メインコンテンツへスキップ

MIQP is solved faster but unstable! Any suggestions for this?

回答済み

コメント

3件のコメント

  • 正式なコメント
    Simranjit Kaur
    • Gurobi Staff
    This post is more than three 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 why not try our AI Gurobot?.
  • Jaromił Najman
    • Gurobi Staff

    Hi Xianbang,

    The Warnings

    Warning: Markowitz tolerance tightened to 0.5
    Warning: 1 variables dropped from basis

    are a clear indicator for numerical issues, see Does my model have numerical issues? This may explain the unstable behavior of the algorithm. It is possible that some of your constraints are almost parallel causing the issues. You can try several parameters to overcome the numerical trouble, see Solver parameters to manage numerical issues, or try a different formulation of your model.

    Best regards,
    Jaromił

    0
  • Xianbang Chen
    • Gurobi-versary
    • Conversationalist
    • Curious

    Hi Jaromił,

    Thanks for your suggestion. I adjusted my constraints and some coefficients, and then the problem is solved.

    Best regards,

    Xianbang

    0

投稿コメントは受け付けていません。