solver termination condition unknown

[Hung-Hsin Chen]

Hi, everyone.

I am trying to solve a very large linear programming (about 4.8*10^5 constraints), and the LP must have a solution.

My solver is CPLEX 12.6, and when the number of constraints  is large than 4.8*10^5 constraints, it produces wrong solution, the results of solver are

"""

- Status: ok

  User time: 120.2

  Termination condition: unknown

  Error rc: 0

  Time: 126.70600009

""

But if I reduce some constraints, say 4.799*10^5 constraints, it produces correct solution, and the results of solver are 

"""

- Status: ok

  User time: 119.7

  Termination condition: optimal

  Error rc: 0

  Time: 124.23600009

""

I try to enlarge the working memory of CPLEX, but it still have the same problem. 

[Siirola, John D]

This sounds crazy, but try turning off CPLEX’s presolver and see if the original model solves.  I have had models where CPLEX’s presolver was a bit too aggressive with its problem reductions and turned a feasible problem into an infeasible one.

 

You should also add tee=True / --stream-solver and see what CPLEX actually says – the “unknown” solver status just means that Pyomo’s solver wrapper didn’t recognize the result.

 

john

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[Hung-Hsin Chen]

thanks of John's opinions, and I solved the problem by choosing the barrier algorithm, and set the barrier.limits.objrange=1e75.

John於 2015年12月6日星期日 UTC+8下午4時46分10秒寫道：