• Gurobi Staff

Hi Xianbang,

The Warnings

Warning: Markowitz tolerance tightened to 0.5Warning: 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

Hi Jaromił,

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

Best regards,

Xianbang