Robert Fourer

In J.A. Tomlin, "On Scaling Linear Programming Problems," Mathematical Programming Study 4 (1975) 146-166, geometric mean scaling is defined as follows: Gurobi may be doing something of this sort....

AMPL accepts this model without any errors. It is OK to write the objective as the sum of three variables, each of which equals a different expression. The expression for f2[i,j] has a product of 3...

The paper by Markowitz was published as Harry M. Markowitz, The Elimination Form of the Inverse and Its Application to Linear Programming. Management Science 3 (1957) 255-269. The situation in wh...

The problem with outlev=1 not showing any log output was caused by a glitch in the build of Gurobi 10.0.1 for AMPL. It is fixed in the most recent build (dated 20230330). The problem with a MIP sta...

It appears you are setting an AMPL gurobi_options string. Is newgap an AMPL parameter? Then you need to use an AMPL string expression in an option statement like this: option gurobi_options ("timel...

It's odd that the coefficient statistics show Objective range  [0e+00, 0e+00] This suggests that all of the objective coefficients are zero, which would explain why an optimal objective value of 0....

As mentioned previously, the best bound is returned in the suffix ".bestbound" on the objective. For example, if your objective function is "minimize TotalCost" then the best bound is given by "Tot...

I answered this question in another thread where you asked it today.

The message "suffix bestbound OUT" says that the suffix .bestbound was created by Gurobi for output to AMPL. It's only an informational message; it appears the first time that Gurobi runs with best...

In AMPL, add bestbound=1 to your gurobi_options string -- or if you are not setting a gurobi_options string yet, give this command before solving: option gurobi_options 'bestbound=1'; Then the best...