I am using Lagrangian decomposition method to solve a large-scale decomposable MIP instance. However, when trying to parallelise solving the subproblems of it with gurobi for some of the instacens I am constantly getting different final results comparing to when I solve them sequentially. I did not compare the log file of each of subproblem at each iteration since this would be extremely time-consuming.
What I am suspecting is gurobi different initial setting when solving the same problems in parallel or in sequence. Could please tell me if this could be the case?
I am trying to manually set some of the parameters (I am using JuMP in Julia to define the model) as the following
OutputFlag = 0, MIPGap = 0, Threads = 1.
Could you please tell me if there is probably some other parameters that could cause inconsistent performance in the context of my issue?
Please sign in to leave a comment.