Speed up solving of MILP model, bound gap is moving slowly
AnsweredHi,
I am currently experiencing some challenges in the solving time of a developed MILP model. As soon as I impose an additional set of 3 constraints the bound gap is moving very slowly. I am curious to how I can try to speed up the solving of the problem.
Log:
Gurobi Optimizer version 9.0.3 build v9.0.3rc0 (win64)
Optimize a model with 11106 rows, 46119 columns and 1122626 nonzeros
Model fingerprint: 0x03fed32c
Variable types: 0 continuous, 46119 integer (46078 binary)
Coefficient statistics:
Matrix range [5e-01, 2e+04]
Objective range [1e+00, 5e+03]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 7e+05]
Presolve removed 5487 rows and 26860 columns
Presolve time: 1.18s
Presolved: 5619 rows, 19259 columns, 322244 nonzeros
Variable types: 0 continuous, 19259 integer (19211 binary)
Root simplex log...
Iteration Objective Primal Inf. Dual Inf. Time
26175 4.1658187e+06 7.748406e+03 0.000000e+00 5s
29780 4.4452147e+06 0.000000e+00 0.000000e+00 5s
Root relaxation: objective 4.445215e+06, 29780 iterations, 4.07 seconds
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 4445214.70 0 5 - 4445214.70 - - 5s
H 0 0 1.028876e+07 4445214.70 56.8% - 6s
H 0 0 7875408.0027 4445214.70 43.6% - 6s
0 0 4864333.95 0 97 7875408.00 4864333.95 38.2% - 7s
H 0 0 5876038.0172 4864333.95 17.2% - 8s
0 0 4938023.96 0 177 5876038.02 4938023.96 16.0% - 8s
0 0 4938023.96 0 5 5876038.02 4938023.96 16.0% - 13s
0 0 4938494.52 0 186 5876038.02 4938494.52 16.0% - 15s
0 0 4944626.55 0 230 5876038.02 4944626.55 15.9% - 15s
0 0 4944627.42 0 230 5876038.02 4944627.42 15.9% - 16s
0 0 4947625.74 0 233 5876038.02 4947625.74 15.8% - 16s
0 0 4947625.80 0 225 5876038.02 4947625.80 15.8% - 16s
0 0 4947632.55 0 224 5876038.02 4947632.55 15.8% - 17s
0 0 4947634.00 0 229 5876038.02 4947634.00 15.8% - 17s
0 0 4947634.00 0 214 5876038.02 4947634.00 15.8% - 19s
0 2 4947634.00 0 211 5876038.02 4947634.00 15.8% - 20s
19 18 4987068.08 5 1 5876038.02 4973076.16 15.4% 181 26s
46 43 4987242.58 10 53 5876038.02 4979756.66 15.3% 147 30s
175 139 4987244.85 32 60 5876038.02 4979756.66 15.3% 65.1 35s
499 341 4982827.13 5 171 5876038.02 4982827.13 15.2% 38.8 40s
1039 695 4987672.80 55 177 5876038.02 4987159.43 15.1% 39.4 50s
1041 696 5819266.09 70 5 5876038.02 4987159.43 15.1% 39.3 55s
1053 704 5334589.96 20 350 5876038.02 4987159.43 15.1% 38.9 60s
1055 706 5293661.20 9 351 5876038.02 4987159.43 15.1% 38.8 65s
1058 711 4987159.43 16 233 5876038.02 4987159.43 15.1% 119 72s
1076 723 5334785.31 19 71 5876038.02 4987159.43 15.1% 121 75s
1107 743 5043243.25 23 154 5876038.02 4987159.43 15.1% 125 80s
1320 822 5370127.00 48 1 5876038.02 4987159.43 15.1% 118 85s
1982 970 5377147.42 103 67 5876038.02 4987159.43 15.1% 91.2 90s
3917 1630 5385987.00 170 1 5876038.02 4987159.43 15.1% 52.3 95s
6537 2612 5396907.00 254 1 5876038.02 4987159.43 15.1% 35.9 100s
8167 2720 5408607.42 345 77 5876038.02 4987159.43 15.1% 33.2 106s
8293 2779 5413027.00 378 1 5876038.02 4987159.43 15.1% 35.0 110s
8678 3076 5426287.00 480 1 5876038.02 4987159.43 15.1% 37.8 115s
9808 3596 5435907.00 554 1 5876038.02 4987159.43 15.1% 37.8 120s
10947 4256 5444747.00 622 1 5876038.02 4987159.43 15.1% 37.5 126s
12034 4922 5454684.20 699 1 5876038.02 4987159.43 15.1% 37.9 130s
14211 5806 5466847.00 792 1 5876038.02 4987159.43 15.1% 36.0 135s
15347 6330 5476467.00 866 1 5876038.02 4987159.43 15.1% 36.8 140s
16567 7175 5485307.00 934 1 5876038.02 4987159.43 15.1% 37.0 145s
19164 8252 5496747.42 1023 77 5876038.02 4987159.43 15.1% 34.3 150s
20253 8661 5508187.00 1110 1 5876038.02 4987159.43 15.1% 34.8 155s
20607 8835 5519367.00 1196 1 5876038.02 4987159.43 15.1% 36.6 160s
20700 8836 5369868.01 340 177 5876038.02 4987159.43 15.1% 37.0 179s
20702 8837 5376108.01 364 5 5876038.02 4987159.43 15.1% 37.0 184s
20705 8839 5378968.01 375 317 5876038.02 4987159.43 15.1% 37.0 185s
20710 8843 5178659.02 1013 381 5876038.02 4987159.43 15.1% 37.0 192s
20712 8844 5157628.00 853 382 5876038.02 4987159.43 15.1% 37.0 196s
20715 8846 5256948.00 1617 391 5876038.02 4987159.43 15.1% 37.0 203s
20717 8847 5425027.85 450 387 5876038.02 4987159.43 15.1% 37.0 206s
20719 8849 5268619.02 1705 388 5876038.02 4987159.43 15.1% 37.0 210s
H20719 8406 5606186.0037 4987159.43 11.0% 37.0 214s
20721 8407 5126399.02 611 396 5606186.00 4987159.43 11.0% 37.0 218s
H20721 7986 5605339.0045 4987159.43 11.0% 37.0 223s
20722 7987 5173245.01 972 355 5605339.00 4987159.43 11.0% 37.0 227s
20723 7987 5605339.00 968 367 5605339.00 4987159.43 11.0% 37.0 230s
20725 7989 5196108.00 1149 369 5605339.00 4987159.43 11.0% 37.0 235s
20729 7991 5166225.01 918 383 5605339.00 4987159.43 11.0% 37.0 248s
20730 7992 5059868.02 101 371 5605339.00 4987159.43 11.0% 37.0 252s
20732 7996 4987159.43 26 240 5605339.00 4987159.43 11.0% 39.1 268s
20734 7998 4987159.43 27 173 5605339.00 4987159.43 11.0% 39.1 277s
20742 8002 5293724.82 28 40 5605339.00 4987159.43 11.0% 39.2 280s
20760 8011 4997721.50 31 216 5605339.00 4987244.07 11.0% 39.5 286s
20785 8019 4998375.85 33 261 5605339.00 4987244.07 11.0% 39.8 290s
20849 8022 5064016.53 38 59 5605339.00 4987244.07 11.0% 40.1 295s
Cutting planes:
Gomory: 16
Cover: 2
Implied bound: 4
MIR: 42
StrongCG: 2
Flow cover: 15
Zero half: 20
RLT: 1
Relax-and-lift: 1
Explored 21550 nodes (883835 simplex iterations) in 300.05 seconds
Thread count was 8 (of 8 available processors)
Solution count 5: 5.60534e+06 5.60619e+06 5.87604e+06 ... 1.02888e+07
Time limit reached
Best objective 5.605339004535e+06, best bound 4.987245000000e+06, gap 11.0269%
Changed value of parameter SolutionLimit to 1
Prev: 2000000000 Min: 1 Max: 2000000000 Default: 2000000000
Gurobi Optimizer version 9.0.3 build v9.0.3rc0 (win64)
Optimize a model with 11106 rows, 46119 columns and 1122626 nonzeros
Model fingerprint: 0x03fed32c
Variable types: 0 continuous, 46119 integer (46078 binary)
Coefficient statistics:
Matrix range [5e-01, 2e+04]
Objective range [1e+00, 5e+03]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 7e+05]
Presolved: 5619 rows, 19259 columns, 322244 nonzeros
Continuing optimization...
Cutting planes:
Gomory: 16
Cover: 2
Implied bound: 4
MIR: 42
StrongCG: 2
Flow cover: 15
Zero half: 20
RLT: 1
Relax-and-lift: 1
Explored 21550 nodes (883835 simplex iterations) in 0.12 seconds
Thread count was 8 (of 8 available processors)
Solution count 5: 5.60534e+06 5.60619e+06 5.87604e+06 ... 1.02888e+07
Solution limit reached
Best objective 5.605339004535e+06, best bound 4.987245000000e+06, gap 11.0269%
Changed value of parameter TimeLimit to 299.87730407714844
Prev: 300.0 Min: 0.0 Max: inf Default: inf
Changed value of parameter SolutionLimit to 1999999999
Prev: 1 Min: 1 Max: 2000000000 Default: 2000000000
Gurobi Optimizer version 9.0.3 build v9.0.3rc0 (win64)
Optimize a model with 11106 rows, 46119 columns and 1122626 nonzeros
Model fingerprint: 0x03fed32c
Variable types: 0 continuous, 46119 integer (46078 binary)
Coefficient statistics:
Matrix range [5e-01, 2e+04]
Objective range [1e+00, 5e+03]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 7e+05]
Presolved: 5619 rows, 19259 columns, 322244 nonzeros
Continuing optimization...
21550 8061 4987245.00 33 1 5605339.00 4987245.00 11.0% 39.4 300s
21748 8030 4993828.08 84 1 5605339.00 4987245.02 11.0% 39.3 320s
23997 8349 5032827.88 384 1 5605339.00 4987245.02 11.0% 36.5 325s
26446 8149 5081885.00 761 1 5605339.00 4987245.02 11.0% 34.4 330s
29664 7733 5129547.88 1128 1 5605339.00 4987245.02 11.0% 31.5 335s
32159 7546 5172448.08 1458 1 5605339.00 4987245.02 11.0% 29.5 340s
33966 7396 5210667.88 1752 1 5605339.00 4987245.02 11.0% 28.3 370s
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Dear Hamza,
I see that you're using Gurobi Optimizer v9.0.3, but the current version is v9.1.1.Could you please try to solve your model instance with the latter? We constantly strive to fix known bugs and issues and to improve the performance of our solver. You could also try different settings of the parameter MIPFocus.
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