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Disabling variable prescaling

Answered
Jakub Komárek
Edited
  • Gurobi-versary
  • First Question

Hello,

as a part of some academic research I perform some (computationally intensive) rescaling of variables of a LP. I would now like to observe what effect (if any) this has on the time Gurobi needs to solve the problem.

However, in order for this to have any sense, Gurobi should not rescale the variables by itself, as that would render any previous rescalings futile. I have not managed to find any documentation relevant to if and when Gurobi performs such optimizations.

Is there a way to configure Gurobi to avoid any variable prescalings? In particular, is it enough to set the presolve level to 0?

I will be thankful for any insights!

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Date Votes
  • Official comment
    Simranjit Kaur
    • Gurobi Staff
    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 try Gurobot, our chatbot interface offering instant, expert-level support.
  • David Torres Sanchez
    • Gurobi Staff
    Edited

    Hi Jakub,

    If your variable scaling is better than those found in presolve then I would've thought that these will be kept.
    You can check this by looking a the presolved model. Using the Python API:

    m = Model()
    # Build and perform scaling
    p = m.presolve()
    p.write("presolved.lp")

    Check through that file and see if your variable scaling is altered. If this is the case you can go for disabling presolve altogether: \(\texttt{Presolve}=0\).

    Cheers, 
    David

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