Tolerances and warm-starts

Ongoing

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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  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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