Gurobi reporting initial solution as infeasible by mistake

85 views
Skip to first unread message

G Abouelseoud

unread,
Mar 24, 2019, 11:30:51 AM3/24/19
to Gurobi Optimization
Gurobi reports the initial solution to violate a certain constraint by a certain amount:

However, I doubled checked by hand calculations and am sure this is not true. can you help me find the cause?
Here is the message I get:
Optimize a model with 166177 rows, 103968 columns and 18307840 nonzeros
Variable types: 432 continuous, 103536 integer (103536 binary)
Coefficient statistics:
  Matrix range     [3e-06, 2e+02]
  Objective range  [1e+00, 1e+00]
  Bounds range     [1e+00, 1e+00]
  RHS range        [1e+00, 5e+01]

MIP start did not produce a new incumbent solution
MIP start violates constraint R1154 by 0.152632104

I am attaching the problem files: 

The constraint matrix A.zip

rhs bs.zip

variable types vtype.zip

constraints senses Ctype.zip

my initial solution sols.zip

and I attach here the python script I am using.
All matrices are in Matlab mat format

I am also providing a link to the mps version of the model
G_al7amdoliAllah_new.py

Robert Luce

unread,
Mar 25, 2019, 12:20:10 AM3/25/19
to Gurobi Optimization
Thanks for sharing the model, I will take a look and get back to you.

Robert

Robert Luce

unread,
Mar 25, 2019, 12:44:10 AM3/25/19
to Gurobi Optimization
The problem is that the MIP start doesn't define integral values for all the binary variables, but sometimes sets values different from zero or one.  For example, the start value for the binary variable 'C1485' is -5.2696712565496362e-01.  After rounding these invalid start values, the mip start becomes infeasible.

Robert

G Abouelseoud

unread,
Mar 26, 2019, 9:01:34 PM3/26/19
to Gurobi Optimization
Dear Robert,
I really can't thank you enough. Your remark made me notice that there is an error in the script generating vtype list containing variable types and that reading it, which led to defining types incorrectly. If it matters to you to save models for benchmarking purposes, I am attaching the correct files. 

correct vtype:
https://drive.google.com/file/d/1zgrtkB97HEKREEv_YCujRExce7z1IVLh/view?usp=drive_web

Thank you and my best wishes and sincere prayers for you.
All the best.
G_al7amdoliAllah_temp_mat_sparsenew.py
Reply all
Reply to author
Forward
0 new messages