Separable problems in Gurobi

[Siamak Naderi]

Dear All, 

I am wondering if Gurobi does decompose problems which are separable. 

Does anyone know the answer? 

Cheers, 

Siamak

 

[Daniel Espinoza]

Hi Siamak,

Gurobi automatically detect separable pieces of a given problem, and takes advantage of it.

Best,

Daniel

[Siamak Naderi]

Dear Daniel, 

Thanks for the answer. I have an LP which is separable on one of the indices. I have coded the problem in Python both as an LP and decomposition of the same problem. When I run both, I see that the the decomposed version is way faster than the original problem. Is there any parameter that I should turn on? If there is not, why does it happen?

Many thanks, 
Siamak

[Daniel Espinoza]

Dear Siamak,

We would be very interested in taking a look at your problem, could you share the model?

Best,

Daniel

[Siamak Naderi]

Dear Daniel, 

Attached is the decomposed version of the problem. 

I will be grateful if you let me know the results. 

Bests, 

Siamak

[Daniel Espinoza]

Dear Siamak,

Many thanks for sharing this with us, I'll take a look and let you know what I find.

Best regards,

Daniel

[Daniel Espinoza]

Dear Siamak,

And what would be the aggregated version?

Best,

Daniel

[Siamak Naderi]

Dear Daniel, 

Excuse me for being so late. I thought, I had uploaded it. 

Here I attached a separated and aggregated version. 

Thanks, 

Siamak

[Daniel Espinoza]

Hi Siamak,

It seems to me that both models are very different. In one you are formulating for every option; and in the other, for every store; however, stores and options are linked by demand...

Maybe I'm missing something?

Best,

Daniel