Presolve Parameter Tuning

Answered

Sushil Poudel

• April 09, 2020 16:31

I am trying to run a simple model but the size is relatively large and the time I need to get the solution by is limited. 

Following is the log: 

Gurobi Optimizer version 9.0.1 build v9.0.1rc0 (win64)
Optimize a model with 50013821 rows, 237586 columns and 100735338 nonzeros
Model fingerprint: 0x708b34c3
Variable types: 0 continuous, 237586 integer (237586 binary)
Coefficient statistics:
Matrix range [1e+00, 1e+04]
Objective range [1e+00, 5e+03]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 1e+03]

---------------------------------------------------------------------------
Multi-objectives: starting optimization with 1 objectives ...
---------------------------------------------------------------------------
---------------------------------------------------------------------------

Multi-objectives: optimize objective 1 ...
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Optimize a model with 50013821 rows, 237586 columns and 100735338 nonzeros
Variable types: 0 continuous, 237586 integer (237586 binary)
Coefficient statistics:
Matrix range [1e+00, 1e+04]
Objective range [1e+00, 5e+03]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 1e+03]
Found heuristic solution: objective 527822.79800
Presolve removed 421 rows and 0 columns (presolve time = 18s) ...
Presolve removed 18324945 rows and 0 columns (presolve time = 22s) ...
Presolve removed 18324945 rows and 0 columns (presolve time = 28s) ...
Presolve removed 18487701 rows and 540 columns (presolve time = 33s) ...

 

Model spends a long time in presolve, after some time it doesn't seem to be able to remove significant rows. Is there a parameter that I can configure to limit the presolve by time or by any other factor. Currently it leads to termination by timelimit without getting any feasible solution. 

0

• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:47

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Eli Towle

  Gurobi Staff

  • April 09, 2020 19:46

  Hi Sushil,

  You could try setting the PrePasses parameter to limit the number of presolve passes that Gurobi performs.

  Also, Gurobi does find a feasible solution right away:

  Found heuristic solution: objective 527822.79800

  You can retrieve this solution after the solver finishes, even if it terminates due to a time limit.

  Eli

   

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