Solution improves with additional constraints

ユーザーの入力を待っています。

Henrik Vassbotten

2024年05月07日 16:07

• 
• 

Hi! 

We're using Gurobi's solver for a university project, but have run into a problem. 
We are adding constraints sequentially to a max problem (as part of L-shaped method), but the objective value of the problem improves in some iterations, when it should decrease or remain the same each iteration. The increase is sometimes quite substantial (up to 15%). 

For instance, in a max problem:
We solve the problem -> Objective value = 40 000 000
We then add one more constraint to the same problem -> Objective value = 42 000 000

We have printed the model per iteration, and can see that the only changes to the model are the added constraints, otherwise they are identical. 

Can you help us understand why the objective value sometimes increases?

 

Kind regards

関連

• Bender's

1

• 

  Jaromił Najman

  • Gurobi Staff

  2024年05月08日 07:28 編集済み

  Hi Henrik,

  Could you please share the two models you mentioned? Note that uploading files in the Community Forum is not possible but we discuss an alternative in Posting to the Community Forum.

  Additionally, could you please share the log output for both optimization runs?

  Best regards, 
  Jaromił

  0

サインインしてコメントを残してください。