How to solve this MILP-based regression model faster?

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11 comments

  • Xianbang Chen

    Hi, is it possible to upload a LP file? Seems only image is allowed.

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  • Jaromił Najman

    Hi, is it possible to upload a LP file? Seems only image is allowed.

    Yes, please have a look at Posting to the Community Forum.

    Did you try Gurobi's parameter tuning tool?

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  • Xianbang Chen

    Hi Jaromił,

    I have attached the mps file on https://www.filemail.com/d/kluiopckxswcvir 

    Could you share any suggestions with me?

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  • Xianbang Chen

    Yes, please have a look at Posting to the Community Forum.

    Thanks for this. I will adjust my way for posting a good question.

    Did you try Gurobi's parameter tuning tool?

    Not yet, but I just read this. Seems like if I spend enough time on runing it function, it is not difficut to get improvement. However, fine tuning is still required. Is that right?

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  • Jaromił Najman

    Seems like if I spend enough time on runing it function, it is not difficut to get improvement. However, fine tuning is still required. Is that right?

    If you let the tuning tool run for, e.g., 1-2 days, then it should be enough and it is very likely possible that no further fine tuning is required. If you have only a limited amount of time, then yes, fine tuning is still required.

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  • Xianbang Chen

    BTW, I tried to use a MathJax rather than image to represent the model. But the Latex code for the model is somehow complicated. So I merely replace it with a clearer image. I hope this could improve the quality of this post.

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  • Xianbang Chen

    If you let the tuning tool run for, e.g., 1-2 days, then it should be enough and it is very likely possible that no further fine tuning is required. If you have only a limited amount of time, then yes, fine tuning is still required.

    Thanks for this. I will try this idea soon.

    If the size of the problem is bigger, e.g., the solving time with default setting requires 3 hours instead of 3 mins, the "1-2 days" may be "1-2 weeks", is that possible? 

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  • Jaromił Najman

    If the size of the problem is bigger, e.g., the solving time with default setting requires 3 hours instead of 3 mins, the "1-2 days" may be "1-2 weeks", is that possible?

    Yes, the bigger the problem, the more time is required by the tuner. You might also be interested in our Most important parameters. For your problem MIPFocus=1 might work well. You should also think about the MIPGap you want to achieve. Are you really looking for the perfect solution or would a MIPGap of, e.g., 1% be already enough? You should also update to the latest version if possible.

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  • Xianbang Chen

    Thanks for your suggestions!

    You should also think about the MIPGap you want to achieve. Are you really looking for the perfect solution or would a MIPGap of, e.g., 1% be already enough?

    Yes, I set the Gap as 3%, which is enough for my problem. Because I do not want the solver struggling in handle the regulation term for long time.

    You should also update to the latest version if possible.

    I am a user of MATLAB. If I update to the latest version, is it necessary to update my academic license? I cannot access to my school's network through VPN. 

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  • Jaromił Najman

    I am a user of MATLAB. If I update to the latest version, is it necessary to update my academic license? I cannot access to my school's network through VPN. 

    Since you are already using version 9.x.x, this means that your license is valid for all 9.x.x versions. There is no need to update your license unless it is expired.

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  • Xianbang Chen

    Since you are already using version 9.x.x, this means that your license is valid for all 9.x.x versions. There is no need to update your license unless it is expired.

    Thank you very much. I love this community because of your remarkable works and suggestions.

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