The best objective bound doesn't change and it takes too long to get an optimal solution
回答済みHi everyone, i'm trying to solve a MILP problem, but the best objective bound doesn't change (and is the upper limit of the variable, that is 250) in a lot of time and also it takes too long to find a feasible solution, even more in finding an optimal solution, and i think is not a big problem (there are few variables and constraints compared other posts). Is there any recommendation that you could give me?
Thanks for your response.
Academic license - for non-commercial use only - expires 2021-02-05
Read LP format model from file ./problem.lp
Reading time = 0.88 seconds
OBJ: 86268 rows, 43596 columns, 421171 nonzeros
Changed value of parameter Presolve to 2
Prev: -1 Min: -1 Max: 2 Default: -1
Changed value of parameter MIPGap to 0.05
Prev: 0.0001 Min: 0.0 Max: inf Default: 0.0001
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (win64)
Thread count: 8 physical cores, 16 logical processors, using up to 16 threads
Optimize a model with 86268 rows, 43596 columns and 421171 nonzeros
Model fingerprint: 0x668c8460
Variable types: 32723 continuous, 10873 integer (10825 binary)
Coefficient statistics:
Matrix range [1e-04, 5e+03]
Objective range [1e+00, 1e+00]
Bounds range [1e+00, 3e+02]
RHS range [5e-01, 1e+02]
Presolve removed 12807 rows and 14327 columns (presolve time = 11s) ...
Presolve removed 12807 rows and 16362 columns (presolve time = 18s) ...
Presolve removed 28858 rows and 17299 columns (presolve time = 24s) ...
Presolve removed 28858 rows and 17321 columns (presolve time = 29s) ...
Presolve removed 31071 rows and 17365 columns (presolve time = 34s) ...
Presolve removed 31071 rows and 17365 columns (presolve time = 39s) ...
Presolve removed 31071 rows and 17365 columns (presolve time = 44s) ...
Presolve removed 30996 rows and 17290 columns
Presolve time: 44.10s
Presolved: 55272 rows, 26306 columns, 236573 nonzeros
Variable types: 18822 continuous, 7484 integer (7454 binary)
Deterministic concurrent LP optimizer: primal and dual simplex (primal and dual model)
Showing first log only...
Presolve removed 8822 rows and 4408 columns
Presolved: 46450 rows, 21898 columns, 218910 nonzeros
Root simplex log...
Iteration Objective Primal Inf. Dual Inf. Time
0 7.0435295e+02 4.502305e+02 2.923712e+10 45s
29199 0.0000000e+00 4.764191e+01 7.215860e+09 50s
36555 0.0000000e+00 1.616805e+01 1.513443e+10 55s
41475 -2.5000000e+02 4.966314e+00 4.937544e+10 60s
43705 -2.5000000e+02 2.352993e+00 9.306284e+10 65s
45835 -2.5000000e+02 4.683854e-01 4.021249e+10 70s
47775 -2.5000000e+02 5.397259e-02 1.470991e+11 75s
49190 -2.5000000e+02 3.492057e+02 0.000000e+00 80s
50640 -2.5000000e+02 0.000000e+00 0.000000e+00 85s
50640 -2.5000000e+02 0.000000e+00 0.000000e+00 85s
Concurrent spin time: 13.45s
Solved with dual simplex (dual model)
Root relaxation: objective -2.500000e+02, 39667 iterations, 53.69 seconds
Total elapsed time = 112.43s
Total elapsed time = 146.57s
Total elapsed time = 152.79s
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 -250.00000 0 1102 - -250.00000 - - 167s
0 0 -250.00000 0 1271 - -250.00000 - - 199s
0 0 -250.00000 0 1427 - -250.00000 - - 223s
0 0 -250.00000 0 142 - -250.00000 - - 363s
0 0 -250.00000 0 403 - -250.00000 - - 372s
0 0 -250.00000 0 148 - -250.00000 - - 399s
0 0 -250.00000 0 308 - -250.00000 - - 408s
0 0 -250.00000 0 120 - -250.00000 - - 439s
0 0 -250.00000 0 175 - -250.00000 - - 445s
0 0 -250.00000 0 111 - -250.00000 - - 495s
0 0 -250.00000 0 111 - -250.00000 - - 500s
0 2 -250.00000 0 111 - -250.00000 - - 536s
1 4 -250.00000 1 227 - -250.00000 - 10330 546s
3 8 -250.00000 2 424 - -250.00000 - 7904 554s
7 16 -250.00000 3 883 - -250.00000 - 6684 570s
15 24 -250.00000 4 843 - -250.00000 - 6556 588s
23 32 -250.00000 5 825 - -250.00000 - 7210 590s
47 58 -250.00000 8 589 - -250.00000 - 4259 625s
61 82 -250.00000 8 567 - -250.00000 - 3876 647s
89 264 -250.00000 11 84 - -250.00000 - 4663 672s
305 579 -250.00000 32 146 - -250.00000 - 2472 705s
827 981 -250.00000 30 51 - -250.00000 - 1722 750s
1560 1190 -250.00000 52 144 - -250.00000 - 1318 779s
2003 1191 -250.00000 12 111 - -250.00000 - 1251 937s
2005 1192 -250.00000 57 772 - -250.00000 - 1249 1074s
2006 1193 -250.00000 20 996 - -250.00000 - 1249 1114s
2007 1194 -250.00000 42 1309 - -250.00000 - 1248 1136s
2008 1194 -250.00000 55 1196 - -250.00000 - 1247 1213s
2009 1195 -196.62156 65 1321 - -250.00000 - 1247 1232s
2010 1196 -250.00000 39 1132 - -250.00000 - 1246 1395s
2011 1196 -250.00000 37 1499 - -250.00000 - 1246 1423s
2012 1197 -250.00000 36 842 - -250.00000 - 1245 1555s
2013 1198 -250.00000 41 1315 - -250.00000 - 1244 1578s
2014 1198 -231.78180 78 1486 - -250.00000 - 1244 1716s
2015 1199 -250.00000 31 1186 - -250.00000 - 1243 1810s
2016 1200 -250.00000 56 1186 - -250.00000 - 1242 1871s
2017 1203 -250.00000 13 1197 - -250.00000 - 283 2008s
2019 1207 -250.00000 14 1361 - -250.00000 - 299 2088s
2023 1211 -250.00000 15 950 - -250.00000 - 339 2153s
2031 1215 -250.00000 16 766 - -250.00000 - 374 2220s
2039 1216 -250.00000 17 729 - -250.00000 - 401 2283s
2047 1219 -250.00000 17 716 - -250.00000 - 425 2315s
2055 1223 infeasible 18 - -250.00000 - 470 2347s
2063 1235 -250.00000 18 725 - -250.00000 - 498 2402s
2078 1239 -250.00000 19 1505 - -250.00000 - 537 2459s
2087 1240 -250.00000 19 1805 - -250.00000 - 593 2499s
2098 1243 infeasible 20 - -250.00000 - 624 2569s
2111 1254 infeasible 20 - -250.00000 - 681 2730s
2136 1267 -250.00000 20 706 - -250.00000 - 806 2914s
2173 1402 -250.00000 21 653 - -250.00000 - 942 3156s
2414 1366 infeasible 41 - -250.00000 - 1271 3375s
2674 1561 -250.00000 40 459 - -250.00000 - 1474 3802s
3641 1518 -183.02700 31 1076 - -250.00000 - 1742 4153s
4549 1295 -250.00000 43 884 - -250.00000 - 1830 4373s
4795 1523 -250.00000 48 806 - -250.00000 - 1953 4713s
5681 1257 infeasible 51 - -250.00000 - 1999 4886s
5739 1441 infeasible 35 - -250.00000 - 2059 5224s
6444 1615 -250.00000 35 1085 - -250.00000 - 2132 5560s
7029 1614 infeasible 29 - -250.00000 - 2214 5732s
7118 1855 -97.95833 41 874 - -250.00000 - 2269 6087s
7897 2015 -250.00000 37 934 - -250.00000 - 2299 6469s
8396 2030 -153.82015 31 1443 - -250.00000 - 2361 6723s
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Hi Erick,
The size of a problem is not always a good indicator of its complexity. There are problems with only a couple of variables in the MIPLIB which are still unsolved or the solution process requires a lot of computation time.
Did you have a look at the documentation of most important parameters for MIPs? I would try the new no relaxation heuristic first to possibly get a good feasible point before the B&B algorithm starts.
You could also try to provide an initial point or at least some variable hints if you have any. The Knowledge Base article How do I use MIP starts? documents both.
Did you try different formulations of the model? Maybe, you can find some in the literature.
Best regards,
Jaromił0 -
Thanks a lot Jaromił for your response!
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