Question

我在Cplex上运行了我的解决方案并得到了下面的结果。它最后用星号（*）进行了多次迭代。我打印了解决方案状态= 6.这是否意味着我的问题无法达到最佳状态而且我得到的变量不准确？

Tried aggregator 1 time.
QP Presolve eliminated 1070 rows and 7712 columns.
Aggregator did 1 substitutions.
Reduced QP has 19229 rows, 11762 columns, and 70837 nonzeros.
Reduced QP objective Q matrix has 9999 nonzeros.
Presolve time = 0.06 sec. (15.71 ticks)
Parallel mode: using up to 4 threads for barrier.

***NOTE: Found 185 dense columns.

Number of nonzeros in lower triangle of A*A' = 237322
Using Nested Dissection ordering
Total time for automatic ordering = 0.51 sec. (186.51 ticks)
Summary statistics for Cholesky factor:
  Threads                   = 4
  Rows in Factor            = 19414
  Integer space required    = 84705
  Total non-zeros in factor = 1315542
  Total FP ops to factor    = 377093574
 Itn      Primal Obj        Dual Obj  Prim Inf Upper Inf  Dual Inf
   0  2.1556826e+024 -2.1556826e+024 2.90e+016 0.00e+000 4.15e+012
   1  2.8969373e+022 -2.8969375e+022 3.37e+015 0.00e+000 4.82e+011
   2  6.6438243e+021 -6.6438260e+021 1.61e+015 0.00e+000 2.31e+011
   3  1.5738876e+021 -1.5738892e+021 7.85e+014 0.00e+000 1.12e+011
   4  8.7363163e+020 -8.7363321e+020 5.85e+014 0.00e+000 8.36e+010
   5  5.6810167e+020 -5.6810318e+020 4.72e+014 0.00e+000 6.74e+010
   6  1.3407969e+020 -1.3408088e+020 2.29e+014 0.00e+000 3.28e+010
   7  2.6178239e+019 -2.6178999e+019 1.01e+014 0.00e+000 1.45e+010
   8  1.5196152e+018 -1.5199449e+018 2.43e+013 0.00e+000 3.48e+009
   9  1.8788865e+016 -1.8834049e+016 2.61e+012 0.00e+000 3.73e+008
  10  1.1565062e+015 -1.1745630e+015 5.17e+011 0.00e+000 7.39e+007
  11  1.8402445e+014 -1.9572763e+014 5.36e+010 0.00e+000 7.67e+006
  12  2.3338839e+013 -3.9167399e+013 6.84e-001 0.00e+000 3.16e+003
  13 -2.0461928e+013 -1.0305044e+013 2.72e-001 0.00e+000 1.81e+003
  14 -8.5727163e+013 -2.7114059e+012 1.92e-001 0.00e+000 9.54e+002
  15 -1.2863131e+014 -4.3393850e+011 1.74e-001 0.00e+000 1.69e+003
  16 -3.3998821e+014 -6.2601017e+010 2.44e-001 0.00e+000 1.63e+002
  17 -4.8972995e+014 -8.9929658e+009 3.81e-001 0.00e+000 8.95e+001
  18 -8.0163587e+014 -1.2980223e+009 3.85e-001 0.00e+000 3.06e+001
  19 -9.9926360e+014 -1.9645121e+008 8.59e-002 0.00e+000 2.50e+001
  20 -2.3645253e+015 -3.3591755e+007 1.85e-001 0.00e+000 1.81e+001
  21 -2.3645489e+015 -3.6655103e+007 3.93e-001 0.00e+000 1.82e+001
  22 -2.3665146e+015 -4.2775757e+007 3.87e-001 0.00e+000 1.80e+001
  23 -2.4122749e+015 -5.0062938e+007 5.21e-001 0.00e+000 1.76e+001
  24 -2.5774166e+015 -1.0009577e+007 1.46e+000 0.00e+000 1.88e+001
  25 -2.5830270e+015 -1.6715236e+007 1.81e+000 0.00e+000 1.87e+001
  26 -3.2012216e+015 -5.6710775e+006 5.38e-001 0.00e+000 1.75e+001
  27 -7.5080027e+015 -1.9991081e+006 1.72e+000 0.00e+000 1.74e+001
  28 -1.4664526e+016 -9.4070118e+005 9.55e-001 0.00e+000 1.74e+001
  29 -1.4671054e+016 -2.3754747e+006 5.81e+000 0.00e+000 1.74e+001
  30 -1.4675288e+016 -5.8554481e+006 4.72e+000 0.00e+000 1.75e+001
  31 -1.4688208e+016 -1.5933011e+007 4.63e+000 0.00e+000 1.75e+001
  32 -1.4820493e+016 -5.0999417e+007 5.64e+000 0.00e+000 1.76e+001
  33 -1.8009464e+016 -1.0809049e+007 4.77e+000 0.00e+000 1.74e+001
  34 -2.1147351e+016 -1.5196820e+007 5.82e+001 0.00e+000 1.74e+001
  35 -3.1087060e+016 -4.1509264e+006 1.79e+001 0.00e+000 1.74e+001
  36 -4.6998748e+016 -1.5490984e+006 6.66e+000 0.00e+000 1.74e+001
  37 -6.6410451e+016 -9.0730197e+005 1.00e+001 0.00e+000 1.73e+001
  38 -6.6412915e+016 -1.2692245e+006 2.97e+001 0.00e+000 1.74e+001
  39 -6.6421938e+016 -2.3703454e+006 2.11e+001 0.00e+000 1.74e+001
  40 -6.6467293e+016 -7.3051760e+006 5.57e+001 0.00e+000 1.74e+001
  41 -6.6608951e+016 -1.9147451e+007 3.27e+001 0.00e+000 1.75e+001
  42 -6.7172366e+016 -6.3713529e+007 2.44e+001 0.00e+000 1.75e+001
  43 -6.8996611e+016 -1.6047844e+008 3.13e+001 0.00e+000 1.74e+001
  44 -7.5224067e+016 -2.9844653e+008 2.22e+001 0.00e+000 1.74e+001
  45 -8.8541981e+016 -2.9298621e+008 1.93e+001 0.00e+000 1.72e+001
  46 -1.5484919e+017 -7.7191292e+009 1.99e+001 0.00e+000 1.68e+001
  47 -2.4846059e+017 -2.0001282e+009 4.10e+001 0.00e+000 1.67e+001
  48 -2.9179330e+017 -3.4143835e+009 6.96e+001 0.00e+000 1.81e+001
  49 -3.0331831e+017 -8.6988051e+009 6.82e+001 0.00e+000 1.79e+001
  50 -5.0822921e+017 -5.3511719e+009 9.99e+001 0.00e+000 1.61e+001
  51 -8.7831029e+017 -1.1762106e+009 2.51e+001 0.00e+000 1.62e+001
  52 -1.2006404e+018 -6.0523067e+009 1.75e+002 0.00e+000 1.87e+001
  *  -2.5774166e+015 -1.0009577e+007 1.46e+000 0.00e+000 1.88e+001
Barrier time = 5.75 sec. (1675.34 ticks)

Total time on 4 threads = 5.75 sec. (1675.34 ticks)
Solution status =  6 :

Answer 1

是的，这意味着解决方案是可行的，但不是最佳的

reference 1

我建议您尝试不同的算法，默认情况下，LP设置为Automatic或Primal Simplex，也许更改算法可能有帮助

reference 2

你在解决LP还是MIP？

修改然后可能有一个解决方案，但是没有办法实现它，因为某些约束/绑定无法实现

如果您尝试（如果可能的话，您可以尝试）编写一个小脚本，一次创建一个约束模型，解决它，并且如果添加约束数50，它可能会有运气再次显示状态码6，跳过该约束并继续约束51等

或者，您可以遍历约束，暂时禁用一个约束并求解，然后重新启用它并转到下一个约束以找出哪些约束给您带来问题

此外，this可能会有所帮助

Cplex给出解决方案状态= 6，这意味着我的概率不具有优势解决方案？

1 个答案: