Gurobi解算器和收敛

时间:2019-01-11 08:35:26

标签: optimization mathematical-optimization gurobi

我有一个ILP,可以解决一些小问题。对于这些小问题,Gurobi轻松收敛并返回了正确答案。但是,当涉及到更大的问题时,即使两天后它也不会收敛。我更改了许多参数,例如“ MIPFocus”,“ ImproveStartGap”,“剪切”,“ ImproveStartTime”,甚至是“启发式”。

您能帮我解决这个问题吗?有什么办法可以以最佳松散为代价更快地达到融合?有什么问题吗?

最好,阿米尔

仅供参考,此ILP具有10135个整数变量(其中大多数10044是二进制)。下面是我停止程序时的日志:

Academic license - for non-commercial use only
Optimize a model with 131848 rows, 20748 columns and 577874 nonzeros
Variable types: 0 continuous, 20748 integer (20657 binary)
Coefficient statistics:
  Matrix range     [1e+00, 1e+05]
  Objective range  [4e+01, 8e+01]
  Bounds range     [1e+00, 1e+00]
  RHS range        [1e+00, 3e+05]
Presolve removed 23245 rows and 10613 columns
Presolve time: 1.67s
Presolved: 108603 rows, 10135 columns, 526215 nonzeros
Variable types: 0 continuous, 10135 integer (10044 binary)
Presolved: 10135 rows, 118738 columns, 536350 nonzeros


Root relaxation: objective 9.360000e+03, 10205 iterations, 0.79 seconds
Total elapsed time = 5.06s

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

     0     0 9360.00000    0  299          - 9360.00000      -     -    5s
     0     0 9360.00000    0  223          - 9360.00000      -     -    8s
     0     2 9360.00000    0  150          - 9360.00000      -     -   23s
    30    31 9360.00000    9  188          - 9360.00000      -  64.8   25s
   207   208 9360.00000   64  263          - 9360.00000      -  14.4   31s
   400   399 9360.00000  109  298          - 9360.00000      -  10.3   36s
   587   584 9360.00000  156  319          - 9360.00000      -   9.5   41s
   804   794 9360.00000  209  363          - 9360.00000      -   8.8   47s
   918   905 9360.00000  238  303          - 9360.00000      -   8.6   50s
  1159  1133 9360.00000  294  288          - 9360.00000      -   8.3   56s
  1281  1247 9360.00000  319  371          - 9360.00000      -   8.2   60s
  1534  1471 9360.00000   23  208          - 9360.00000      -   8.1   66s
  1809  1736 9360.00000  237  223          - 9360.00000      -   8.0   71s
  1811  1737 9360.00000   89  670          - 9360.00000      -   8.0   87s
  1812  1738 9360.00000  192  572          - 9360.00000      -   8.0   96s
  1813  1739 9360.00000   93  572          - 9360.00000      -   8.0  109s
  1814  1742 9360.00000   11  371          - 9360.00000      -   9.3  117s
  1865  1775 9360.00000   19  399          - 9360.00000      -   9.5  120s
  1967  1840 9360.00000   31  395          - 9360.00000      -   9.1  125s
  2180  1984 9360.00000   56  435          - 9360.00000      -   9.1  130s
  2383  2121 9360.00000   84  408          - 9360.00000      -   9.4  136s
  2495  2197 9360.00000   97  403          - 9360.00000      -   9.5  140s
  2712  2337 9360.00000  124  425          - 9360.00000      -   9.6  147s
  2829  2416 9360.00000  137  448          - 9360.00000      -   9.6  151s
  2957  2505 9360.00000  153  421          - 9360.00000      -   9.6  155s
  3196  2660 9360.00000  183  389          - 9360.00000      -   9.6  164s
  3291  2721 9360.00000  195  412          - 9360.00000      -   9.6  168s
  3383  2789 9360.00000  208  424          - 9360.00000      -   9.8  173s
  3475  2850 9360.00000  221  427          - 9360.00000      -  10.0  177s
  3590  2909 9360.00000  235  433          - 9360.00000      -  10.0  182s
  3716  2990 9360.00000  250  424          - 9360.00000      -  10.1  187s
  3830  3054 9360.00000  266  398          - 9360.00000      -  10.2  192s
  3987  3151 9360.00000  285  400          - 9360.00000      -  10.2  197s
  4079  3212 9360.00000  299  409          - 9360.00000      -  10.2  203s
  4294  3385 infeasible  327               - 9360.00000      -  10.2  208s
  4489  3316 9360.00000   61  404          - 9360.00000      -  10.3  213s
  4688  3528 9360.00000  104  410          - 9360.00000      -  10.4  219s
  4953  3715 9360.00000  144  409          - 9360.00000      -  10.2  225s
  5175  3864 9360.00000  187  413          - 9360.00000      -  10.2  232s
  5455  4022 9360.00000  221  427          - 9360.00000      -  10.0  239s
  5683  4172 9360.00000  264  397          - 9360.00000      -  10.0  246s
  5891  4318 9360.00000  300  395          - 9360.00000      -  10.0  254s
  6211  4448 9360.00000   58  421          - 9360.00000      -   9.9  261s
  6508  4642 9360.00000  110  472          - 9360.00000      -   9.9  268s
  6856  4855 9360.00000  183  452          - 9360.00000      -   9.8  276s
  7127  5068 9360.00000  231  397          - 9360.00000      -   9.9  285s
  7508  5455 9360.00000  299  450          - 9360.00000      -   9.8  294s
  7906  5732 9360.00000  350  400          - 9360.00000      -   9.7  303s
  8105  5876 9360.00000  353  405          - 9360.00000      -   9.9  313s
  8347  6093 9360.00000  362  366          - 9360.00000      -  10.1  323s
  8657  6374 9360.00000   75  424          - 9360.00000      -  10.2  334s
  8962  6663 9360.00000  135  506          - 9360.00000      -  10.3  345s
  9380  7037 9360.00000  209  463          - 9360.00000      -  10.3  356s
  9722  7363 9360.00000  302  445          - 9360.00000      -  10.4  368s
 10215  7802 9360.00000   48  392          - 9360.00000      -  10.3  381s
 10594  8171 9360.00000  128  488          - 9360.00000      -  10.3  394s
 11142  8706 9360.00000  231  488          - 9360.00000      -  10.2  408s
 11727  9203 infeasible  348               - 9360.00000      -  10.1  421s
 12126  9573 9360.00000  112  489          - 9360.00000      -  10.2  435s
 12631 10058 9360.00000  235  471          - 9360.00000      -  10.2  448s
 13057 10467 9360.00000  313  509          - 9360.00000      -  10.3  461s
 13442 10831 9360.00000  361  428          - 9360.00000      -  10.4  475s
 14060 11357 9360.00000   62  399          - 9360.00000      -  10.3  489s
 14714 11805 9360.00000  149  428          - 9360.00000      -  10.2  502s
 15229 12295 9360.00000  258  458          - 9360.00000      -  10.1  516s
 15794 12838 9360.00000  355  420          - 9360.00000      -  10.1  530s
 16395 13384 infeasible  434               - 9360.00000      -  10.0  542s
 16849 13726 9360.00000  124  497          - 9360.00000      -  10.1  555s
 17364 14277 9360.00000  233  457          - 9360.00000      -  10.0  568s
 17855 14758 9360.00000  327  432          - 9360.00000      -  10.0  582s
 18446 15223 9360.00000   62  403          - 9360.00000      -   9.9  595s
 19030 15662 9360.00000  152  434          - 9360.00000      -   9.9  608s
 19502 16142 9360.00000  239  453          - 9360.00000      -   9.8  620s
 20069 16702 9360.00000  355  432          - 9360.00000      -   9.8  633s
 20643 17143 9360.06655  434  415          - 9360.00000      -   9.7  646s
 21219 17545 9360.00000   89  493          - 9360.00000      -   9.7  658s
 21694 17994 9360.00000  183  526          - 9360.00000      -   9.7  671s
 22237 18517 9360.00000  302  462          - 9360.00000      -   9.6  683s
 22822 18976 infeasible  383               - 9360.00000      -   9.5  695s
 23246 19366 9360.00000  117  503          - 9360.00000      -   9.6  707s
 23765 19879 9360.00000  212  484          - 9360.00000      -   9.5  720s
 24139 20275 9360.00000  283  415          - 9360.00000      -   9.6  732s
 24747 20695 infeasible  330               - 9360.00000      -   9.5  743s
 25278 21165 9360.00000   90  434          - 9360.00000      -   9.5  755s
 25714 21591 9360.00000  173  462          - 9360.00000      -   9.5  767s
 26243 22075 9360.00000  296  396          - 9360.00000      -   9.4  779s
 26830 22569 9360.00000   96  413          - 9360.00000      -   9.4  791s
 27303 22968 9360.00000  188  438          - 9360.00000      -   9.4  802s
 27692 23352 9360.00000  287  440          - 9360.00000      -   9.4  815s
 28208 23839 9360.00000   50  370          - 9360.00000      -   9.4  826s
 28753 24256 9360.00000  131  464          - 9360.00000      -   9.4  838s
 29199 24630 9360.00000   71  408          - 9360.00000      -   9.4  850s
 29586 25000 9360.00000  157  475          - 9360.00000      -   9.4  862s
 30104 25497 9360.00000  247  428          - 9360.00000      -   9.3  874s
 30660 25890 9600.00000  302  375          - 9360.00000      -   9.3  886s
 30986 26191 9600.00000  309  399          - 9360.00000      -   9.5  899s
 31374 26569 9600.00000  324  314          - 9360.00000      -   9.5  911s
 31748 26902 9600.00000  324  346          - 9360.00000      -   9.5  923s
 32341 27292 9360.00000   80  495          - 9360.00000      -   9.4  934s
 32762 27690 9360.00000  159  528          - 9360.00000      -   9.5  947s
 33288 28176 9360.00000  283  472          - 9360.00000      -   9.4  959s
 33816 28698 infeasible  375               - 9360.00000      -   9.4  971s
 34019 28872 9360.00000  382  355          - 9360.00000      -   9.5  982s
 34249 29030 9360.00000  384  340          - 9360.00000      -   9.6  994s
 34477 29168 9420.00000  407  370          - 9360.00000      -   9.7 1006s
 34799 29473 infeasible  419               - 9360.00000      -   9.7 1018s
 35163 29804 9360.00000   89  435          - 9360.00000      -   9.7 1031s
 35749 30322 9360.00000  198  452          - 9360.00000      -   9.7 1044s
 36357 30790 infeasible  295               - 9360.00000      -   9.6 1057s
 36844 31266 9360.00000  147  473          - 9360.00000      -   9.6 1070s
 37359 31755 9360.00000  226  463          - 9360.00000      -   9.6 1082s
 37761 32178 9360.00000  328  494          - 9360.00000      -   9.6 1096s
 38309 32576 9362.39601  376  479          - 9360.00000      -   9.6 1108s
 38922 33011 infeasible  402               - 9360.00000      -   9.6 1120s
 39313 33349 9360.00000  123  434          - 9360.00000      -   9.6 1132s
 39891 33867 9360.00000  245  461          - 9360.00000      -   9.6 1145s
 40260 34232 9360.00000  321  487          - 9360.00000      -   9.6 1157s
 40817 34704 9360.00000   87  444          - 9360.00000      -   9.6 1169s
 41151 35031 9360.00000  121  521          - 9360.00000      -   9.6 1182s
 41732 35534 9360.00000  231  492          - 9360.00000      -   9.6 1196s
 42304 35973 infeasible  321               - 9360.00000      -   9.6 1200s

Explored 42427 nodes (435518 simplex iterations) in 1200.24 seconds
Thread count was 8 (of 8 available processors)

Solution count 0

更新: 即使存在一个非常小的问题,并且连续变量而不是整数变量(469个二进制变量和15个连续变量),古罗比仍在寻找可行的解决方案。我认为必须采取一些措施以防止此问题并使古罗比收敛!小问题的日志:

Academic license - for non-commercial use only
Optimize a model with 2342 rows, 1206 columns and 8898 nonzeros
Variable types: 15 continuous, 1191 integer (1191 binary)
Coefficient statistics:
  Matrix range     [1e+00, 1e+05]
  Objective range  [1e+00, 8e+02]
  Bounds range     [1e+00, 2e+01]
  RHS range        [1e+00, 3e+05]
Presolve removed 849 rows and 722 columns
Presolve time: 0.01s
Presolved: 1493 rows, 484 columns, 6414 nonzeros
Variable types: 15 continuous, 469 integer (469 binary)

Root relaxation: objective 2.160000e+03, 168 iterations, 0.00 seconds

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

     0     0 2160.00000    0   19          - 2160.00000      -     -    0s
     0     0 2160.00000    0   44          - 2160.00000      -     -    0s
     0     0 2160.00000    0   57          - 2160.00000      -     -    0s
     0     0 2160.00000    0   46          - 2160.00000      -     -    0s
     0     0 2160.00000    0   31          - 2160.00000      -     -    0s
     0     0 2160.00000    0   28          - 2160.00000      -     -    0s
     0     0 2160.00000    0   49          - 2160.00000      -     -    0s
     0     0 2160.00000    0   42          - 2160.00000      -     -    0s
     0     0 2160.00000    0   59          - 2160.00000      -     -    0s
     0     0 2160.00000    0   41          - 2160.00000      -     -    0s
     0     2 2160.00000    0   41          - 2160.00000      -     -    0s
 10135  1630 2160.00000   36   12          - 2160.00000      -   8.7    5s
 22631  2543 infeasible   40               - 2160.00000      -  12.8   10s
 34157  2675 2160.00000   40   43          - 2160.00000      -  14.5   15s
 47547  2906 infeasible   43               - 2160.00000      -  15.1   20s
 61008  3057 2160.00000   36   30          - 2160.00000      -  15.3   25s
 70483  3488 2160.00000   42   20          - 2160.00000      -  15.7   30s
 81159  4625 2160.00000   34   23          - 2160.00000      -  15.8   35s
 94894  6051 infeasible   43               - 2160.00000      -  16.0   40s
 106278  6567 2160.00000   47   32          - 2160.00000      -  16.1   45s
 118415  7154 2160.00000   40    9          - 2160.00000      -  16.4   50s
 130278  7148 2160.00000   40   14          - 2160.00000      -  16.7   55s
 141753  8045 2160.00000   38   21          - 2160.00000      -  16.8   60s
 153321  8861 2160.00000   37   17          - 2160.00000      -  17.0   65s
 163315  9327 infeasible   37               - 2160.00000      -  17.2   70s
 174712  9284 2160.00000   43   22          - 2160.00000      -  17.4   75s
 186989  9750 2160.00000   40   14          - 2160.00000      -  17.3   80s
 199567  9980 2160.00000   47   17          - 2160.00000      -  17.3   85s
 213163 10894 2160.00000   41   11          - 2160.00000      -  17.0   90s
 225271 11352 infeasible   34               - 2160.00000      -  16.9   95s
 237961 11732 2160.00000   45    7          - 2160.00000      -  16.8  100s
 250844 11855 infeasible   46               - 2160.00000      -  16.7  105s
 265028 13816 infeasible   51               - 2160.00000      -  16.8  110s
 278712 14912 2160.00000   41   14          - 2160.00000      -  16.8  115s
 290532 15964 2160.00000   43   27          - 2160.00000      -  16.8  120s
 302974 17402 infeasible   44               - 2160.00000      -  16.8  125s
 315002 18302 infeasible   42               - 2160.00000      -  16.8  130s
 327409 19249 2160.00000   37   23          - 2160.00000      -  16.8  135s
 339414 20128 2160.00000   50   16          - 2160.00000      -  16.8  140s
 352135 20727 infeasible   45               - 2160.00000      -  16.8  145s
 367381 21309 2160.00000   38   13          - 2160.00000      -  16.8  150s


7660856 348402 infeasible   49               - 2160.00000      -  15.9 3205s
 7672378 348678 2160.00000   33   21          - 2160.00000      -  15.9 3210s
 7685454 348828 2160.00000   37   18          - 2160.00000      -  15.9 3215s
 7697794 348947 2160.00000   49    2          - 2160.00000      -  15.9 3220s
 7707262 349326 2160.92308   40   31          - 2160.00000      -  15.9 3225s
 7718583 349877 infeasible   40               - 2160.00000      -  15.9 3230s
 7729574 350121 infeasible   40               - 2160.00000      -  15.9 3235s
 7741901 350412 infeasible   44               - 2160.00000      -  15.9 3240s
 7751253 350381 2160.00000   49   32          - 2160.00000      -  15.9 3245s
 7763103 350489 2160.00000   37   26          - 2160.00000      -  15.9 3250s
 7773839 350681 2160.00000   38   27          - 2160.00000      -  15.9 3255s
 7786222 351217 infeasible   45               - 2160.00000      -  15.9 3260s
 7797384 351803 infeasible   46               - 2160.00000      -  15.9 3265s
 7808953 352474 2160.00000   51   12          - 2160.00000      -  15.9 3270s
 7820291 353040 2160.00000   49    8          - 2160.00000      -  15.8 3275s
 7831847 353412 2160.00000   54    2          - 2160.00000      -  15.8 3280s
 7842631 354132 infeasible   50               - 2160.00000      -  15.8 3285s
 7852436 354657 infeasible   47               - 2160.00000      -  15.8 3290s
 7861503 354637 2160.00000   39   24          - 2160.00000      -  15.8 3295s
 7874356 354907 2160.00000   41    9          - 2160.00000      -  15.8 3300s

Interrupt request received

Cutting planes:
  Learned: 7
  Gomory: 11
  Cover: 18
  Implied bound: 2
  Clique: 10
  MIR: 99
  StrongCG: 6
  Flow cover: 243
  Inf proof: 6

Explored 7885073 nodes (124881023 simplex iterations) in 3303.69 seconds
Thread count was 8 (of 8 available processors)

Solution count 0

Solve interrupted
Best objective -, best bound 2.159999999845e+03, gap -

1 个答案:

答案 0 :(得分:1)

您是否尝试过关闭预解析? 将presolve设置为2并尝试。有时,预求解步骤会修剪一些可行的区域以加强公式,结果模型中只剩下一些可行的解决方案。

在许多情况下,关闭预解析器会有所帮助。

最佳