Mario Ruthmair

Here is a bug report: https://support.gurobi.com/hc/en-us/articles/27635574446353-Memory-leak-in-gurobipy-with-Python-3-12

Our developers narrowed it down to a memory leak related to the Cython version used to build gurobipy 11.0.x. We are using a newer Cython version for the coming 12.0.0 release, so the issue will be...

Hi Shahrzad, If all variables p(s) on the right-hand side exist from the beginning and are not created via column generation (and only \rho(s,a) are generated), I guess you can define the complete ...

Hi Shahin, The constraint indices are created and maintained by Pyomo, not by Gurobi.From the Gurobi side, you need to ensure that the optimization result is "optimal" to obtain the dual values. Mario

Hi Rainne, This model seems to be tough. However, I also oversaw an important point: MIPFocus=3 is a meta-parameter and will automatically set Presolve=2. If you want to keep MIPFocus=3 (you should...

Hi Rainne, With parameters Set parameter PreSparsify to value 2 Set parameter Presolve to value 2 you enabled aggressive presolving, which takes too much time for your model.What happens if you kee...

Hi Peng Lin, You are using the methods correctly, so the most probable explanation is an issue with the solution. Maybe it is rejected because it is "slightly" infeasible due to some numerical issu...

Hi Shahrzad, Each call to Model.addVar() creates a variable and a corresponding handle to access it. Since you need access to the variables to build the constraints, you must organize and store you...

Hi Rainne, It seems that your model is very dense, there are more than 2.3 billions non-zeroes in the matrix.Your machine needs a substantial amount of memory to handle this. Here are a few comment...

Thanks, Tjard, for the additional information. There could be an issue with the solver. We are currently trying to reproduce it using a small example.