Do node relaxation values violate constraints?
Answered
I have some binary variables in my formulation. I see that when I extract node relaxation values using cbGetNodeRel(), sometimes, these binary variables take values exceeding 1. I don't expect these variables to be binary but at least between 0 and 1. Also, these node relaxation values are violating some constraints. Is this common? If yes, why is it happening? If no, can you tell me where I am going wrong?
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Very small bound/constraint violations are not uncommon. How large are the violations you see? Are you able to post a minimal working code example that reproduces the issue?
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Here is the callback code. It should essentially not print anything but it prints a bunch of binary variables with very large values.
def mycallbackGRB(model, where):
if where==GRB.Callback.MIPNODE:
for i in model.getVars():
if i.ub==1 and model.cbGetNodeRel(i)>1:
print(i, model.cbGetNodeRel(i))0 -
Here is a sample output from the callback:
<gurobi.Var y[13,13]> 4.011629032257547
<gurobi.Var y[13,14]> 5.0
<gurobi.Var y[13,15]> 11.0
<gurobi.Var y[13,16]> 275.0
<gurobi.Var y[13,17]> 12.054435483870968
<gurobi.Var y[13,18]> 27.0
<gurobi.Var y[13,19]> 8.0
<gurobi.Var y[14,0]> 14.01162903225754
<gurobi.Var y[14,1]> 41.499999999999886
<gurobi.Var y[14,2]> 19.963709677419196
<gurobi.Var y[14,3]> 388.0
<gurobi.Var y[14,4]> 11.536290322580314
<gurobi.Var y[14,5]> 5.9999999999999005
<gurobi.Var y[14,6]> 18.9637096774192
<gurobi.Var y[14,7]> 33.50302419354818
<gurobi.Var y[14,8]> 28.011629032257538
<gurobi.Var y[14,9]> 11.027217741935486
<gurobi.Var y[14,10]> 16.975806451612662
<gurobi.Var y[14,11]> 277.9516129032254
<gurobi.Var y[14,12]> 20.527217741935488
<gurobi.Var y[17,1]> 328.98837096774247
<gurobi.Var y[17,4]> 267.0
<gurobi.Var y[17,13]> 293.945564516129
<gurobi.Var y[17,16]> 167.0
<gurobi.Var y[18,1]> 178.98837096774247
<gurobi.Var y[18,4]> 404.5000000000001
<gurobi.Var y[18,7]> 381.0362903225808
<gurobi.Var y[18,14]> 348.4637096774197
<gurobi.Var y[18,17]> 312.0000000000001
<gurobi.Var y[19,0]> 12.0362903225808
<gurobi.Var y[19,3]> 351.4969758064518
<gurobi.Var y[19,6]> 49.98837096774246
<gurobi.Var y[19,14]> 140.0483870967746
<gurobi.Var y[19,17]> 136.4727822580645
<gurobi.Var y[19,18]> 995.9883709677424
<gurobi.Var y[19,19]> 991.0116290322576
<gurobi.Var xstrt[0,M1]> 990.9883709677424
<gurobi.Var xstrt[0,M2]> 985.0116290322576
<gurobi.Var xstrt[1,M1]> 1261.9883709677424
<gurobi.Var xstrt[1,M2]> 721.0116290322576
<gurobi.Var xstrt[2,M0]> 991.0428064516134
<gurobi.Var xstrt[2,M1]> 983.9571935483866
<gurobi.Var xstrt[3,M0]> 998.9883709677424
<gurobi.Var xstrt[3,M1]> 969.0116290322576
<gurobi.Var xstrt[3,M2]> 990.9883709677424
<gurobi.Var xstrt[4,M0]> 988.0116290322576
<gurobi.Var xstrt[4,M2]> 982.00 -
Thanks for the posting your callback function. From the documentation for Model.cbGetNodeRel():
Note that this method can only be invoked when the \( \texttt{where} \) value on the callback function is equal to \( \texttt{GRB.Callback.MIPNODE} \) and \( \texttt{GRB.Callback.MIPNODE_STATUS} \) is equal to \( \texttt{GRB.OPTIMAL} \)
Can you change the first line of the callback function to
if where == GRB.Callback.MIPNODE:
if model.cbGet(GRB.Callback.MIPNODE_STATUS) == GRB.OPTIMAL:
# Remainder of callback code goes hereand try again?
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Hi Nitin,
Gurobi 9.5 was recently released. Included in this release is a fix to the strange behaviour of the Model.cbGetNodeRel() method you saw when MIPNODE_STATUS is not equal to GRB.OPTIMAL. With the new fix, an exception is raised if asking for a solution when MIPNODE_STATUS != GRB.OPTIMAL and the solution vector is initialized to GRB.UNDEFINED (1e+101) values.
The code snippet in the documentation of the Model.cbGetNodeRel() method is also fixed to check the model status before asking for a solution.
We hope this new fix works well for you. Please let us know if you find any issues using this.
Best regards,
Maliheh
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