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Computing dual for QCP in Gurobi Python

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3 comments

  • Maliheh Aramon
    Gurobi Staff Gurobi Staff

    Hi Anjula,

    Yes, this is a common issue for the QCP models with challenging numerics. Scaling your model manually, if possible, to ensure the model numerics look reasonable is the best approach to address this issue. Model numerics are reasonable if the matrix coefficient range does not span beyond 6 orders of magnitude, the good solutions have objective values in the order of 1e4 or less, the variable bounds and RHS values are in the order of 1e4 or less. These are general guidelines that you have probably already seen in our Guidelines for Numerical Issues

     Some parameters that you can experiment with are:

    Hope this helps.

    Best regards,

    Maliheh 

     

    1
  • Anjula Mary Antonis
    First Comment
    First Question

    Hi Maliheh

    Thank you so much for your advice.

    I tried all the methods you suggested. But none of them helped me. It only made the convergence worse. I tried tuning the different parameters as suggested.

     

    0
  • Maliheh Aramon
    Gurobi Staff Gurobi Staff

    Hi Anjula, 

    Yes, using these parameters typically comes at the cost of increasing the runtime, although there is no guarantee that the extra care given to numerics would result in a clean barrier solution. 

    Best regards,

    Maliheh

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