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Cannot solve MILP with Barrier method + Crossover

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  • Jonasz Staszek
    Community Moderator Community Moderator
    Thought Leader
    Gurobi-versary
    First Question

    Hi Anna,

    when you deactivate crossover, the barrier method may return a mid-face solution. An interesting discussion on this topic can be found here.

    Since your problem is MILP, Gurobi will need a basic solution to the LP relaxation to start with branch and bound. The basic solution is achieved via the crossover procedure after the successful termination of a barrier algorithm.

    The log you sent suggests to me that Gurobi terminates the barrier algorithm with a sub-optimal solution. Then it performs crossover to find a basic solution. Later it tries to improve it by simplex (to finally arrive at an optimal LP relaxation solution).

    Without knowing more about your model (which is very large by the way), the advice I could give is:

    1. Try updating Gurobi to 9.5. You are now using version 9.1.2.
    2. Try solving your model on a more powerful machine. The log suggests to me that you solve the model on a personal computer - to my judgement, the model is way too large for its computational power.

    If these two don't help, you'll need a more elaborate technique to solve your problem. Perhaps these resources (here, here and here) will be useful.

    Best regards
    Jonasz

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