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Nonzero gap at optimality?

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  • Matt Jordan
    Gurobi-versary
    First Comment
    First Question

    Gurobi Support escalated this to a support ticket and we resolved these issues. To summarize:

    >This unexpected behavior is caused by numerical issues during the solution process and turning off presolve (Presolve=0) or turning up Gurobi's numerical awareness (NumericFocus=2 or 3) solves the issue.

    The root cause of my numerical issues came from many small coefficients that caused unexpected behavior. Increasing numerical focus works, but is ill-advised. It was recommended that I rescale my model, or follow other strategies listed here: https://www.gurobi.com/documentation/9.5/refman/guidelines_for_numerical_i.html


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