Tolerances and warm-starts

Awaiting user input

Philipp Brendel

May 04, 2021 08:59

Hi all,

I noticed something which I'm not sure whether its intentional.

a) I solve a MIP only for feasibility (obj=0) with MIPGap = 1e-4 and default values for OptimalityTol, IntFeasTol etc...output leads to e.g.:

Optimal solution found (tolerance 1.00e-04)

b) I use the results from a) as warm-start for another optimization of the same MIP but with a non-zero objective this time, output:

User MIP start did not produce a new incumbent solution
User MIP start violates constraint R1161 by 0.000050000

Two questions regarding this:

1. Why could MIPstart violate some constraint by 5e-5 when the tolerances in a) had been of size 1e-6 (FeasibilityTol, OptimalityTol)

2. Would this violation lead to Gurobi not using (all of) the warm-start values?

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Comments

4 comments

Official comment
Simranjit Kaur

Gurobi Staff

December 06, 2024 00:32
This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
Matthias Miltenberger

Gurobi Staff

May 04, 2021 12:58
Hi Philipp,

This might be a numerical issue. Can you please share the output of printQuality() after both optimizations? You could also share the entire log for additional information.

Thanks,
Matthias
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Dominik Zehetner

June 28, 2022 10:18
Hello Matthias,

I have the exact same problem. Is there already a solution for this issue?

Thank you very much!

Br,
Dominik
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Matthias Miltenberger

Gurobi Staff

June 28, 2022 12:25
Hi Dominik!

We need more information to work on this, for example, log files, model files, or anything else to reproduce this issue. This is not supposed to happen, of course, and is most likely a numerical problem.

You can also open a Support request if you cannot share the details here.

Thanks,
Matthias
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