MILP model feasibility check speed

Answered

Akram Kh

• March 13, 2021 07:37

Dear Gurobi Community,

How should I set the Gurobi parameters for just checking the feasibility of milp models, as fast as possible?

I have tried my models on NEOS and one another server (on my university site) with proper hardware specification (plenty of RAM and number of threads). Solving the models on NEOS take around a few minutes, while it takes more than a day for some models on the university server. I guess it might be due to different Gurobi parameters. However, I do not know the best parameters value for just checking the feasibility. Any idea will be so appreciated.

Thanks in advance.

 

0

• 

  Jaromił Najman

  Gurobi Staff

  • March 15, 2021 09:04
  • Edited

  Hi,

  Since you are interested only in feasibility of a given model, I assume that your objective function equals 0. This means that Gurobi terminates as soon as a single feasible solution is found. You should always use the latest Gurobi version. As for parameters, you should have a look at the documentation of Most important parameters for MIPs. In particular the no relaxation heuristic may help. Other than that, you should experiment with the parameters, MIPFocus, Heuristics, ImproveStartNodes, ImproveStartTime, Presolve, ZeroObjNodes, MinRelNodes. On a side note, you can limit the number of solutions to be found by SolutionLimit.

  Best regards,
  Jaromił

  0

Please sign in to leave a comment.