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Why Barrier report numerical trouble encountered even the ranges are not large?

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2 comments

  • David Torres Sanchez
    Gurobi Staff Gurobi Staff

    Hi Hongyu,

    Have you tried the parameters suggested in Solver parameters to manage numerical issues?
    e.g. Aggregate = 0 or Presolve = 0.

    Also, as mentioned the article linked, you could try changing the solution method, unless you specifically need barrier. If you do need barrier, as indicated at the bottom of the log, try BarHomogeneous = 1.

    Cheers, 
    David

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  • Hongyu Zhang
    First Comment
    First Question

    Hi David,

    Thanks for your answers. The problem attached is a smaller example, but the real problem I am going to solve is a scale-up version of this problem, so I do need to use barrier to yield better performance. 

    I indeed tried with presolve off but it didn't help, and i didn't try aggregate. BarHomogeneous didn't help as well. But mysteriously, setting crossover to 1 solve all the problems. I tried to understand why crossover can help numerical issues. Could you help me understand why?

    Kind regards,

    Hongyu.

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