Disable Root Crossover for Barrier

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RobbyD

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May 7, 2012, 4:34:51 AM5/7/12
to Gurobi Optimization
G'day Gurobi Team

I was wondering what the purpose of the Barrier solver's root
crossover is and what the potential is for harm by turning it off. I
have a MIP model that sometimes runs for quite a while on the root
crossover and the optimal solution is no better than the barrier
optimal.

Also, I sometimes see the root crossover restarting which I take as
not being a good sign?

Regards, Rob.

Christopher Maes

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May 9, 2012, 11:30:43 AM5/9/12
to gur...@googlegroups.com
Hi Rob,

The purpose of crossover is to construct an optimal basis from the
barrier solution. To solve a MIP, Gurobi must solve a sequence of LP
relaxations. These LPs are very closely related. If an optimal basis
is available for the root relaxation, it can be used to warm start the
simplex algorithm for the next LP in this sequence.

If you disable crossover, you will have to solve each LP from scratch
using barrier. On most models this will lead to a significant increase
in run time.

A restart in crossover does indicate numerical issues, but crossover
usually recovers nicely after the restart. We
would be interested in looking at your model. We'll contact you
privately with instructions on how to send it along.

Thanks,
Chris
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