MIQP is solved faster but unstable! Any suggestions for this?

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  • Jaromił Najman

    Hi Xianbang,

    The Warnings

    Warning: Markowitz tolerance tightened to 0.5
    Warning: 1 variables dropped from basis

    are a clear indicator for numerical issues, see Does my model have numerical issues? This may explain the unstable behavior of the algorithm. It is possible that some of your constraints are almost parallel causing the issues. You can try several parameters to overcome the numerical trouble, see Solver parameters to manage numerical issues, or try a different formulation of your model.

    Best regards,
    Jaromił

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  • Xianbang Chen

    Hi Jaromił,

    Thanks for your suggestion. I adjusted my constraints and some coefficients, and then the problem is solved.

    Best regards,

    Xianbang

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