Gurobi finds non-optimal results for different solution paths

回答済み

Julian Waßmann

2024年08月14日 16:14

• 
• 
• 

Hello,

I've encountered a problem with Gurobi finding an optimum that is far off from the correct optimum. The optimization model is a MIP with convex quadratic constraints.

The issue seems to be that Gurobi has a wrong BestBd value. This leads to Gurobi terminating early with a wrong optimum (~3826). The correct optimum would be ~5663.

Take a look at the MIP Log:
By manually fixing some binary variables to their optimal results, Gurobi finds the correct optimum.

Interestingly, when Gurobi takes a different solution path (e.g. different Parameters or Seed), then the correct optimum is found sometimes. To my understanding, a different solution path affects the performance, but it should not result in a different optimum (except MIP Gap > 0). In my case, a different Seed value brings up a solution with binary variables at different values for each solution.

Testing the model (.lp files)
Unfixed (non-optimal): https://drive.google.com/file/d/1YTpS2aq5W7IjrmZHdq4y8Egfp8vWGmi2/view?usp=sharing 
Fixed (optimal): https://drive.google.com/file/d/1zF_nNkq4jXc-sXE3CBhztM2iVN0wifKt/view?usp=sharing 

Keep in mind that when testing the model on a different machine, the issue might not appear (because of a different solution path).

Version:
Gurobi Optimizer version 11.0.3 build v11.0.3rc0 (win64 - Windows 11.0 (22631.2))

Any help or comments are welcome. What might be causing this? A potential bug in Gurobi? Problems with the model formulation? Or is the behavior expected? Has anyone ideas for further investigation?

Thanks a lot!
- Julian

0

• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:21

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
• 

  David Torres Sanchez

  • Gurobi Staff

  2024年08月15日 11:12

  Hi Julian,

  Thanks for all the info! We will take a look.

  Cheers, 
  David

  0
• 

  David Torres Sanchez

  • Gurobi Staff

  2024年08月23日 09:32

  Hi Julian,

  We have identified the cause and will fix it in a future release.

  Cheers, 
  David

  0
• 

  Julian Waßmann

  2024年08月23日 13:33

  • 
  • 
  • 

  Hi David,

  Thank you for the investigation. Looking forward for the fix.

  - Julian

  0
• 

  David Torres Sanchez

  • Gurobi Staff

  2024年11月18日 16:24

  Hi Julian,

  We have released Gurobi 12.0 which includes a fix for this bug.

  I have already tested it again on this model but please feel free to download and test it.

  Cheers, 
  David

  0

投稿コメントは受け付けていません。