Presolve Parameter Tuning
Answered
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]
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Multi-objectives: starting optimization with 1 objectives ...
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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.
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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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