MIP problem - Bounds improves slowly

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  • Jaromił Najman

    Hi Farnaz,

    Could you also share the model statistics, i.e., the first LOG lines stating the number of rows, columns, nonzeros and the coefficient ranges?

    To me, it looks like while the bound is moving slowly, it still does make some progress and it should be more worth it to try to focus on improving the feasible solution. Thus, MIPFocus=1 or 2 might be helpful. Trying the new NoRelHeurTime heuristic might help here as well. Note that this heuristic is only available in the latest 9.1.x versions.

    Best regards,
    Jaromił

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  • farnaz fallahi

    Hi Jaromil,

    Thanks for your quick response. I attached the model statistics. I tried MIPFOCUS= 1 and 2 per your suggestion. In both cases, it makes the convergence accelerated at the beginning but got stuck when the gap reaches 6% ish. 

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  • Jaromił Najman

    Hi Farnaz,

    There are a couple of things you should certainly try:

    • Try improving the ranges of your matrix coefficients. These currently have a range of 11 orders of magnitude, which may lead to severe numerical issues. Please have a look at our Guide to Numerical Issues for more insight.
    • Upgrade to the latest version 9.1.1
    • After upgrading to the latest version, try the no relaxation heuristic

    Best regards,
    Jaromił

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