Gurobi Parameters

Comments

4 comments

  • Eli Towle

    Hi Monir,

    Could you post your log file from the run with these parameters?

    Note that MIPGapAbs refers to the absolute difference between the lower and upper bounds. This means that Gurobi should stop once \( |z_{\textrm{upper}} - z_{\textrm{lower}}| < 0.03 \). This is not to be confused with MIPGap, which refers to the relative gap between the two bounds.

    Thanks,

    Eli

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  • Monir Sabbaghtorkan

    Hi Eli, thank you for your quick response. Oh, I thought that MIPGapAbs is |MIPGap|. So, I will run the model with MIPGap and let you know about the results.

    I have a quick question about these parameters. Is the order of these parameters important? For example, does it make any changes if I set MIPGap first, then the others?

    Bests.

    Log file:

     

    Changed value of parameter MIPFocus to 2
    Prev: 0 Min: 0 Max: 3 Default: 0
    Changed value of parameter Cuts to 2
    Prev: -1 Min: -1 Max: 3 Default: -1
    Changed value of parameter MIPGapAbs to 0.03
    Prev: 1e-10 Min: 0.0 Max: 1e+100 Default: 1e-10
    Optimize a model with 36488132 rows, 36700601 columns and 47451411 nonzeros
    Model has 492693 quadratic constraints
    Variable types: 36379 continuous, 36664222 integer (36655752 binary)
    Coefficient statistics:
    Matrix range [6e-04, 1e+02]
    QMatrix range [2e-04, 1e+02]
    QLMatrix range [1e-03, 3e+01]
    Objective range [1e+00, 2e+01]
    Bounds range [1e+00, 1e+02]
    RHS range [1e+00, 5e+04]
    QRHS range [1e+00, 6e+04]
    Presolve removed 875 rows and 866 columns (presolve time = 18s) ...
    Presolve removed 35721625 rows and 9275 columns (presolve time = 23s) ...
    Presolve removed 35721625 rows and 13818 columns (presolve time = 26s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 36s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 40s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 47s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 52s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 57s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 62s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 67s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 70s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 77s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 82s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 87s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 92s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 97s) ...
    Presolve removed 35722491 rows and 14684 columns (presolve time = 100s) ...
    Presolve removed 35723604 rows and 15797 columns (presolve time = 105s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 110s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 115s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 120s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 125s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 130s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 135s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 140s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 145s) ...
    Presolve removed 35724037 rows and 15797 columns (presolve time = 150s) ...
    Presolve removed 35732086 rows and 35607644 columns (presolve time = 156s) ...
    Presolve removed 35732947 rows and 35608505 columns (presolve time = 160s) ...
    Presolve removed 35732947 rows and 35608505 columns (presolve time = 166s) ...
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    Presolve removed 35732947 rows and 35608505 columns (presolve time = 200s) ...
    Presolve removed 35732947 rows and 35608505 columns (presolve time = 205s) ...
    Presolve removed 35732947 rows and 35608505 columns (presolve time = 210s) ...
    Presolve removed 35744335 rows and 35617702 columns (presolve time = 215s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 220s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 225s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 230s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 235s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 240s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 245s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 250s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 255s) ...
    Presolve removed 35744336 rows and 35617702 columns (presolve time = 260s) ...
    Presolve removed 35745155 rows and 35628830 columns (presolve time = 265s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 270s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 275s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 280s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 285s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 290s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 295s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 300s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 305s) ...
    Presolve removed 35745189 rows and 35628830 columns (presolve time = 310s) ...
    Presolve removed 35746814 rows and 35630455 columns (presolve time = 323s) ...
    Presolve removed 35746814 rows and 35630455 columns (presolve time = 334s) ...
    Presolve removed 35749251 rows and 35632892 columns (presolve time = 390s) ...
    Presolve removed 35747626 rows and 35631267 columns
    Presolve time: 390.09s
    Presolved: 4400594 rows, 4130859 columns, 15753610 nonzeros
    Variable types: 245080 continuous, 3885779 integer (3749569 binary)
    Found heuristic solution: objective 62798.000000

    Deterministic concurrent LP optimizer: primal simplex, dual simplex, and barrier
    Showing barrier log only...

    Presolve removed 258210 rows and 250000 columns (presolve time = 6s) ...
    Presolve removed 1031515 rows and 1023305 columns (presolve time = 10s) ...
    Presolve removed 1031515 rows and 1023305 columns (presolve time = 15s) ...
    Presolve removed 1031515 rows and 1023305 columns (presolve time = 20s) ...
    Presolve removed 1031899 rows and 1023305 columns (presolve time = 25s) ...
    Presolve removed 1053039 rows and 1028896 columns (presolve time = 30s) ...
    Presolve removed 1053039 rows and 1028896 columns (presolve time = 35s) ...
    Presolve removed 1053039 rows and 1028896 columns (presolve time = 40s) ...
    Presolve removed 1059965 rows and 1028953 columns (presolve time = 45s) ...
    Presolve removed 1059965 rows and 1028953 columns (presolve time = 50s) ...
    Presolve removed 1059965 rows and 1028953 columns
    Presolved: 3340629 rows, 3101906 columns, 13492070 nonzeros

    Root barrier log...

    Ordering time: 2.94s

    Barrier statistics:
    Dense cols : 1089
    AA' NZ : 8.155e+07
    Factor NZ : 1.409e+08 (roughly 4.0 GBytes of memory)
    Factor Ops : 4.754e+10 (roughly 2 seconds per iteration)
    Threads : 30

    Objective Residual
    Iter Primal Dual Primal Dual Compl Time
    0 5.91211808e+06 4.06997484e+07 2.08e+06 2.85e+00 3.70e+03 512s
    1 2.39250820e+06 7.25979098e+07 8.46e+05 8.89e+02 1.53e+03 515s
    2 5.10436363e+05 9.99254981e+07 1.63e+05 3.49e+03 3.20e+02 518s
    3 3.63649267e+05 9.38097546e+07 1.09e+05 4.30e+03 2.16e+02 523s
    4 2.75471823e+05 8.82589379e+07 7.70e+04 2.36e+03 1.53e+02 527s
    5 1.35387071e+05 8.20943416e+07 2.59e+04 3.21e+03 5.60e+01 530s
    6 9.60053838e+04 7.20754516e+07 1.14e+04 2.02e+03 2.70e+01 533s
    7 8.56810502e+04 5.84868343e+07 7.59e+03 1.12e+03 1.73e+01 537s
    8 7.81227897e+04 4.21162370e+07 4.82e+03 3.62e+02 9.97e+00 541s
    9 7.29613956e+04 2.47877733e+07 2.95e+03 1.28e+02 4.82e+00 546s
    10 6.76408931e+04 1.29595078e+07 1.01e+03 1.38e+02 1.80e+00 549s
    11 6.64601220e+04 6.48358183e+06 5.51e+02 7.46e+01 8.15e-01 553s
    12 6.61487666e+04 4.03272544e+06 4.14e+02 7.85e+01 4.87e-01 557s
    13 6.58661046e+04 2.56191353e+06 2.75e+02 2.16e+02 2.94e-01 563s
    14 6.56926278e+04 1.80500292e+06 1.85e+02 1.44e+02 1.98e-01 569s
    15 6.56121811e+04 1.32792631e+06 1.27e+02 1.05e+02 1.41e-01 574s
    16 6.56112523e+04 9.94820789e+05 1.01e+02 9.45e+01 1.03e-01 577s
    17 6.57047573e+04 8.68189300e+05 7.91e+01 8.10e+01 8.78e-02 581s
    18 6.58154019e+04 7.24737482e+05 6.12e+01 6.57e+01 7.15e-02 587s
    19 6.59973189e+04 4.07080792e+05 4.44e+01 3.31e+01 3.68e-02 593s
    20 6.62984219e+04 2.83787898e+05 2.86e+01 2.01e+01 2.33e-02 598s
    21 6.64503712e+04 2.56604276e+05 2.51e+01 1.76e+01 2.03e-02 603s
    22 6.68399598e+04 2.00471751e+05 2.03e+01 1.23e+01 1.42e-02 610s
    23 6.72451793e+04 1.62015766e+05 1.67e+01 8.61e+00 1.01e-02 615s
    24 6.75643734e+04 1.34165692e+05 1.46e+01 5.93e+00 7.08e-03 622s
    25 6.81522793e+04 1.16758163e+05 1.15e+01 4.25e+00 5.16e-03 627s
    26 6.86966328e+04 1.07942242e+05 9.38e+00 3.38e+00 4.16e-03 631s
    27 6.91034036e+04 9.93734350e+04 8.15e+00 2.54e+00 3.21e-03 635s
    28 6.94032174e+04 9.33113010e+04 7.36e+00 1.95e+00 2.54e-03 638s
    29 6.99843487e+04 8.80145317e+04 5.97e+00 1.43e+00 1.91e-03 641s
    30 7.03200308e+04 8.41051912e+04 5.25e+00 1.04e+00 1.46e-03 644s
    31 7.05807625e+04 8.20822630e+04 4.67e+00 8.42e-01 1.22e-03 646s
    32 7.12855300e+04 7.91503036e+04 3.39e+00 5.30e-01 8.34e-04 650s
    33 7.17162590e+04 7.64538614e+04 2.63e+00 2.77e-01 5.03e-04 654s
    34 7.21667217e+04 7.53720810e+04 1.89e+00 1.72e-01 3.40e-04 658s
    35 7.22772419e+04 7.50523019e+04 1.71e+00 1.42e-01 2.95e-04 660s
    36 7.23600398e+04 7.49921869e+04 1.58e+00 1.36e-01 2.79e-04 663s
    37 7.24142602e+04 7.49110885e+04 1.49e+00 1.29e-01 2.65e-04 665s
    38 7.25909243e+04 7.47088698e+04 1.23e+00 1.10e-01 2.25e-04 668s
    39 7.26499596e+04 7.45337280e+04 1.13e+00 9.43e-02 2.00e-04 671s
    40 7.27527302e+04 7.44063412e+04 9.80e-01 8.32e-02 1.76e-04 674s
    41 7.28321472e+04 7.42486010e+04 8.54e-01 6.93e-02 1.50e-04 679s
    42 7.28852776e+04 7.39519459e+04 7.73e-01 4.39e-02 1.13e-04 682s
    43 7.29887921e+04 7.38487422e+04 5.97e-01 3.45e-02 9.15e-05 684s
    44 7.32336936e+04 7.36506431e+04 1.83e-01 1.78e-02 4.43e-05 687s
    45 7.33703904e+04 7.35517820e+04 5.72e-04 9.42e-03 1.92e-05 689s
    46 7.34191286e+04 7.34356640e+04 7.25e-05 4.11e-04 1.76e-06 693s
    47 7.34259799e+04 7.34288957e+04 1.12e-05 7.14e-05 3.09e-07 695s
    48 7.34271084e+04 7.34273451e+04 9.33e-07 4.46e-06 2.51e-08 699s
    49 7.34272028e+04 7.34272189e+04 1.23e-07 3.97e-08 1.72e-09 701s
    50 7.34272172e+04 7.34272173e+04 1.89e-09 2.79e-09 5.72e-12 704s

    Barrier solved model in 50 iterations and 704.35 seconds
    Optimal objective 7.34272172e+04


    Root crossover log...

    155401 DPushes remaining with DInf 0.0000000e+00 708s
    12534 DPushes remaining with DInf 0.0000000e+00 711s
    9082 DPushes remaining with DInf 0.0000000e+00 716s
    4767 DPushes remaining with DInf 0.0000000e+00 721s
    1054 DPushes remaining with DInf 0.0000000e+00 725s
    0 DPushes remaining with DInf 3.9825782e-13 726s

    1335647 PPushes remaining with PInf 0.0000000e+00 727s
    537925 PPushes remaining with PInf 0.0000000e+00 731s
    339201 PPushes remaining with PInf 0.0000000e+00 736s
    233721 PPushes remaining with PInf 0.0000000e+00 740s
    163030 PPushes remaining with PInf 0.0000000e+00 746s
    131456 PPushes remaining with PInf 0.0000000e+00 751s
    120431 PPushes remaining with PInf 0.0000000e+00 755s
    7101 PPushes remaining with PInf 0.0000000e+00 764s
    3834 PPushes remaining with PInf 0.0000000e+00 766s
    0 PPushes remaining with PInf 0.0000000e+00 769s

    Push phase complete: Pinf 0.0000000e+00, Dinf 3.6398055e-13 769s


    Root simplex log...

    Iteration Objective Primal Inf. Dual Inf. Time
    1353769 7.3427217e+04 0.000000e+00 0.000000e+00 772s
    1353769 7.3427217e+04 0.000000e+00 0.000000e+00 776s
    Concurrent spin time: 0.01s

    Solved with barrier

    Root relaxation: objective 7.342722e+04, 1353769 iterations, 335.26 seconds
    Total elapsed time = 884.25s
    Total elapsed time = 926.51s
    Total elapsed time = 951.54s
    Total elapsed time = 966.24s

    Nodes | Current Node | Objective Bounds | Work
    Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time

    0 0 73427.2172 0 528166 62798.0000 73427.2172 16.9% - 980s
    H 0 0 66479.000000 73427.2172 10.5% - 5014s
    0 0 73260.6796 0 21377 66479.0000 73260.6796 10.2% - 5313s
    H 0 0 66519.000000 73260.6796 10.1% - 5534s
    0 0 69239.0000 0 379 66519.0000 69239.0000 4.09% - 5545s
    H 0 0 68888.000000 69239.0000 0.51% - 5546s
    0 0 69230.4395 0 1454 68888.0000 69230.4395 0.50% - 5549s
    H 0 0 69080.000000 69230.4395 0.22% - 5554s
    0 0 69227.2659 0 1593 69080.0000 69227.2659 0.21% - 5554s
    0 0 69226.8373 0 1434 69080.0000 69226.8373 0.21% - 5555s
    0 0 69226.8373 0 1430 69080.0000 69226.8373 0.21% - 5556s
    0 0 69210.0000 0 1814 69080.0000 69210.0000 0.19% - 5561s
    H 0 0 69153.000000 69210.0000 0.08% - 5563s
    0 0 69209.7273 0 1994 69153.0000 69209.7273 0.08% - 5564s
    0 0 69209.6000 0 2602 69153.0000 69209.6000 0.08% - 5566s
    0 0 69209.6000 0 2589 69153.0000 69209.6000 0.08% - 5567s
    0 0 69207.0000 0 2928 69153.0000 69207.0000 0.08% - 5592s
    H 0 0 69185.000000 69207.0000 0.03% - 5594s
    0 0 69205.0435 0 2963 69185.0000 69205.0435 0.03% - 5596s
    0 0 69204.4444 0 2840 69185.0000 69204.4444 0.03% - 5597s
    0 0 69204.4444 0 2734 69185.0000 69204.4444 0.03% - 5598s
    0 0 69204.0000 0 3016 69185.0000 69204.0000 0.03% - 5621s
    0 0 69204.0000 0 2867 69185.0000 69204.0000 0.03% - 5624s
    0 0 69204.0000 0 2759 69185.0000 69204.0000 0.03% - 5648s
    H 0 0 69188.000000 69204.0000 0.02% - 5650s
    0 0 69204.0000 0 3023 69188.0000 69204.0000 0.02% - 5652s
    0 0 69203.7500 0 61 69188.0000 69203.7500 0.02% - 5683s
    0 0 69203.7500 0 91 69188.0000 69203.7500 0.02% - 5685s
    0 0 69203.7500 0 22 69188.0000 69203.7500 0.02% - 5709s
    H 0 0 69203.000000 69203.7500 0.00% - 5710s

    Cutting planes:
    Gomory: 27
    Cover: 331
    Implied bound: 1188
    Clique: 39
    MIR: 282
    StrongCG: 114
    Flow cover: 548
    GUB cover: 1
    Zero half: 213

    Explored 1 nodes (2017641 simplex iterations) in 5715.11 seconds
    Thread count was 32 (of 40 available processors)

    Solution count 10: 69203 69188 69185 ... 62798

    Optimal solution found (tolerance 1.00e-04)
    Best objective 6.920300000000e+04, best bound 6.920300000000e+04, gap 0.0000%

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  • Eli Towle

    Hi Monir,

    Great, thanks for posting the log. Considering what MIPGapAbs does, it looks like Gurobi is behaving as expected - the absolute difference between the lower and upper bounds never gets close to 0.03. Gurobi terminates the optimization because the default relative optimality gap of 0.0001 (0.01%) is achieved. Note that setting MIPGap = 0.03 corresponds to a 3% MIP gap, while 0.0003 would correspond to a 0.03% MIP gap.

    And no, the order of the parameters doesn't matter. Thanks!

    Eli

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  • Monir Sabbaghtorkan

    Thank you so much Eli for your help.

     

    Bests

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