jake roth

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Activity overview

Latest activity by jake roth

  • jake roth commented,

    1. Community
    2. Modeling
    3. GRB update environment

    I have a (not-so minimal) MWE, but the code is a bit cumbersome to share here and the formatting is lost in the code block. Is there an alternative way to share it? Although, interestingly, it only...

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  • jake roth commented,

    1. Community
    2. Modeling
    3. GRB update environment

    Ah thanks so much for the fast reply and info on correct usage. It seems that I didn't understand the relationship between \(\texttt{env}\) and \(\texttt{model}\). Your snippet is now working for m...

  • jake roth created a post,

    GRB update environment

    Ongoing
    1. Community
    2. Modeling

    I am solving an optimization problem `P := min f(x) : x in X` where `X` has many linear constraints. To speed up the process, I instead consider solving a sequence of problems of the form `P^i := m...

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  • jake roth commented,

    1. Community
    2. Modeling
    3. How does the "ScaleFlag" option work?

    Thanks for the detail on how the `equilibrium scaling` option works! Are you able to share a high-level overview of the geometric mean scaling (option = 2)? --Jake

  • jake roth commented,

    1. Community
    2. Other
    3. Free model after interrupt (ctrl-c)

    Ahh, thank you for pointing out the waiting requirement!

  • jake roth created a post,

    Free model after interrupt (ctrl-c)

    Answered
    1. Community
    2. Other

    I am using julia, so my question might be more appropriate for the Gurobi.jl folks, but I was hoping to check here first to see if something is possible.   I have an optimization `model` that is cu...

    • jake roth
    • 2 followers
    • 2 comments
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  • jake roth commented,

    1. Community
    2. Programming
    3. Retrieve relative gap and dual objective value

    Thanks Mario! When I query this field for an LP solved with barrier, I find that I obtain an error (1005: DATA_NOT_AVAILABLE) though the optimal objective is nonzero and the solver terminates succe...

  • jake roth commented,

    1. Community
    2. Programming
    3. Building a model with more than 2 billion nonzeros: GRBnewmodel vs GRBXaddvars

    Thanks!

  • jake roth created a post,

    Building a model with more than 2 billion nonzeros: GRBnewmodel vs GRBXaddvars

    Answered
    1. Community
    2. Programming

    I am building an LP model with the C API that I know has more than 2 billion nonzeros, and I am wondering whether the best practice is to (1) initialize all of the variables and bounds with `GRBnew...

    • jake roth
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    • 2 comments
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  • jake roth created a post,

    Retrieve relative gap and dual objective value

    Awaiting user input
    1. Community
    2. Programming

    I am running a barrier method to solve an LP and a QP and would like to retrieve final residuals: primal infeasibility, dual infeasibility, relative objective value gap final dual objective value ...

    • jake roth
    • 2 followers
    • 3 comments
    • 1 vote