Numerical Problem encountered and Gurobi can't solve the model

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  • Jaromił Najman

    Hi Bo,

    The Barrier algorithm is very sensitive to numerical issues such as coefficient scaling or almost parallel constraints. You could try improving the range of your coefficient matrix, see Guidelines for Numerical Issues. You could also try using the Homogeneous Barrier algorithm which is better in tackling numerical issues. You could also try increasing the NumericFocus parameter or using one of the simplex methods to solve your problem by setting the Method parameter. The dual simplex should work best in your case (Method = 1).

    Best regards,
    Jaromił

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