Cplex and Gurobi provides different optimal solution. Preprocessing bug in gurobi

Answered

Antonio Alonso

• June 12, 2020 08:13

I have solved a MIP model in different ways:

a) Plain Cplex (default settings): 

CPLEX 12.9.0.0: optimal integer solution within mipgap or absmipgap; objective 80280.28828
100519 MIP simplex iterations
1776 branch-and-bound nodes
absmipgap = 7.90337, relmipgap = 9.84472e-05

b) Plain gurobi (default settings): 

Gurobi 9.0.0: outlev=0
timelim=600
mipgap=0
bestbound=1
Gurobi 9.0.0: optimal solution; objective 90231.575
10207 simplex iterations
1 branch-and-cut nodes
plus 2517 simplex iterations for intbasis
absmipgap = 1.46e-11, relmipgap = 1.61e-16

Then, after analyzing the solution, I fixed just one specific binary variable to 1 and then, Gurobi gives the following:

Gurobi 9.0.0: outlev=0
timelim=600
mipgap=0
bestbound=1
Gurobi 9.0.0: optimal solution; objective 80280.28828
3375 simplex iterations
plus 2647 simplex iterations for intbasis

Then, I change the gurobi settings to "not preprocess the model". The report is: 

Gurobi 9.0.0: outlev=0
timelim=600
mipgap=0
bestbound=1
presolve=0
Gurobi 9.0.0: optimal solution; objective 80280.28806
1679963 simplex iterations
33608 branch-and-cut nodes
plus 2606 simplex iterations for intbasis
17 integer variables rounded to integers; maxerr = 4.45537e-07

suffix bestbound OUT;

As a conclusion, GUROBI has a bug in the preprocessing step, that fix a variable to 0 that in fact takes value 1 in the optimal solution. The same problem appears in different instances for the same model. 

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• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:45

  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

  • June 12, 2020 17:17

  Hi Antonio,

  Do you see this same behavior with the latest version of Gurobi (9.0.2)?

  Thanks,

  Eli

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• 

  Antonio Alonso

  • June 14, 2020 11:25

  

  

  

  Hi, Eli,

   

  Yes, it works and now groove provides the optimal solution in all instances!  Great!

  Thanks for your help!

  Antonio

   

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