Parameters tuning

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Amir Reza Azmoode

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Sep 1, 2019, 12:39:06 PM9/1/19
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Hi,


I have a large integer model which has near 13000 binary variables and 100 integer variables(after presolve).
I choose gurobi as solver and I have test different values for parameters. But didn't get any feasible solution. could anybody please help to tune parameters to get a feasible solution?    

here is the log:



Optimize a model with 202879 rows, 30005 columns and 870071 nonzeros
Variable types: 0 continuous, 30005 integer (29898 binary)
Coefficient statistics:
Matrix range [1e+00, 9e+06]
Objective range [1e+00, 4e+01]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 3e+06]
Presolve removed 45042 rows and 17000 columns
Presolve time: 4.52s
Presolved: 157837 rows, 13005 columns, 745539 nonzeros
Variable types: 0 continuous, 13005 integer (12898 binary)
Presolve removed 43 rows and 70 columns
Presolved: 12962 rows, 170772 columns, 755729 nonzeros

Presolve removed 12962 rows and 170772 columns

Root simplex log...

Iteration Objective Primal Inf. Dual Inf. Time
0 4.0980400e+03 0.000000e+00 2.415470e+05 11s
28457 4.1097061e+03 0.000000e+00 1.574963e+06 15s
51855 4.1155907e+03 0.000000e+00 1.828101e+06 20s
73614 4.1195006e+03 0.000000e+00 1.408128e+07 25s
91648 4.1228688e+03 0.000000e+00 4.653613e+06 30s
108546 4.1274614e+03 0.000000e+00 1.789445e+08 35s
123740 4.1302029e+03 0.000000e+00 1.297128e+06 40s
138184 4.1122067e+03 8.553554e+00 0.000000e+00 45s
143621 4.1116232e+03 4.444469e+00 0.000000e+00 50s
145832 4.1116232e+03 1.043372e+00 0.000000e+00 55s
146305 4.1116233e+03 0.000000e+00 0.000000e+00 57s
146305 4.1116233e+03 0.000000e+00 0.000000e+00 57s
146305 4.1116233e+03 0.000000e+00 0.000000e+00 57s

Root relaxation: objective 4.111623e+03, 146305 iterations, 46.45 seconds
Total elapsed time = 62.10s


Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time

     0     0 4111.62333    0  997          - 4111.62333      -     -   65s

     0     0 4118.37586    0 2128          - 4118.37586      -     -  395s

     0     0 4118.73753    0 1789          - 4118.73753      -     -  401s

     0     0 4118.73753    0 1793          - 4118.73753      -     -  402s

     0     0 4121.50600    0 2313          - 4121.50600      -     -  625s

     0     0 4121.70667    0 2020          - 4121.70667      -     -  628s

     0     0 4121.70667    0 1978          - 4121.70667      -     -  629s

     0     0 4122.04000    0 1964          - 4122.04000      -     -  642s

     0     0 4122.04000    0 2138          - 4122.04000      -     -  644s

     0     0 4122.37333    0 1721          - 4122.37333      -     -  669s

     0     0 4122.37333    0 1653          - 4122.37333      -     -  671s

     0     0 4122.37333    0 1682          - 4122.37333      -     -  677s

     0     0 4122.37333    0 1662          - 4122.37333      -     -  679s

     0     0 4122.41500    0 1521          - 4122.41500      -     -  701s

     0     0 4122.41500    0 1623          - 4122.41500      -     -  704s

     0     0 4122.45667    0 1640          - 4122.45667      -     -  710s

     0     0 4122.45667    0 1617          - 4122.45667      -     -  711s

     0     0 4122.45667    0 1723          - 4122.45667      -     -  717s

     0     0 4122.45667    0 1628          - 4122.45667      -     -  719s

     0     0 4122.45667    0 1565          - 4122.45667      -     -  755s

     0     0 4122.45667    0 1613          - 4122.45667      -     -  757s

     0     0 4122.45667    0 1582          - 4122.45667      -     -  779s

     0     0 4122.45667    0 1484          - 4122.45667      -     -  802s

     0     2 4122.45667    0 1484          - 4122.45667      -     -  860s

     1     4 4122.45667    1 1482          - 4122.45667      -  2946  870s

     3     8 4122.45667    2 1490          - 4122.45667      -  2742  883s

     7    16 4122.45667    3 1489          - 4122.45667      -  3017  900s

    15    32 4122.45667    4 1483          - 4122.45667      -  2674  935s

    31    52 4122.45667    5 1582          - 4122.45667      -  2731  994s

----------------------------------------

and gurobi doesn't converge.



P.S.1 The inputs to this ILP are two matrices. My model is feasible with smaller matrices, but it seems with large-size matrices, it doesn't converge in a reasonable time.

 

P.S.2 the Machin has 50GB RAM and 20 cores of 20 cores CPU (2.3GHz)


Best,

Amir,

Amir Reza Azmoode

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Sep 1, 2019, 12:42:10 PM9/1/19
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I have increased MIPGap and MIPGapAbs and tried  different values for MIPFocus(1 and 3), but no convergence achieved!

Johan Löfberg

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Sep 1, 2019, 12:57:54 PM9/1/19
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Amir Reza Azmoode

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Sep 1, 2019, 1:03:41 PM9/1/19
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Thank you for the clarification!
Anyway..... I appreciate anybody's experience in solving large MIP with guroubi, to help me find out whether I'm able or not to find a feasible solution for my model.
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