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Adding a few variables and constraints makes the model nearly unsolvable

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4 comments

  • Matthias Miltenberger
    Gurobi Staff Gurobi Staff

    Hi Fikri,

    It is not uncommon that adding just a few variables can significantly increase the solving time for a model. Also, please note the vastly increases ranges in matrix coefficients and the right-hand sides.

    Maybe you can share a slightly longer excerpt of a log that shows where Gurobi is struggling. You might also want to check out Gurobi/grblogtools: Extract and visualize information from Gurobi log files (github.com) to better interpret the solver's progress.

    Cheers,
    Matthias

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  • Fikri Kucuksayacigil
    Gurobi-versary
    First Comment
    First Question

    Hi Matthias,

    I am sorry for my delayed answer. I have been traveling, and have been busy to finish accumulated tasks after I returned.

    After several trials of playing with Gurobi parameters (Method, MIPFocus, ImproveStartGap, etc.), and even making the model smaller, I have still this issue. My overall problem is that the algorithm has a difficulty in shrinking optimality gap. It sticks and never progress.

    As you pointed, I think I have to deal with numerical issues. I have "Sub-optimal termination for barrier" and "Markowitz tolerance ..." warnings in the log. I know that you can not give me specific advise, but what do you think about how I should target numerical issues when you look at objective range and matrix coefficient range? RHS range seem also large.

    Thank you

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  • Matthias Miltenberger
    Gurobi Staff Gurobi Staff

    Hi Fikri,

    Most importantly with respect to numerics is the large matrix range from 3e-6 to 2e+8. This is almost certainly going to cause issues during solving.

    You should try to get that range down by employing different scalings for your variables. Maybe you can exchange some units (centimeters to kilometers, grams to kilos, etc.) to make those numbers more homogeneous.

    Please refer to our Guidelines for Numerical Issues.

    I hope that helps.

    Cheers,
    Matthias

     

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  • Fikri Kucuksayacigil
    Gurobi-versary
    First Comment
    First Question

    Hi,

    Thank you so much. I forgot to say that I had got rid of big-M constraints before, and current matrix ranges are

    Do you think it is still problematic? According to Gurobi parameter guidelines, matrix range should be at most 10^9 and objective should be in 10^4. In this case, I am at the limit for matrix range and terrible shape in objective range. Am I right?

    I have an idea to change the units by the way. I may apply it.

    Kind regards

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