MIP start takes very long to process

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6 comments

  • Jaromił Najman

    Hi Mike,

    Could you try setting the parameter StartNodeLimit to -2? Does this resolve the issue?

    Best regards,
    Jaromił

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  • Mike Lang

    Hi Jaromil, 

    thanks a lot for the answer! It did improve the performance. However, I opted now to simply retreive solution from .sol files that I generate with an easy to solve version of the model. 

    Related to .sol files, is there a way to query .sol files and select the one as a MIP start that has the best objective value, i.e. the best starting solution?

    Thank you and best regards,

    Mike

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  • Mike Lang

    As a follow-up question: When I start from a .sol file I still get the message that the MIP start did not produce a new incumbent solution.

    This also happens if I generate the .sol file from the same identical model where I want to use the MIP start. Just for checking the process this should work. However, even though simply generate files with 

    model.setParam('SolFiles', myPath)

    and read with 

    model.read(myPath)

    I still get 

    User MIP start did not produce a new incumbent solution

    is there a reasonable explanation, something that I might be missing?

    Thank you very much!

     

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  • Jaromił Najman

    Hi Mike,

    You can provide multiple SOL files via the InputFile parameter if you are running from command line, e.g.,

    >gurobi_cl InputFile=sol1.sol InputFile=sol2.sol myModel.lp

    Setting multiple initial points is explained in the documentation of the Start parameter.

    Best regards,
    Jaromił

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  • Jaromił Najman

    I don't see a proper explanation for the behavior you describe. Could you provide a minimal working example?

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  • Mike Lang

    Hi Jaromil, 

    In the meantime I fixed the issue, I believe it was somehow related to my callback procedure. 

    Thank you for your assistance!

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