373508e+04 -2.29982794e+04 1.51e-01 1.44e-11 1.31e-08 2s
    52 -2.29296386e+04 -2.29982466e+04 1.76e-01 1.09e-11 1.36e-08 2s
    53 -2.28385527e+04 -2.29987450e+04 1.55e-01 1.36e-11 1.51e-08 2s
    54 -2.30951167e+04 -2.29992792e+04 3.92e-01 1.32e-11 1.51e-08 2s
    55 -2.28863943e+04 -2.30160183e+04 3.49e-01 2.03e-11 1.06e-07 2s

    Barrier performed 55 iterations in 2.03 seconds
    Sub-optimal termination - objective -2.29909847e+04


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