Optimization failed after presolve

Awaiting user input

Sean Moore

• August 13, 2021 03:48

The optimization failed after presolve, any insights would be greatly appreciated.

 

m.setObjective(portfolio_profit, GRB.MAXIMIZE)
m.update()
m.optimize()
return_target_max = portfolio_profit.getValue()
#min variance
m.setObjective(portfolio_variance, GRB.MINIMIZE)
m.update()
m.optimize()
return_target_min = portfolio_profit.getValue()

 

0

• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:28

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Steven Edwards

  Gurobi Staff

  • August 13, 2021 03:57

  Hi Sean,

  Thanks for reaching out. That is quite peculiar. I notice that you are using 9.1.1 and also that a Compute Server Worker is involved. Can you first try upgrading to 9.1.2 and seeing whether you can reproduce this behavior? If the error persists, can you then explain a little bit more about your setup, i.e., how many workers are involved, what are you using the worker nodes for, where is your cluster set up, etc?

  Thanks!

  Kind regards,
  Steve

  0

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