Barrier Method Sub-Optimal Termination
Answered
When I run the solver without barrier crossover, Gurobi terminates at an objective value higher than the value the primal and dual converge at. Why does gurobi return a significantly less optimal solution, instead of returning the solution the barrier method converges at? Is there a way to return that solution instead.
Log:
Barrier statistics:
Dense cols : 259
Free vars : 14
AA' NZ : 1.478e+06
Factor NZ : 4.389e+06 (roughly 100 MBytes of memory)
Factor Ops : 1.091e+09 (less than 1 second per iteration)
Threads : 6
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 7.40866919e+13 -5.87220816e+10 1.84e+09 2.00e+01 9.39e+10 1s
1 5.52713097e+13 -1.81079391e+11 1.41e+09 9.37e+06 7.10e+10 1s
2 4.28463620e+13 -1.62785047e+12 1.09e+09 4.54e+06 4.26e+10 1s
3 1.87059776e+13 -3.62403467e+12 4.55e+08 1.12e+06 1.69e+10 1s
4 6.38379222e+12 -4.07169257e+12 1.55e+08 1.99e+06 6.02e+09 1s
5 3.79389717e+12 -4.97900682e+12 9.28e+07 1.86e+06 3.22e+09 1s
6 3.48160284e+11 -7.78627668e+12 8.84e+06 1.80e+05 3.80e+08 1s
7 1.33545216e+11 -2.96402950e+12 3.17e+06 2.44e+01 1.23e+08 1s
8 2.28837957e+10 -9.94118853e+11 3.18e+05 1.65e+01 1.64e+07 1s
9 8.44174838e+09 -2.39933062e+11 3.82e+04 7.90e+01 2.65e+06 1s
10 1.76788730e+09 -1.70786370e+10 1.12e+03 1.28e+01 1.53e+05 2s
11 6.10223637e+08 -2.55393399e+09 3.59e+02 1.49e+01 2.48e+04 2s
12 1.00838055e+08 -4.84009574e+08 4.48e+01 1.98e+00 4.22e+03 2s
13 1.97396336e+07 -1.42781190e+08 1.00e-02 5.71e-01 1.13e+03 2s
14 6.57161430e+06 -3.23342156e+07 3.70e-04 8.27e-02 2.70e+02 2s
15 3.43814792e+06 -1.29333142e+07 9.94e-05 3.20e-02 1.14e+02 2s
16 3.21293856e+06 -1.05883312e+07 8.73e-05 2.64e-02 9.60e+01 2s
17 2.17410479e+06 -7.48083259e+06 3.63e-05 1.91e-02 6.72e+01 2s
18 1.64097094e+06 -2.81105506e+06 1.79e-05 8.06e-03 3.10e+01 2s
19 1.26815552e+06 -1.71740368e+06 9.62e-06 5.29e-03 2.08e+01 2s
20 7.61863075e+05 -1.13730729e+06 3.51e-06 3.73e-03 1.32e+01 2s
21 6.34150183e+05 -6.52417358e+05 2.43e-06 2.40e-03 8.97e+00 3s
22 5.38876847e+05 -3.93120751e+05 1.80e-06 1.61e-03 6.50e+00 3s
23 4.17118689e+05 -2.49672450e+05 1.30e-06 1.10e-03 4.65e+00 3s
24 3.45696623e+05 -1.71884213e+05 1.01e-06 8.52e-04 3.61e+00 3s
25 2.76687166e+05 -1.48585154e+05 7.17e-07 7.79e-04 2.97e+00 3s
26 2.49220024e+05 -2.74727870e+04 6.13e-07 3.70e-04 1.93e+00 3s
27 2.12819528e+05 2.11915474e+04 4.91e-07 1.64e-04 1.33e+00 3s
28 1.97995050e+05 2.27270147e+04 4.44e-07 1.53e-04 1.22e+00 3s
29 1.91379875e+05 3.71105354e+04 4.21e-07 9.38e-05 1.07e+00 4s
30 1.22140006e+05 4.22340047e+04 1.87e-07 7.36e-05 5.57e-01 4s
31 1.14859472e+05 4.54883599e+04 1.64e-07 6.14e-05 4.83e-01 4s
32 1.02654434e+05 5.19194248e+04 1.24e-07 3.75e-05 3.53e-01 4s
33 9.72164040e+04 5.46067482e+04 1.06e-07 2.81e-05 2.97e-01 4s
34 9.13088217e+04 5.73172012e+04 8.61e-08 1.92e-05 2.36e-01 4s
35 8.77899000e+04 5.79289548e+04 7.58e-08 1.71e-05 2.08e-01 4s
36 8.46462788e+04 5.89421401e+04 6.60e-08 1.43e-05 1.79e-01 5s
37 7.92434594e+04 6.02302835e+04 4.73e-08 1.10e-05 1.32e-01 5s
38 7.87872619e+04 6.10541074e+04 4.57e-08 9.05e-06 1.23e-01 5s
39 7.49009752e+04 6.16968996e+04 3.29e-08 7.65e-06 9.19e-02 5s
40 7.26887480e+04 6.25032326e+04 2.51e-08 5.83e-06 7.09e-02 5s
41 7.12699296e+04 6.29548693e+04 2.03e-08 4.72e-06 5.79e-02 5s
42 7.02845898e+04 6.33056428e+04 1.70e-08 3.83e-06 4.86e-02 5s
43 6.88561894e+04 6.35882142e+04 1.25e-08 3.08e-06 3.67e-02 5s
44 6.83422054e+04 6.39510265e+04 1.09e-08 2.21e-06 3.06e-02 6s
45 6.80724486e+04 6.41964949e+04 9.99e-09 1.57e-06 2.70e-02 6s
46 6.70267281e+04 6.43628936e+04 6.72e-09 1.09e-06 1.85e-02 6s
47 6.65039902e+04 6.44916668e+04 5.56e-09 1.74e-04 1.40e-02 6s
48 6.59927798e+04 6.45473989e+04 4.14e-09 1.37e-04 1.01e-02 6s
49 6.59112690e+04 6.46139589e+04 7.00e-06 2.15e-01 9.02e-03 6s
50 6.59110098e+04 6.46108544e+04 8.53e-06 4.12e+00 9.02e-03 6s
51 6.55390917e+04 6.46169489e+04 3.02e-05 3.51e+00 6.41e-03 6s
52 6.53206278e+04 6.46793656e+04 1.31e-03 2.05e+00 4.46e-03 7s
53 6.52461731e+04 6.46939282e+04 1.13e-03 1.74e+00 3.84e-03 7s
54 6.51091332e+04 6.47153823e+04 3.06e-03 1.26e+00 2.74e-03 7s
55 6.50103858e+04 6.47258345e+04 1.62e-03 1.03e+00 1.98e-03 7s
56 6.49672599e+04 6.47402969e+04 1.18e+02 7.35e-01 1.56e-03 7s
57 6.49147856e+04 6.47537383e+04 8.44e+01 4.56e-01 1.11e-03 7s
58 6.48490147e+04 6.47607176e+04 4.26e+01 3.14e-01 6.08e-04 7s
59 6.48222185e+04 6.47677639e+04 2.74e+01 1.71e-01 3.90e-04 7s
60 6.48150936e+04 6.47696232e+04 2.31e+01 1.34e-01 3.25e-04 7s
61 6.48018100e+04 6.47717732e+04 1.51e+01 9.09e-02 2.15e-04 7s
62 6.47944005e+04 6.47728649e+04 1.05e+01 6.94e-02 1.54e-04 7s
63 6.47853376e+04 6.47743343e+04 4.74e+00 4.07e-02 7.87e-05 7s
64 6.47817019e+04 6.47749770e+04 2.73e+00 5.55e-02 4.81e-05 7s
65 6.47798146e+04 6.47757119e+04 1.69e+00 4.87e-02 2.93e-05 8s
66 6.47788489e+04 6.47759021e+04 1.17e+00 6.66e-02 2.11e-05 8s
67 6.47776860e+04 6.47760815e+04 5.53e-01 5.37e-02 1.15e-05 8s
68 6.47768596e+04 6.47764024e+04 1.36e-01 1.59e-02 3.28e-06 8s
69 6.47768551e+04 6.47764047e+04 1.34e-01 1.56e-02 3.23e-06 8s
70 6.47768551e+04 6.47764047e+04 1.34e-01 1.56e-02 3.23e-06 8s
71 6.47768552e+04 6.47764047e+04 1.34e-01 1.56e-02 3.23e-06 8s
72 6.47768550e+04 6.47764048e+04 1.33e-01 1.56e-02 3.22e-06 8s
73 6.47768550e+04 6.47764048e+04 1.33e-01 1.56e-02 3.22e-06 8s
74 6.47768285e+04 6.47764167e+04 1.21e-01 1.44e-02 2.95e-06 8s
75 6.47768285e+04 6.47764167e+04 1.21e-01 1.44e-02 2.95e-06 8s
76 6.47768285e+04 6.47764167e+04 1.21e-01 1.44e-02 2.95e-06 9s
77 6.47768248e+04 6.47764187e+04 1.20e-01 1.42e-02 2.91e-06 9s
78 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 9s
79 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 9s
80 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 9s
81 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 9s
82 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 9s
83 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 9s
84 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 9s
85 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 10s
86 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 10s
87 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 10s
88 6.47766141e+04 6.47765360e+04 2.52e-02 2.05e-03 5.58e-07 10s
Barrier performed 88 iterations in 9.90 seconds
Sub-optimal termination - objective 6.80724486e+04
0
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Sub-optimal termination is most often caused by numerical issues during the solution process, please refer to our Guidelines for Numerical Issues for more information. You should try running your model with the BarHomogeneous parameter set to 1 to possibly improve numerical behavior of the algorithm.
Gurobi chooses the last best iterate which has a best combination of low primal and dual violations while still having a rather low complementarity value. This choice is made to avoid returning an infeasible solution as would be the case if Gurobi just returned the last iterate which has a primal violation of 2.52e-02 and dual violation of 2.05e-03.
Best regards,
Jaromił2
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