Gurobi optimization problem

[XM XM]

Dear Prof. Lofberg,

I have an optimization problem. It seems that this question is not directly related to YALMIP, but your comments/suggestions are invaluable.

I use YALMIP with Gurobi and try to work out a Quadratic Programming problem. It runs infinitely. A screen shot of the output is as follows. What could be the possible problem?

Thanks again!

Warning for adding variables: zero or small (< 1e-13) coefficients, ignored
Optimize a model with 195832 rows, 115240 columns and 1940862 nonzeros
Model has 57600 quadratic objective terms
Coefficient statistics:
  Matrix range    [1e-10, 1e+02]
  Objective range [0e+00, 0e+00]
  Bounds range    [0e+00, 0e+00]
  RHS range       [2e-10, 1e+00]
Presolve removed 124306 rows and 6546 columns
Presolve time: 1.00s
Presolved: 71526 rows, 108694 columns, 1444167 nonzeros
Presolved model has 57600 quadratic objective terms
Ordering time: 0.90s

Barrier statistics:
 Dense cols : 459
 Free vars  : 4640
 AA' NZ     : 3.099e+06
 Factor NZ  : 5.003e+06 (roughly 110 MBytes of memory)
 Factor Ops : 1.099e+09 (less than 1 second per iteration)
 Threads    : 2

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   1.58072560e+09 -8.84121449e+09  1.00e+03 1.00e+03  9.43e+05     3s
   1   3.38314775e+08 -5.86209628e+09  6.17e+02 5.41e+02  5.66e+05     3s
   2   1.93925391e+09 -5.31291900e+09  1.12e+02 7.61e+01  1.32e+05     3s
   3   5.71984753e+08 -2.29761075e+09  3.17e+01 2.15e+01  4.00e+04     4s
   4   1.30849027e+08 -1.03957791e+09  5.93e+00 2.98e+00  1.07e+04     4s
   5   1.60806546e+07 -4.66274013e+08  8.41e-01 5.66e-01  3.58e+03     4s
   6   3.25849307e+06 -1.47817422e+08  6.20e-02 6.20e-02  9.28e+02     5s

..................

 91773   1.02775880e+02  1.02774802e+02  6.33e-09 2.23e-10  6.13e-09  52505s
 91774   1.02775880e+02  1.02774802e+02  6.42e-09 2.23e-10  6.13e-09  52506s
 91775   1.02775880e+02  1.02774802e+02  6.42e-09 2.23e-10  6.13e-09  52507s
 91776   1.02775880e+02  1.02774802e+02  6.42e-09 2.23e-10  6.13e-09  52507s
 91777   1.02775880e+02  1.02774802e+02  6.52e-09 2.23e-10  6.13e-09  52508s
 91778   1.02775880e+02  1.02774803e+02  6.51e-09 2.23e-10  6.13e-09  52508s
 91779   1.02775880e+02  1.02774803e+02  6.51e-09 2.22e-10  6.13e-09  52509s
 91780   1.02775880e+02  1.02774803e+02  6.50e-09 2.22e-10  6.13e-09  52509s
 91781   1.02775880e+02  1.02774803e+02  6.50e-09 2.23e-10  6.13e-09  52510s
 91782   1.02775880e+02  1.02774803e+02  6.52e-09 2.22e-10  6.13e-09  52511s
 91783   1.02775880e+02  1.02774803e+02  6.52e-09 2.22e-10  6.13e-09  52511s
 91784   1.02775880e+02  1.02774803e+02  6.52e-09 2.23e-10  6.13e-09  52512s
 91785   1.02775880e+02  1.02774803e+02  6.52e-09 2.23e-10  6.13e-09  52513s
 91786   1.02775880e+02  1.02774803e+02  6.52e-09 2.23e-10  6.13e-09  52514s
 91787   1.02775880e+02  1.02774803e+02  6.52e-09 2.22e-10  6.13e-09  52514s
 91788   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52516s
 91789   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52516s
 91790   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52517s
 91791   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52518s
 91792   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52519s
 91793   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52520s
 91794   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52521s
 91795   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52522s
 91796   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52522s
 91797   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52523s
 91798   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52523s
 91799   1.02775880e+02  1.02774803e+02  6.69e-09 2.22e-10  6.13e-09  52524s
 91800   1.02775880e+02  1.02774803e+02  6.60e-09 2.22e-10  6.13e-09  52524s
 91801   1.02775880e+02  1.02774803e+02  6.60e-09 2.22e-10  6.13e-09  52525s
 91802   1.02775880e+02  1.02774803e+02  6.60e-09 2.22e-10  6.13e-09  52526s
 91803   1.02775880e+02  1.02774803e+02  6.60e-09 2.22e-10  6.13e-09  52527s
 91804   1.02775880e+02  1.02774803e+02  6.60e-09 2.22e-10  6.13e-09  52528s
 91805   1.02775880e+02  1.02774803e+02  6.60e-09 2.22e-10  6.13e-09  52529s
 91806   1.02775880e+02  1.02774803e+02  6.60e-09 2.22e-10  6.13e-09  52530s

[Johan Löfberg]

Try tweaking some solver options.

[XM XM]

Do you mean YALMIP options, like MaxIter, or Gurobi's own tuning parameters?

Thanks

[Johan Löfberg]

All solver related stuff is done through solver specific options

>> ops = sdpsettings;ops.gurobi

ans = 

  struct with fields:

         BarIterLimit: Inf

               Cutoff: Inf

       IterationLimit: Inf

            NodeLimit: Inf

        SolutionLimit: Inf

            TimeLimit: Inf

           BarConvTol: 1.0000e-08

        BarQCPConvTol: 1.0000e-06

       FeasibilityTol: 1.0000e-06

           IntFeasTol: 1.0000e-06

         MarkowitzTol: 0.0078

               MIPGap: 1.0000e-04

            MIPGapAbs: 1.0000e-10

        OptimalityTol: 1.0000e-06

               PSDTol: 1.0000e-06

          InfUnbdInfo: 0

           NormAdjust: -1

             ObjScale: 0

         PerturbValue: 2.0000e-04

                 Quad: -1

            ScaleFlag: 1

              Sifting: -1

           SiftMethod: -1

       SimplexPricing: -1

        BarCorrectors: -1

       BarHomogeneous: -1

             BarOrder: -1

            Crossover: -1

       CrossoverBasis: 0

              QCPDual: 0

            BranchDir: 0

        ConcurrentMIP: 1

           Heuristics: 0.0500

      ImproveStartGap: 0

    ImproveStartNodes: Inf

     ImproveStartTime: Inf

          MinRelNodes: 0

             MIPFocus: 0

          MIQCPMethod: -1

          NodefileDir: '.'

        NodefileStart: Inf

           NodeMethod: 1

           PumpPasses: 0

                 RINS: -1

       SolutionNumber: 0

          SubMIPNodes: 500

             Symmetry: -1

            VarBranch: -1

         ZeroObjNodes: 0

           TuneOutput: 2

          TuneResults: -1

        TuneTimeLimit: -1

           TuneTrials: 2

                 Cuts: -1

           CliqueCuts: -1

            CoverCuts: -1

        FlowCoverCuts: -1

         FlowPathCuts: -1

         GUBCoverCuts: -1

          ImpliedCuts: -1

           MIPSepCuts: -1

              MIRCuts: -1

             ModKCuts: -1

          NetworkCuts: -1

           SubMIPCuts: -1

         ZeroHalfCuts: -1

         CutAggPasses: -1

            CutPasses: -1

         GomoryPasses: -1

              AggFill: 10

            Aggregate: 1

      DisplayInterval: 5

       DualReductions: 1

        FeasRelaxBigM: 1000000

            IISMethod: -1

              LogFile: ''

               Method: -1

         NumericFocus: 0

             PreCrush: 0

            PreDepRow: -1

              PreDual: -1

        PreQLinearize: -1

            PrePasses: -1

             Presolve: -1

          PreSparsify: 0

           ResultFile: ''

              Threads: 0

[XM XM]

Hi Prof. Lofberg,

Thanks! Here is the list of the Gurobi tunable parameters with instructions. Post it here for other people who are interested.

http://www.gurobi.com/documentation/6.0/refman/parameters.html