Non global solution of bilinear problem
Answered
I am solving a non-convex MIQCP and depending on the starting conditions. I end up with two widely different objective value, indicating a local solution instead of global solution. First, the problem is olved without objective function (warm-start) and then resolved with a minimization objective function (Locally optimal solution in this case).
Alternatively, when the problem is not solved without objective function (no-warm start). Instead its just solved once and with the same minimization objective as previous one, I get global optimal solution.
I am using Gurobi 9.0.2 with Julia/JuMP
-
Official comment
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?. -
The culprit was poor setting of `OptimalityTol` parameter, resetting it to default value solved the issue. Please be extremely careful with parameters affecting the dual problem when using non-convex methods.
0
Post is closed for comments.
Comments
2 comments