Fails to Stop After Time Limit Reached in Lazy Callback
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System setup: Julia; Gurobi version is 9.1.0.
I am running Gurobi on a mixed-integer quadratic problem with lazy callback. After the time limit of 7200 seconds is reached, I received a warning that "max constraint violation (4.2222e-05) exceeds tolerance", and then the log says "Continuing optimization..." without stopping. The full log is as below (the solver is still running as I'm writing this post):
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (mac64)
Thread count: 2 physical cores, 4 logical processors, using up to 4 threads
Optimize a model with 5896 rows, 15660 columns and 27638 nonzeros
Model fingerprint: 0x041052e5
Model has 66 quadratic objective terms
Model has 529 quadratic constraints
Variable types: 15531 continuous, 129 integer (129 binary)
Coefficient statistics:
Matrix range [2e-02, 2e+04]
QMatrix range [5e-01, 5e+01]
QLMatrix range [1e+00, 4e+01]
Objective range [1e-01, 1e+04]
QObjective range [4e+00, 7e+03]
Bounds range [2e-02, 4e+00]
RHS range [1e-01, 1e+01]
QRHS range [5e+01, 5e+01]
Warning: Completing partial solution with 129 unfixed non-continuous variables out of 129
User MIP start did not produce a new incumbent solution
Presolve removed 837 rows and 553 columns
Presolve time: 0.07s
Presolved: 5059 rows, 15107 columns, 21832 nonzeros
Presolved model has 66 quadratic objective terms
Presolved model has 501 quadratic constraint(s)
Variable types: 14981 continuous, 126 integer (126 binary)
Root relaxation: objective 2.021414e+05, 28681 iterations, 2.89 seconds
Another try with MIP start
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 202143.718 0 63 - 202143.718 - - 3s
[...]
8063 2715 220083.783 37 17 220627.639 219947.887 0.31% 645 7193s
8127 2715 220560.845 68 - 220627.639 219950.680 0.31% 644 7230s
Cutting planes:
Implied bound: 3
Projected implied bound: 1
MIR: 8
Flow cover: 13
Relax-and-lift: 12
Lazy constraints: 168
Explored 8266 nodes (5372688 simplex iterations) in 7323.35 seconds
Thread count was 4 (of 4 available processors)
Solution count 1: 220628
Time limit reached
Warning: max constraint violation (4.2222e-05) exceeds tolerance
Best objective 2.206276386825e+05, best bound 2.199506796902e+05, gap 0.3068%
User-callback calls 124296, time in user-callback 6146.14 sec
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (mac64)
Thread count: 2 physical cores, 4 logical processors, using up to 4 threads
Optimize a model with 5896 rows, 15660 columns and 27638 nonzeros
Model fingerprint: 0x041052e5
Model has 66 quadratic objective terms
Model has 529 quadratic constraints
Variable types: 15531 continuous, 129 integer (129 binary)
Coefficient statistics:
Matrix range [2e-02, 2e+04]
QMatrix range [5e-01, 5e+01]
QLMatrix range [1e+00, 4e+01]
Objective range [1e-01, 1e+04]
QObjective range [4e+00, 7e+03]
Bounds range [2e-02, 4e+00]
RHS range [1e-01, 1e+01]
QRHS range [5e+01, 5e+01]
Presolved: 5059 rows, 15107 columns, 21832 nonzeros
Presolved model has 66 quadratic objective terms
Presolved model has 501 quadratic constraint(s)
Continuing optimization...
8266 2856 220615.826 64 - 220627.639 219950.740 0.31% 641 7359s
[...]
11401 3950 220497.230 58 6 220627.639 219991.602 0.29% 584 9732s
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Hi,
It seems like after the optimization has been interrupted due to reaching the time limit, it has been restarted by a subsequent call to \(\texttt{model.optimize()}\). Could you share code snippets showing your callback and optimization calls?
Best regards,
Jaromił0 -
Hi Jaromil,
It was indeed caused by calling optimize() for a second time, by mistake. I had thought it was because of the max constraint tolerance limit. Sorry for this confusion and thank you very much for your time.
Best,
Cheng
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