MIP running out of time
Answered
The MIP solves easily for a three-hour period with a single scenario and the results make sense. If I increase the hours to 6 and number of scenarios to 3, the program runs for about 8 hours with no solution. Below is a sample log:
Gurobi 34.3.0 rac355f3 Released Feb 25, 2021 LEG x86 64bit/Linux
Gurobi link license.
Gurobi library version 9.1.1
Space for names approximately 0.74 Mb
Use option 'names no' to turn use of names off
Starting Gurobi...
Gurobi Optimizer version 9.1.1 build v9.1.1rc0 (linux64)
Thread count: 32 physical cores, 64 logical processors, using up to 4 threads
Optimize a model with 22326 rows, 12960 columns and 58113 nonzeros
Variable types: 6876 continuous, 6084 integer (6084 binary)
Coefficient statistics:
Matrix range [9e-01, 1e+04]
Objective range [2e-01, 6e+02]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 1e+04]
Presolve removed 7304 rows and 1760 columns
Presolve time: 0.51s
Presolved: 15022 rows, 11200 columns, 44806 nonzeros
Variable types: 5957 continuous, 5243 integer (5210 binary)
Root relaxation: objective 2.837562e+05, 7182 iterations, 0.90 seconds
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 283756.056 0 331 - 283756.056 - - 2s
0 0 283540.540 0 538 - 283540.540 - - 4s
0 0 283506.637 0 570 - 283506.637 - - 5s
0 0 283506.637 0 574 - 283506.637 - - 6s
0 0 283283.455 0 717 - 283283.455 - - 10s
0 0 283223.942 0 917 - 283223.942 - - 11s
0 0 283192.831 0 877 - 283192.831 - - 13s
0 0 283192.316 0 898 - 283192.316 - - 13s
0 0 283192.316 0 880 - 283192.316 - - 14s
0 0 283039.924 0 1054 - 283039.924 - - 17s
0 0 282837.239 0 1100 - 282837.239 - - 20s
0 0 282782.783 0 1064 - 282782.783 - - 21s
0 0 282759.399 0 1070 - 282759.399 - - 22s
0 0 282753.951 0 1060 - 282753.951 - - 23s
0 0 282752.741 0 1065 - 282752.741 - - 23s
0 0 282752.741 0 1060 - 282752.741 - - 24s
0 0 282598.740 0 1157 - 282598.740 - - 27s
0 0 281524.555 0 1167 - 281524.555 - - 29s
0 0 281479.061 0 1177 - 281479.061 - - 30s
0 0 281468.554 0 1192 - 281468.554 - - 31s
0 0 281464.241 0 1155 - 281464.241 - - 31s
0 0 281464.207 0 1160 - 281464.207 - - 32s
0 0 281037.575 0 1148 - 281037.575 - - 33s
0 0 280954.515 0 1198 - 280954.515 - - 33s
0 0 280935.182 0 1179 - 280935.182 - - 34s
0 0 280915.830 0 1184 - 280915.830 - - 35s
0 0 280910.295 0 1185 - 280910.295 - - 35s
0 0 280909.960 0 1209 - 280909.960 - - 36s
0 0 280673.057 0 1228 - 280673.057 - - 37s
0 0 280560.537 0 1251 - 280560.537 - - 37s
0 0 280528.104 0 1264 - 280528.104 - - 38s
0 0 280483.416 0 1244 - 280483.416 - - 38s
0 0 280470.617 0 1222 - 280470.617 - - 39s
0 0 280435.367 0 1251 - 280435.367 - - 39s
0 0 280418.758 0 1299 - 280418.758 - - 40s
0 0 280413.774 0 1249 - 280413.774 - - 40s
0 0 280413.774 0 1250 - 280413.774 - - 41s
0 0 280321.430 0 1162 - 280321.430 - - 42s
0 0 280273.315 0 1250 - 280273.315 - - 43s
0 0 280227.388 0 1246 - 280227.388 - - 43s
0 0 280223.155 0 1232 - 280223.155 - - 44s
0 0 280220.632 0 1271 - 280220.632 - - 45s
0 0 280219.652 0 1262 - 280219.652 - - 45s
0 0 280194.505 0 1212 - 280194.505 - - 47s
0 0 280112.226 0 1269 - 280112.226 - - 48s
0 0 280051.070 0 1255 - 280051.070 - - 49s
0 0 280038.045 0 1244 - 280038.045 - - 49s
0 0 280034.247 0 1279 - 280034.247 - - 50s
0 0 280031.627 0 1280 - 280031.627 - - 50s
0 0 280031.219 0 1287 - 280031.219 - - 51s
0 0 279955.606 0 1253 - 279955.606 - - 53s
0 0 279906.927 0 1272 - 279906.927 - - 53s
0 0 279885.456 0 1304 - 279885.456 - - 54s
0 0 279880.492 0 1288 - 279880.492 - - 55s
0 0 279878.039 0 1293 - 279878.039 - - 55s
0 0 279869.076 0 1300 - 279869.076 - - 56s
0 0 279868.739 0 1291 - 279868.739 - - 57s
0 0 279796.907 0 1281 - 279796.907 - - 58s
0 0 279777.045 0 1265 - 279777.045 - - 59s
0 0 279767.968 0 1259 - 279767.968 - - 60s
0 0 279765.836 0 1279 - 279765.836 - - 60s
0 0 279662.219 0 1289 - 279662.219 - - 62s
0 0 279646.065 0 1265 - 279646.065 - - 63s
0 0 279630.024 0 1267 - 279630.024 - - 64s
0 0 279627.906 0 1271 - 279627.906 - - 64s
0 0 279402.028 0 1267 - 279402.028 - - 66s
0 0 279357.596 0 1252 - 279357.596 - - 67s
0 0 279353.943 0 1255 - 279353.943 - - 67s
0 0 279352.283 0 1248 - 279352.283 - - 68s
0 0 279331.327 0 1265 - 279331.327 - - 69s
0 0 279318.882 0 1264 - 279318.882 - - 69s
0 0 279313.519 0 1252 - 279313.519 - - 70s
0 0 279312.541 0 1258 - 279312.541 - - 70s
0 0 279287.751 0 1256 - 279287.751 - - 71s
0 0 279274.128 0 1277 - 279274.128 - - 72s
0 0 279273.086 0 1271 - 279273.086 - - 72s
0 0 279257.509 0 1260 - 279257.509 - - 72s
0 0 279248.408 0 1283 - 279248.408 - - 73s
0 0 279242.870 0 1278 - 279242.870 - - 73s
0 0 279241.903 0 1275 - 279241.903 - - 73s
0 0 279229.171 0 1278 - 279229.171 - - 73s
0 0 279225.739 0 1288 - 279225.739 - - 73s
0 0 279224.537 0 1288 - 279224.537 - - 74s
0 0 279219.630 0 1266 - 279219.630 - - 74s
0 0 279212.723 0 1133 - 279212.723 - - 77s
0 2 279212.723 0 1133 - 279212.723 - - 79s
3 8 279194.000 2 1121 - 279212.356 - 1757 80s
139 147 277289.518 24 1013 - 279212.356 - 327 85s
464 457 248683.638 82 830 - 279212.356 - 195 90s
815 790 278822.716 9 1113 - 279199.314 - 176 95s
0 2 279212.723 0 1133 - 279212.723 - - 79s
3 8 279194.000 2 1121 - 279212.356 - 1757 80s
139 147 277289.518 24 1013 - 279212.356 - 327 85s
464 457 248683.638 82 830 - 279212.356 - 195 90s
815 790 278822.716 9 1113 - 279199.314 - 176 95s
1180 1050 275689.838 29 440 - 279199.314 - 159 101s
1182 1052 211175.102 94 849 - 279199.314 - 159 105s
1188 1056 252960.391 71 1112 - 278902.169 - 158 110s
1198 1062 251394.418 98 1151 - 278123.523 - 157 116s
1204 1066 275494.898 30 1131 - 277683.466 - 156 120s
1213 1072 272535.308 24 1178 - 277455.028 - 155 125s
1222 1078 237694.453 54 1201 - 277106.361 - 154 130s
1231 1084 263490.955 75 1224 - 276894.801 - 153 135s
1237 1088 236634.772 87 1245 - 276773.670 - 152 140s
1242 1092 228473.240 97 1263 - 276692.365 - 151 145s
1251 1098 240917.247 73 1190 - 276664.064 - 150 150s
1258 1102 240511.597 78 1189 - 276612.918 - 149 156s
[...]
255107 180506 205343.406 81 835 - 263717.450 - 745 27789s
255619 180751 infeasible 68 - 263711.926 - 745 27828s
256012 181049 infeasible 85 - 263701.691 - 745 27867s
256453 181471 233221.364 72 1098 - 263691.994 - 745 27907s
257007 181905 225476.319 82 791 - 263690.811 - 745 27947s
257552 182453 172898.633 249 607 - 263690.238 - 745 27987s
258316 182722 245248.098 65 976 - 263686.463 - 744 28024s
258711 183112 236780.882 78 773 - 263686.101 - 744 28059s
259177 183238 200852.278 164 596 - 263684.159 - 744 28092s
259402 183593 238408.259 76 888 - 263678.738 - 745 28128s
259826 183794 infeasible 170 - 263677.285 - 745 28165s
260249 184049 224635.017 87 793 - 263669.838 - 745 28199s
260572 184395 253141.740 56 1147 - 263668.545 - 745 28237s
ERROR: Your job was terminated because it exceeded the maximum allotted time for a job.
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Hi,
You could try solving the scenarios one by one instead of a multi-scenario model.
You could also try using the no relaxation heuristic to find a feasible point. Additionally, you should have a look at the list of most important parameters. If you have any idea of what feasible point should look like, you could make use of the MIP start or variable hints feature.
Best regards,
Jaromił0
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