Tolerances and warm-starts
Awaiting user input
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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Official comment
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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,
Matthias0 -
Hello Matthias,
I have the exact same problem. Is there already a solution for this issue?
Thank you very much!
Br,
Dominik0 -
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,
Matthias0
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