Warning messages in MATLAB while using Gurobi for distributed optimization

Hi there,

I am using Gurobi as the solver for an optimization problem written in MATLAB with YALMIP toolbox. Since the original problem can be decomposed into a set of sub problems, I am using par for (which is in the Parallel Computing toolbox in MATLAB) in the code and solve each sub problem in parallel with Gurobi.

The implementation looks like below.

m= 10 ; % number of sub-problems

parfor i = 1:m

%%%%%%%%% define each subproblem %%%%%%%%%

%%% objective %%%
%%% constraints %%

ops = sdpsettings('solver', 'gurobi'); %% YALMIP implementation

optimize(constraints, objective, ops)


end

I am running this algorithm in a high performance computing facility installed with Gurobi 8.0.0, 8 cores of CPU and 128 GB memory. Here is what I get in the log file (only a certain section is included),

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'NonConvex'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'NonConvex'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'NonConvex'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'NonConvex'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'NonConvex'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'NonConvex'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'NonConvex'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'SolFiles'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'BQPCuts'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'RelaxLiftCuts'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'RLTCuts'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSQueueTimeout'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSGroup'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSTLSInsecure'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'JobID'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSAPIAccessID'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSAPISecret'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSAppName'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSAuthToken'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSBatchMode'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSClientLog'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'CSManager'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'FuncPieceError'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'FuncPieceLength'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'FuncPieceRatio'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'FuncPieces'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'FuncMaxVal'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'JSONSolDetail'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Warning: Unknown parameter: 'ScenarioNumber'

> In callgurobi (line 20)
  In solvesdp (line 371)
  In optimize (line 31)
  In parallel_function>make_general_channel/channel_general (line 837)
  In remoteParallelFunction (line 46)
Optimize a model with 6 rows, 3 columns and 8 nonzeros
Model has 2 quadratic objective terms
Coefficient statistics:
  Matrix range     [2e-02, 1e+00]
  Objective range  [5e+01, 5e+01]
  QObjective range [2e-01, 2e+00]
  Bounds range     [0e+00, 0e+00]
  RHS range        [2e-01, 2e+01]
Presolve removed 5 rows and 1 columns
Presolve time: 0.45s
Presolved: 1 rows, 2 columns, 2 nonzeros
Presolved model has 2 quadratic objective terms
Ordering time: 0.00s

Barrier statistics:
 AA' NZ     : 0.000e+00
 Factor NZ  : 1.000e+00
 Factor Ops : 1.000e+00 (less than 1 second per iteration)
 Threads    : 1

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   6.50508119e+05 -6.52285243e+05  1.08e+03 5.51e+02  6.26e+05     0s
   1   9.99605481e+02 -3.42095790e+03  4.59e+01 1.29e+01  1.53e+04     0s
   2   4.13186015e-01 -2.16992573e+03  2.54e-05 1.29e-05  5.43e+02     0s
   3   4.13102738e-01 -3.86580493e+00  2.47e-08 1.26e-08  1.07e+00     0s
   4   2.05813865e-01 -3.25269653e-01  2.44e-14 1.14e-14  1.33e-01     0s
   5   2.53644021e-02 -1.32017470e-01  0.00e+00 0.00e+00  3.93e-02     0s
   6   6.89078420e-03 -2.44701230e-03  0.00e+00 0.00e+00  2.33e-03     0s
   7   3.12637570e-03  1.73225672e-03  0.00e+00 2.22e-16  3.49e-04     0s
   8   2.62200151e-03  2.42938282e-03  0.00e+00 0.00e+00  4.82e-05     0s
   9   2.56218618e-03  2.53655458e-03  0.00e+00 1.73e-18  6.41e-06     0s
  10   2.55741309e-03  2.55505680e-03  0.00e+00 0.00e+00  5.89e-07     0s
  11   2.55731623e-03  2.55729088e-03  0.00e+00 0.00e+00  6.34e-09     0s

Barrier solved model in 11 iterations and 0.46 seconds
Optimal objective 2.55731623e-03

Could you please explain why I am getting a list of Warning messages ?

On the other hand, do I need to change the settings in Gurobi as well when I implement distributed optimization in addition to the parfor implementation in MATLAB ?

Thank you.

Matthias Miltenberger

Gurobi Staff

December 15, 2020 10:53

Hi Gayan,

It's unclear where you try setting these parameters. These are valid Gurobi parameters and you need to set them when solving the model:

params.NonConvex = 2;
...

result = gurobi(model, params);

You should check the gurobi.log file to see what happened.

Cheers,
Matthias

December 15, 2020 12:02

I just realized that you are using Gurobi 8.0 and those parameters were not available back then. Please update your Gurobi installation to use those parameters.

Warning messages in MATLAB while using Gurobi for distributed optimization

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