Jaromił Najman

Hi Linzhi, The algorithm terminates when the difference between the primal and dual objective value reaches some given threshold. For QCPs, this threshold is defined by BarQCPConvTol and by BarConv...

Hi Linzhi, Gurobi uses an interior point algorithm with predictor and corrector steps and a barrier objective function. Best regards, Jaromił

Hi Linzhi, Just so I understand correctly. Each Gurobi run takes ~0.5 seconds (your log shows 0.38) which I don't think we can reduce much. But the long computation times come from the fact that yo...

Hi, This is a fairly large problem! In order to tackle this out-of-memory issue, you could try using the Simplex method only, by setting the Method parameter to 1 or 0. Is it possible for you to ge...

Hi, Could you also post the outputs of the Gurobi logs of both runs, the successful and the "blank" one so I can inspect them in more detail? In the meantime, could you try to construct a minimum w...

Hi, Could you elaborate more on the problem statistics? How many variables/constraints do you add when going from days to weeks? How much time do you want/expect the optimization to take? What exac...

Hi Angelos, regarding the big M, you can set a big M for variable \(s_i\) to \(\max\{|a_i|,|b_i|\}\cdot \max\{|x^L|,|x^U|\}\) where \(x^L, x^U\) are the lower and upper bound of \(x\), respectively...

Probably the best way or reading datasets into Gurobi is through one of the APIs, e.g., the Python API. Please note that you have to use additional functionality not provided by Gurobi in order to ...

Hi Erik, I am not sure if this is a question, but I will just answer anyway. Yes, your variable names are unique. Best regards, Jaromił

Hi Erik, I am not sure if I fully understand. Do you want to iterate over \(t\) only? This may lead to some problems as you may have multiple \(i, j\) for a single \(t\), e.g., \(4,5,37\) and \(5,4...