A big gap after 3 hours run!

Nazanin Madani

• March 09, 2020 02:35

Hello,

I have a problem that I tried to reformulate as a second-order cone programming problem, and I have a time limit of 3 hours, but after the code terminates, the gap is too big (80%). I know that it could be because of the way that I reformulated my problem, but I was wondering if I could do something to improve the way Gurobi chooses the feasible solution. Please check the result of one of my instances:

I appreciate it if anyone could help me with this issue. 

Thank you

Nazanin

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  Tobias Achterberg

  Gurobi Staff

  • March 09, 2020 08:18

  That is not a particularly large model. But it is hard to say how you can improve your model without knowing anything about it. Would it be possible to send me your *.mps file? I would like to take a closer look. Please send to "achterberg at gurobi dot com".

  Regards,

  Tobias

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