eturan
December 13, 2024, 2:30pm
1
Hi,
I am solving a large LP with AMPL and Gurobi. As part of exploring the optimal solution I find one solution, add a constraint to fix (some) design variables to their optimal values, and then resolve the system using a different objective.
When I do so both the basis / primal & dual information from the first solve is discarded as the model has changed. However, I know that in many cases the second primal solution should be the same as the first so this feels like a waste. Is there a way for me to “complete” (I don’t know if this is the right word) the basis and give this to the solver?
Thanks in advance
4er
December 17, 2024, 6:35pm
2
Are you solving a linear program in continuous variables? It is possible to overlook AMPL expressions that seem linear but that in fact introduce integer variables or nonlinearities. So to be sure, execute option show_stats 1; before solving, and check that the variables, constraints, and objective are shown to be all-linear like this:
231 variables, all linear
178 constraints, all linear; 678 nonzeros
52 equality constraints
126 inequality constraints
1 linear objective; 192 nonzeros.
Assuming they are all linear, then when you solve again, AMPL can send both the previous optimal solution and the previous basis statuses back to Gurobi. However, if you change the problem before re-solving, then the basis or the solution may not be valid, and warm-starting may not be helpful. Here are some AMPL and Gurobi options that may help to improve your results (either together or separately):
Disable presolve reductions by setting option presolve 0; in AMPL and adding presolve=0 to the gurobi_options string. This can make the second problem more like the first problem, for example by not allowing presolve to eliminate variables that are fixed.
Add warmstart=2 to the gurobi_options string. This tells Gurobi to warmstart using the values of the variables rather than the basis statuses of the variables, which may be useful when the previously optimal basis is no longer valid.
Add basis=0 to the gurobi_options strings. This turns off reading or returning a basis; it will probably have the same effect as the previous suggestion, but you can try it.
Chapter 14 of the AMPL book explains how basis statuses are represented in AMPL.
eturan
December 18, 2024, 4:18pm
3
Thanks for the reply. Yes, I am solving a linear program.
I tried setting the options you suggested but I see a warning that the start values are discarded due to model modification.
To give some context: I am optimizing a multistage problem. After solving the problem I introduce a new constraint that fixes the first stage (design) variables and then I reoptimize the remaining variables (with a different objective). What I want out is the dual variables of the new constraint, and the optimal values after the second optimization. I know that for certain choices of my second objective the original solution should still be optimal, but what I see is that the optimization restarts.
4er
December 23, 2024, 8:03pm
4
Can you provide some more information? I have in mind:
eturan
January 8, 2025, 12:34pm
5
Happy new year and sorry for the delay!
Here are the logs with both presolves on, and then with both presolves off. In between the first two logs is how I add the constraints.
Gurobi solve 1
Gurobi 10.0.2: alg:method = 2
Set parameter LogToConsole to value 1
tech:outlev = 1
bar:crossover = -1
Set parameter BarHomogeneous to value 1
bar:homog = 1
alg:start = 2
Set parameter InfUnbdInfo to value 1
Gurobi Optimizer version 10.0.2 build v10.0.2rc0 (linux64)
CPU model: AMD EPYC 7F72 24-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 24 physical cores, 48 logical processors, using up to 24 threads
Optimize a model with 364998 rows, 200369 columns and 1243648 nonzeros
Model fingerprint: 0x72670fdd
Coefficient statistics:
Matrix range [2e-03, 6e+04]
Objective range [1e+00, 1e+00]
Bounds range [1e-01, 5e+04]
RHS range [2e-01, 1e+04]
Presolve removed 207214 rows and 109353 columns
Presolve time: 0.77s
Presolved: 157784 rows, 91016 columns, 594971 nonzeros
Ordering time: 0.14s
Barrier statistics:
Dense cols : 79
AA' NZ : 1.894e+06
Factor NZ : 8.071e+06 (roughly 170 MB of memory)
Factor Ops : 1.794e+09 (less than 1 second per iteration)
Threads : 24
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 1.23503210e+02 -6.29592531e+03 5.82e+05 0.00e+00 9.88e+01 1s
1 1.30297603e+02 -6.91550240e+03 5.30e+05 9.31e-02 9.17e+01 1s
2 1.40431945e+02 -2.25846155e+04 4.50e+05 9.22e-02 6.92e+01 1s
3 1.48070803e+02 -3.28611547e+04 3.83e+05 1.13e-01 5.76e+01 2s
4 5.86858852e+01 -1.71685385e+04 1.77e+05 5.37e-02 1.49e+01 2s
5 2.78117839e+01 -7.85267636e+03 9.72e+04 2.84e-02 4.35e+00 2s
6 3.19412553e+00 -2.71826520e+03 2.60e+04 1.26e-02 5.90e-01 2s
7 1.86389097e+00 -1.15537637e+03 1.26e+04 6.17e-03 1.62e-01 2s
8 3.25063995e+00 -8.97858503e+02 7.16e+03 4.85e-03 9.25e-02 2s
9 3.59549101e+00 -5.15756493e+02 5.85e+03 2.64e-03 5.39e-02 2s
10 3.90208110e+00 -4.03096232e+02 4.66e+03 2.09e-03 4.01e-02 2s
11 4.29127587e+00 -2.03523533e+02 2.74e+03 7.17e-04 1.95e-02 2s
12 4.59483918e+00 -1.91370926e+02 1.41e+03 6.84e-04 1.63e-02 2s
13 4.74833857e+00 -1.17729491e+02 8.63e+02 1.86e-04 8.55e-03 2s
14 4.84091622e+00 -6.95475210e+01 5.40e+02 1.18e-04 4.67e-03 2s
15 4.88221318e+00 -6.34746372e+01 3.96e+02 1.10e-04 3.79e-03 2s
16 4.91254094e+00 -4.06672821e+01 2.93e+02 6.85e-05 2.42e-03 3s
17 4.94166585e+00 -3.15665126e+01 1.87e+02 6.13e-05 1.72e-03 3s
18 4.95583846e+00 -1.35103781e+01 1.41e+02 6.65e-05 9.64e-04 3s
19 4.96580531e+00 -1.21493888e+01 1.08e+02 4.73e-05 8.11e-04 3s
20 4.97486618e+00 -5.16390540e+00 7.69e+01 3.00e-04 4.89e-04 3s
21 4.98376698e+00 -2.56167079e+00 4.48e+01 2.15e-04 3.19e-04 3s
22 4.98744532e+00 -1.04206324e+00 3.03e+01 1.14e-04 2.36e-04 3s
23 4.98859031e+00 1.53816148e+00 2.48e+01 2.47e-05 1.40e-04 3s
24 4.98952637e+00 3.02219277e+00 1.68e+01 2.77e-05 7.57e-05 3s
25 4.98876604e+00 3.08881724e+00 6.85e+00 3.59e-05 5.98e-05 3s
26 4.98791050e+00 3.16917090e+00 4.82e+00 3.21e-05 5.46e-05 3s
27 4.98813532e+00 3.31258447e+00 4.55e+00 3.16e-05 5.03e-05 3s
28 4.98738520e+00 3.39576075e+00 3.57e+00 3.32e-05 4.66e-05 4s
29 4.98623070e+00 3.64244272e+00 1.43e+00 3.97e-05 3.72e-05 4s
30 4.98363347e+00 3.74430276e+00 6.25e-01 3.66e-05 3.36e-05 4s
31 4.97869155e+00 4.25617017e+00 3.67e-01 2.03e-05 1.95e-05 4s
32 4.97465531e+00 4.31580405e+00 2.03e-01 1.86e-05 1.78e-05 4s
33 4.96306126e+00 4.36231453e+00 1.07e-01 1.92e-05 1.64e-05 4s
34 4.95034822e+00 4.37926183e+00 7.18e-02 2.03e-05 1.59e-05 4s
35 4.92817302e+00 4.41079339e+00 3.44e-02 2.15e-05 1.49e-05 4s
36 4.92160309e+00 4.43950977e+00 2.70e-02 2.14e-05 1.39e-05 4s
37 4.89549680e+00 4.46594960e+00 1.10e-02 2.27e-05 1.31e-05 4s
38 4.86422376e+00 4.48497250e+00 5.32e-03 2.25e-05 1.25e-05 4s
39 4.85379493e+00 4.57172949e+00 4.44e-03 1.46e-05 9.33e-06 4s
40 4.82984244e+00 4.65115627e+00 3.13e-03 1.30e-05 6.15e-06 4s
41 4.82358290e+00 4.66330995e+00 2.90e-03 2.64e-05 5.13e-06 5s
42 4.77317258e+00 4.67151424e+00 1.90e-03 2.62e-05 4.56e-06 5s
43 4.76333575e+00 4.67147072e+00 1.79e-03 2.64e-05 4.54e-06 5s
44 4.70679191e+00 4.66930539e+00 1.17e-03 2.56e-05 5.05e-06 5s
45 4.68441849e+00 4.61756024e+00 1.15e-03 2.33e-05 4.43e-06 5s
46 4.67018702e+00 4.61249305e+00 1.06e-03 1.38e-05 4.19e-06 5s
47 4.65782932e+00 4.59840610e+00 1.03e-03 5.97e-06 4.22e-06 5s
48 4.65269534e+00 4.59841848e+00 1.02e-03 5.94e-06 4.22e-06 5s
49 4.63288110e+00 4.58841525e+00 9.35e-04 7.14e-06 3.99e-06 6s
50 4.58715656e+00 4.57453215e+00 7.87e-04 6.63e-06 3.96e-06 6s
51 4.56693951e+00 4.55916033e+00 7.56e-04 7.75e-06 4.01e-06 6s
52 4.55759844e+00 4.52151992e+00 7.45e-04 3.22e-05 3.94e-06 6s
53 4.51897976e+00 4.49840703e+00 7.08e-04 1.35e-05 4.09e-06 6s
54 4.50132569e+00 4.48578345e+00 6.91e-04 1.28e-05 4.15e-06 6s
55 4.46761963e+00 4.46584374e+00 6.54e-04 5.51e-05 4.24e-06 6s
56 4.44574969e+00 4.43285364e+00 6.28e-04 5.49e-05 4.21e-06 7s
57 4.44700116e+00 4.43286199e+00 6.29e-04 5.19e-05 4.20e-06 7s
58 4.43519266e+00 4.40779127e+00 6.19e-04 2.15e-05 4.32e-06 7s
59 4.43567248e+00 4.40779486e+00 6.19e-04 1.81e-05 4.31e-06 7s
60 4.43633728e+00 4.40779547e+00 6.20e-04 2.04e-05 4.30e-06 7s
61 4.40259399e+00 4.39306044e+00 5.91e-04 2.73e-05 4.49e-06 7s
62 4.40313453e+00 4.39505303e+00 5.91e-04 4.10e-02 4.50e-06 8s
63 4.40661391e+00 4.39784610e+00 5.94e-04 4.05e-02 4.54e-06 8s
64 4.33868285e+00 4.33952924e+00 5.06e-04 3.51e-02 4.41e-06 8s
65 4.31468895e+00 4.30809416e+00 4.86e-04 3.42e-02 4.56e-06 8s
66 4.26165627e+00 4.19878732e+00 4.22e-04 3.04e-02 4.83e-06 8s
67 4.26174977e+00 4.19901214e+00 4.22e-04 3.10e-02 4.79e-06 8s
68 4.26180472e+00 4.19932198e+00 4.22e-04 3.10e-02 4.81e-06 9s
69 4.16262873e+00 4.14412453e+00 3.40e-04 2.88e-02 4.95e-06 9s
70 4.16333843e+00 4.14525871e+00 3.41e-04 2.88e-02 4.98e-06 9s
71 4.11799246e+00 4.09909830e+00 2.92e-04 2.50e-02 4.55e-06 9s
72 4.11393699e+00 4.09632192e+00 2.87e-04 2.45e-02 4.49e-06 9s
73 4.10159662e+00 4.08434204e+00 2.68e-04 2.30e-02 4.25e-06 9s
74 4.08513628e+00 4.07121993e+00 2.47e-04 2.16e-02 4.01e-06 10s
75 4.06091539e+00 4.05467185e+00 2.16e-04 1.99e-02 3.72e-06 10s
76 4.05119168e+00 4.04405282e+00 2.07e-04 1.89e-02 3.58e-06 10s
77 4.04576050e+00 4.03810412e+00 2.01e-04 1.85e-02 3.52e-06 10s
78 4.03952697e+00 4.03159829e+00 1.95e-04 1.80e-02 3.46e-06 10s
79 4.02582878e+00 4.02035887e+00 1.83e-04 1.72e-02 3.34e-06 10s
80 4.01186779e+00 4.01204348e+00 1.73e-04 1.67e-02 3.25e-06 10s
81 4.00783182e+00 4.00923351e+00 1.67e-04 1.64e-02 3.20e-06 10s
82 3.99716584e+00 3.98800973e+00 1.58e-04 1.55e-02 3.09e-06 10s
83 3.98135249e+00 3.97957884e+00 1.55e-04 1.55e-02 3.17e-06 10s
84 3.96585807e+00 3.96051874e+00 1.48e-04 1.46e-02 3.08e-06 11s
85 3.96757160e+00 3.96058359e+00 1.48e-04 1.35e-02 3.06e-06 11s
86 3.95455277e+00 3.95825316e+00 1.40e-04 1.75e-02 3.07e-06 11s
87 3.93091011e+00 3.93821512e+00 1.29e-04 1.71e-02 2.89e-06 11s
88 3.91169910e+00 3.92408789e+00 1.21e-04 1.62e-02 2.82e-06 11s
89 3.90370131e+00 3.91613983e+00 1.17e-04 1.19e-02 2.79e-06 11s
90 3.89477561e+00 3.90656459e+00 1.11e-04 1.12e-02 2.72e-06 11s
91 3.88467316e+00 3.89938906e+00 1.05e-04 1.12e-02 2.63e-06 11s
92 3.86998727e+00 3.87014029e+00 9.85e-05 9.93e-03 2.44e-06 11s
93 3.85677028e+00 3.86176627e+00 8.99e-05 9.20e-03 2.25e-06 12s
94 3.84203796e+00 3.83406515e+00 7.83e-05 6.27e-03 1.83e-06 12s
95 3.81811737e+00 3.81909997e+00 5.37e-05 4.91e-03 1.40e-06 12s
96 3.79787816e+00 3.80139658e+00 3.67e-05 3.57e-03 1.01e-06 12s
97 3.78924711e+00 3.79301072e+00 3.01e-05 3.02e-03 8.59e-07 12s
98 3.78425838e+00 3.79028838e+00 2.65e-05 2.83e-03 8.00e-07 12s
99 3.78311709e+00 3.78525498e+00 2.52e-05 2.55e-03 7.30e-07 12s
100 3.77764102e+00 3.78151186e+00 2.18e-05 2.33e-03 6.54e-07 12s
101 3.76691798e+00 3.76997088e+00 1.30e-05 1.45e-03 4.19e-07 13s
102 3.76103135e+00 3.76466488e+00 8.60e-06 1.08e-03 3.05e-07 13s
103 3.75755763e+00 3.75897475e+00 6.21e-06 7.00e-04 2.01e-07 13s
104 3.75511715e+00 3.75558663e+00 4.64e-06 4.85e-04 1.42e-07 13s
105 3.75346284e+00 3.75350292e+00 3.56e-06 3.53e-04 1.07e-07 13s
106 3.75223399e+00 3.75238964e+00 2.70e-06 2.84e-04 8.60e-08 13s
107 3.75120784e+00 3.75143192e+00 2.06e-06 2.24e-04 6.71e-08 13s
108 3.75070685e+00 3.75073239e+00 1.76e-06 1.82e-04 5.53e-08 14s
109 3.75042040e+00 3.75015132e+00 1.58e-06 1.46e-04 4.61e-08 14s
110 3.74984374e+00 3.74925899e+00 1.23e-06 9.33e-05 3.16e-08 14s
111 3.74957923e+00 3.74910016e+00 1.10e-06 8.12e-05 2.83e-08 14s
112 3.74944917e+00 3.74893539e+00 1.02e-06 7.11e-05 2.53e-08 14s
113 3.74916832e+00 3.74875422e+00 8.57e-07 6.06e-05 2.14e-08 14s
114 3.74877720e+00 3.74869173e+00 6.26e-07 5.72e-05 1.84e-08 15s
115 3.74865415e+00 3.74846967e+00 5.53e-07 4.42e-05 1.48e-08 15s
116 3.74848291e+00 3.74836286e+00 4.48e-07 3.70e-05 1.24e-08 15s
117 3.74830385e+00 3.74831488e+00 3.39e-07 3.39e-05 1.07e-08 15s
118 3.74822925e+00 3.74828445e+00 2.91e-07 3.21e-05 9.89e-09 15s
119 3.74817573e+00 3.74813377e+00 2.59e-07 2.30e-05 7.56e-09 15s
120 3.74811563e+00 3.74803503e+00 2.19e-07 1.70e-05 5.85e-09 16s
121 3.74797226e+00 3.74798314e+00 1.31e-07 1.36e-05 4.30e-09 16s
122 3.74789894e+00 3.74786574e+00 8.47e-08 6.40e-06 2.24e-09 16s
123 3.74783372e+00 3.74782937e+00 4.48e-08 4.20e-06 1.35e-09 16s
124 3.74783076e+00 3.74782622e+00 4.27e-08 4.00e-06 1.29e-09 16s
125 3.74781453e+00 3.74780520e+00 3.12e-08 2.55e-06 8.87e-10 16s
126 3.74780412e+00 3.74780004e+00 2.43e-08 2.23e-06 7.54e-10 17s
127 3.74779140e+00 3.74778996e+00 1.62e-08 1.61e-06 5.35e-10 17s
128 3.74778218e+00 3.74777848e+00 1.04e-08 8.70e-07 3.05e-10 17s
129 3.74777562e+00 3.74777111e+00 1.03e-08 4.10e-07 1.60e-10 17s
130 3.74776875e+00 3.74776772e+00 5.41e-08 1.88e-07 6.93e-11 17s
131 3.74776593e+00 3.74776640e+00 3.17e-08 1.01e-07 3.30e-11 17s
132 3.74776489e+00 3.74776504e+00 4.33e-09 2.17e-08 6.91e-12 18s
133 3.74776474e+00 3.74776481e+00 6.57e-09 7.19e-09 2.61e-12 18s
134 3.74776468e+00 3.74776468e+00 2.49e-07 7.42e-10 3.37e-13 18s
Barrier solved model in 134 iterations and 17.77 seconds (26.17 work units)
Optimal objective 3.74776468e+00
Crossover log...
34818 DPushes remaining with DInf 1.5597447e-03 18s
5187 DPushes remaining with DInf 4.2447947e-06 20s
2102 DPushes remaining with DInf 4.1208353e-06 25s
0 DPushes remaining with DInf 1.9589263e-05 27s
3442 PPushes remaining with PInf 1.1248224e-04 27s
0 PPushes remaining with PInf 3.7661856e+00 28s
Push phase complete: Pinf 3.7661856e+00, Dinf 7.4683277e-05 28s
Iteration Objective Primal Inf. Dual Inf. Time
15870 3.7477718e+00 0.000000e+00 7.468328e-05 28s
Extra simplex iterations after uncrush: 151
16431 3.7477670e+00 0.000000e+00 0.000000e+00 31s
Solved in 16431 iterations and 31.40 seconds (59.53 work units)
Optimal objective 3.747766964e+00
"option abs_boundtol 2.7755575615628914e-17;"
or "option rel_boundtol 1.2947205713381088e-16;"
will change deduced dual values.
ampl.param["xstar"] = ampl.getVariable("F").get_values().to_pandas()["F.val"][tech_list].to_dict()
for tech in tech_list:
ampl.eval(f"s.t. con___F{tech}: F['{tech}'] = xstar['{tech}'];")
ampl.solve()
GUROBI solve 2
(normally I would also change the objective here, but here is an example where I don't change the objective)
Gurobi 10.0.2: alg:method = 2
Set parameter LogToConsole to value 1
tech:outlev = 1
bar:crossover = -1
Set parameter BarHomogeneous to value 1
bar:homog = 1
alg:start = 2
Set parameter InfUnbdInfo to value 1
Gurobi Optimizer version 10.0.2 build v10.0.2rc0 (linux64)
CPU model: AMD EPYC 7F72 24-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 24 physical cores, 48 logical processors, using up to 24 threads
Warning: LP warm-starts, PStart/DStart, discarded due to model modification
Optimize a model with 361350 rows, 200035 columns and 1233571 nonzeros
Model fingerprint: 0x6b4cd12d
Coefficient statistics:
Matrix range [2e-03, 9e+03]
Objective range [1e+00, 1e+00]
Bounds range [1e-02, 5e+04]
RHS range [2e-01, 1e+04]
Presolve removed 215938 rows and 110183 columns
Presolve time: 0.84s
Presolved: 145412 rows, 89852 columns, 564891 nonzeros
Ordering time: 0.13s
Barrier statistics:
Dense cols : 69
AA' NZ : 1.843e+06
Factor NZ : 7.866e+06 (roughly 160 MB of memory)
Factor Ops : 1.690e+09 (less than 1 second per iteration)
Threads : 24
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 3.74776696e+00 -1.52110331e+07 1.33e+06 0.00e+00 3.14e+02 1s
1 3.74776696e+00 -1.44121353e+07 1.22e+06 9.28e-02 2.93e+02 1s
2 3.74776696e+00 -1.03173067e+07 1.05e+06 1.66e-01 2.18e+02 1s
3 3.74776696e+00 -7.15978172e+06 8.77e+05 2.18e-01 1.60e+02 2s
4 3.74776696e+00 -4.78399884e+06 6.04e+05 2.45e-01 1.08e+02 2s
5 3.74776696e+00 -2.20486870e+06 4.58e+05 1.31e-01 5.92e+01 2s
6 3.74776696e+00 -5.26946966e+05 2.41e+05 3.90e-02 2.04e+01 2s
7 3.74776696e+00 -2.76338094e+05 1.24e+05 5.03e-02 9.41e+00 2s
8 3.74776696e+00 -1.75047800e+05 7.50e+04 1.54e-02 5.20e+00 2s
9 3.74776696e+00 -1.02043064e+05 3.77e+04 8.50e-03 2.43e+00 2s
10 3.74776696e+00 -6.71317977e+04 2.01e+04 9.41e-03 1.28e+00 2s
11 3.74776696e+00 -5.37948662e+04 9.45e+03 1.22e-02 7.61e-01 2s
12 3.74776696e+00 -3.21978682e+04 5.63e+03 7.42e-03 4.38e-01 2s
13 3.74776696e+00 -2.04824256e+04 3.97e+03 3.91e-03 2.82e-01 2s
14 3.74776696e+00 -1.94230155e+04 3.07e+03 3.46e-03 2.51e-01 2s
15 3.74776696e+00 -1.92396505e+04 3.02e+03 3.62e-03 2.53e-01 2s
16 3.74776696e+00 -1.87890762e+04 3.00e+03 3.56e-03 2.49e-01 2s
17 3.74776696e+00 -1.70788418e+04 2.72e+03 1.04e-02 2.29e-01 3s
18 3.74776696e+00 -1.23321245e+04 2.21e+03 1.15e-02 1.81e-01 3s
19 3.74776696e+00 -9.95205073e+03 1.88e+03 1.62e-02 1.49e-01 3s
20 3.74776696e+00 -7.01181864e+03 1.29e+03 4.66e-02 1.09e-01 3s
21 3.74776696e+00 -5.75310676e+03 8.31e+02 3.72e-02 7.76e-02 3s
22 3.74776696e+00 -1.89629451e+03 5.36e+02 4.70e-02 3.23e-02 3s
23 3.74776696e+00 -1.63761156e+03 3.72e+02 3.09e-02 2.35e-02 3s
24 3.74776696e+00 -9.16924945e+02 3.16e+02 7.95e-03 1.42e-02 3s
25 3.74776696e+00 -7.37031040e+02 2.16e+02 3.61e-02 1.03e-02 3s
26 3.74776696e+00 -4.75768708e+02 1.47e+02 3.28e-02 6.42e-03 3s
27 3.74776696e+00 -3.43806158e+02 1.02e+02 2.55e-02 4.41e-03 3s
28 3.74776696e+00 -2.42833098e+02 8.26e+01 8.18e-03 3.31e-03 3s
29 3.74776696e+00 -2.33636324e+02 7.66e+01 8.38e-03 3.15e-03 3s
30 3.74776696e+00 -1.45713151e+02 5.73e+01 8.80e-03 2.06e-03 3s
31 3.74776696e+00 -1.28371599e+02 4.91e+01 9.32e-03 1.75e-03 4s
32 3.74776696e+00 -1.08481612e+02 4.46e+01 7.51e-03 1.46e-03 4s
33 3.74776696e+00 -1.10170272e+02 4.49e+01 5.20e-02 1.47e-03 4s
34 3.74776696e+00 -8.57801036e+01 3.34e+01 4.03e-02 1.09e-03 4s
35 3.74776696e+00 -7.66386071e+01 3.19e+01 3.64e-02 9.99e-04 4s
36 3.74776696e+00 -6.14966209e+01 2.71e+01 2.94e-02 8.18e-04 4s
37 3.74776696e+00 -5.25757077e+01 2.48e+01 2.56e-02 7.21e-04 4s
38 3.74776696e+00 -3.42607790e+01 1.89e+01 1.64e-02 4.98e-04 4s
39 3.74776696e+00 -3.07582772e+01 1.79e+01 1.49e-02 4.59e-04 4s
40 3.74776696e+00 -2.52181847e+01 1.47e+01 1.28e-02 3.74e-04 4s
41 3.74776696e+00 -1.45118609e+01 1.05e+01 7.94e-03 2.33e-04 4s
42 3.74776696e+00 -8.93156805e+00 7.54e+00 5.15e-03 1.54e-04 4s
43 3.74776696e+00 -3.59149377e+00 4.49e+00 3.21e-03 8.62e-05 4s
44 3.74776696e+00 -2.02463747e+00 3.32e+00 2.74e-03 6.50e-05 5s
45 3.74776696e+00 -4.86152110e-01 2.32e+00 2.30e-03 4.62e-05 5s
46 3.74776696e+00 8.57643994e-01 1.54e+00 1.72e-03 3.06e-05 5s
47 3.74776696e+00 2.18539424e+00 9.57e-01 8.03e-04 1.77e-05 5s
48 3.74776696e+00 2.36814931e+00 7.21e-01 6.48e-04 1.45e-05 5s
49 3.74776696e+00 2.65246483e+00 5.82e-01 5.19e-04 1.16e-05 5s
50 3.74776696e+00 2.98919349e+00 4.73e-01 3.32e-04 8.64e-06 5s
51 3.74776696e+00 3.23256030e+00 3.85e-01 2.22e-04 6.42e-06 5s
52 3.74776696e+00 3.29786399e+00 3.30e-01 1.98e-04 5.56e-06 5s
53 3.74776696e+00 3.33107316e+00 2.72e-01 1.49e-04 4.85e-06 5s
54 3.74776696e+00 3.48392844e+00 2.51e-01 1.13e-04 3.76e-06 5s
55 3.74776696e+00 3.56430702e+00 1.93e-01 7.61e-05 2.75e-06 5s
56 3.74776696e+00 3.58439681e+00 1.56e-01 6.93e-05 2.31e-06 5s
57 3.74776696e+00 3.60122416e+00 1.29e-01 7.67e-05 1.98e-06 6s
58 3.74776696e+00 3.64500913e+00 1.04e-01 6.48e-05 1.51e-06 6s
59 3.74776696e+00 3.67084131e+00 8.58e-02 5.22e-05 1.19e-06 6s
60 3.74776696e+00 3.68556167e+00 7.50e-02 4.47e-05 9.99e-07 6s
61 3.74776696e+00 3.69619191e+00 6.51e-02 3.78e-05 8.56e-07 6s
62 3.74776696e+00 3.72698099e+00 4.07e-02 1.31e-05 4.80e-07 6s
63 3.74776696e+00 3.73535518e+00 2.19e-02 1.21e-05 2.71e-07 6s
64 3.74776696e+00 3.74071787e+00 1.40e-02 9.58e-06 1.72e-07 6s
302 3.74776696e+00 -2.41224109e+07 6.26e-06 1.39e+05 8.46e-08 30s
303 3.74776696e+00 -2.01792803e+07 6.20e-06 9.41e+04 8.12e-08 30s
304 3.74776696e+00 -1.49757805e+07 6.18e-06 6.02e+04 7.78e-08 30s
305 3.74776696e+00 5.90621736e+07 6.16e-06 3.22e+05 7.57e-08 30s
306 3.74776696e+00 4.24352070e+07 6.20e-06 2.42e+05 7.27e-08 30s
307 3.74776696e+00 3.76914971e+07 6.16e-06 2.20e+05 6.94e-08 30s
308 3.74776696e+00 2.98144013e+07 6.13e-06 1.71e+05 6.81e-08 30s
309 3.74776696e+00 4.79861429e+07 6.13e-06 2.56e+05 6.74e-08 31s
310 3.74776696e+00 2.83949565e+07 6.11e-06 1.27e+05 6.59e-08 31s
Barrier performed 310 iterations in 30.62 seconds (43.25 work units)
Sub-optimal termination - objective 3.74776696e+00
Crossover log...
20605 DPushes remaining with DInf 0.0000000e+00 31s
4384 DPushes remaining with DInf 0.0000000e+00 35s
0 DPushes remaining with DInf 0.0000000e+00 39s
8328 PPushes remaining with PInf 5.2050769e+00 39s
5559 PPushes remaining with PInf 7.6116452e+00 40s
0 PPushes remaining with PInf 7.2445589e-01 44s
Push phase complete: Pinf 7.2445589e-01, Dinf 0.0000000e+00 44s
Iteration Objective Primal Inf. Dual Inf. Time
21479 3.7477670e+00 7.244559e-01 0.000000e+00 44s
21690 3.7477670e+00 4.839463e+01 0.000000e+00 45s
22378 3.7477670e+00 0.000000e+00 0.000000e+00 50s
Solved in 22378 iterations and 50.24 seconds (90.44 work units)
Optimal objective 3.747766964e+00
"option abs_boundtol 1.734723475976807e-18;"
or "option rel_boundtol 1.1130306076028244e-16;"
will change deduced dual values.
'''
eturan
January 8, 2025, 12:36pm
6
And with presolves turned off
__gurobi_options = 'method=2 outlev=1 crossover=-1 BarHomogeneous=1 warmstart=2 presolve=0'
ampl.setOption("presolve",0)
# rebuilding model...
Gurobi 10.0.2: alg:method = 2
Set parameter LogToConsole to value 1
tech:outlev = 1
bar:crossover = -1
Set parameter BarHomogeneous to value 1
bar:homog = 1
alg:start = 2
Set parameter Presolve to value 0
pre:solve = 0
Set parameter InfUnbdInfo to value 1
Gurobi Optimizer version 10.0.2 build v10.0.2rc0 (linux64)
CPU model: AMD EPYC 7F72 24-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 24 physical cores, 48 logical processors, using up to 24 threads
Optimize a model with 364998 rows, 200369 columns and 1243648 nonzeros
Model fingerprint: 0x72670fdd
Coefficient statistics:
Matrix range [2e-03, 6e+04]
Objective range [1e+00, 1e+00]
Bounds range [1e-01, 5e+04]
RHS range [2e-01, 1e+04]
Ordering time: 0.46s
Barrier statistics:
Dense cols : 107
AA' NZ : 6.147e+06
Factor NZ : 3.049e+07 (roughly 500 MB of memory)
Factor Ops : 7.032e+09 (less than 1 second per iteration)
Threads : 24
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 8.39331951e+03 -2.71257894e+04 1.31e+07 0.00e+00 6.71e+03 1s
1 8.39331951e+03 -2.71257894e+04 1.31e+07 0.00e+00 6.71e+03 2s
2 8.39331951e+03 -2.71257894e+08 1.31e+07 0.00e+00 6.71e+07 2s
3 5.86626201e+03 -1.96968808e+08 8.11e+06 5.74e+02 2.63e+07 2s
4 2.57868687e+03 -8.03994212e+07 3.02e+06 1.90e+02 3.61e+06 3s
5 2.02837859e+03 -5.40828110e+07 2.02e+06 1.30e+02 1.84e+06 3s
6 1.35743226e+03 -2.33349421e+07 9.49e+05 5.44e+01 4.77e+05 3s
7 1.16532654e+03 -1.87324468e+07 6.20e+05 4.34e+01 2.92e+05 3s
8 9.25794477e+02 -4.12422708e+06 2.68e+05 8.97e+00 5.77e+04 4s
9 6.31042536e+02 -1.31163607e+06 1.16e+05 2.72e+00 1.30e+04 4s
10 4.38755095e+02 -9.71063760e+05 5.85e+04 2.01e+00 6.05e+03 4s
11 4.07782430e+02 -5.11207352e+05 5.02e+04 1.06e+00 3.35e+03 4s
12 3.03219166e+02 -3.65797495e+05 2.91e+04 7.82e-01 1.68e+03 5s
13 2.36150501e+02 -2.73257067e+05 1.84e+04 5.84e-01 9.45e+02 5s
14 2.07846508e+02 -1.85648439e+05 1.39e+04 3.97e-01 5.75e+02 5s
15 2.02582028e+02 -9.02312990e+04 1.31e+04 2.14e-01 3.30e+02 5s
16 1.83652018e+02 -7.96538730e+04 9.45e+03 1.95e-01 2.39e+02 6s
17 1.79302999e+02 -6.30366981e+04 8.88e+03 1.98e-01 2.04e+02 6s
18 1.71009581e+02 -6.19519684e+04 6.65e+03 1.97e-01 1.70e+02 6s
19 1.50006365e+02 -3.97653452e+04 5.23e+03 1.57e-01 9.95e+01 7s
20 1.32927779e+02 -3.01903909e+04 4.05e+03 1.23e-01 6.95e+01 7s
21 1.11782595e+02 -2.41220769e+04 2.78e+03 1.10e-01 4.68e+01 7s
22 9.98831708e+01 -1.90874266e+04 2.19e+03 9.20e-02 3.45e+01 7s
23 9.13739037e+01 -1.69502103e+04 1.75e+03 8.49e-02 2.82e+01 8s
24 8.12923691e+01 -1.10227464e+04 1.37e+03 5.77e-02 1.83e+01 8s
25 7.29146070e+01 -1.06485360e+04 1.10e+03 5.55e-02 1.60e+01 8s
26 6.89083772e+01 -7.87287864e+03 9.46e+02 3.89e-02 1.22e+01 9s
27 6.16103008e+01 -7.22837180e+03 7.44e+02 3.58e-02 1.03e+01 9s
28 5.79415986e+01 -5.52224746e+03 6.52e+02 2.83e-02 8.35e+00 9s
29 5.66599163e+01 -5.20302536e+03 4.81e+02 2.59e-02 7.22e+00 9s
30 4.66829986e+01 -4.52098233e+03 3.77e+02 2.21e-02 5.75e+00 10s
31 4.09169141e+01 -2.70844876e+03 3.11e+02 5.83e-02 3.69e+00 10s
32 3.83087444e+01 -2.35391156e+03 2.79e+02 4.26e-02 3.23e+00 10s
33 3.79939788e+01 -2.04519908e+03 2.53e+02 5.62e-02 3.13e+00 10s
34 3.10225927e+01 -1.66777049e+03 1.95e+02 4.78e-02 2.30e+00 11s
35 3.38494113e+01 -1.69829206e+03 1.98e+02 4.96e-02 2.56e+00 11s
36 3.01785874e+01 -1.47857992e+03 1.50e+02 4.35e-02 2.03e+00 11s
37 2.73231540e+01 -1.17238250e+03 1.35e+02 1.88e-02 1.68e+00 12s
38 2.51548975e+01 -9.86061810e+02 1.21e+02 1.60e-02 1.44e+00 12s
39 1.98220236e+01 -8.71749026e+02 8.99e+01 2.05e-02 1.15e+00 12s
40 1.87691760e+01 -7.44012188e+02 8.43e+01 1.75e-02 1.01e+00 13s
41 2.31148124e+01 -6.23418419e+02 8.52e+01 1.03e-02 9.88e-01 13s
42 1.52842111e+01 -4.54827210e+02 5.58e+01 1.58e-02 6.47e-01 13s
43 1.39843182e+01 -3.88565372e+02 4.43e+01 6.41e-03 5.78e-01 13s
44 1.00692597e+01 -2.85510110e+02 3.00e+01 9.68e-03 3.95e-01 14s
45 7.29570059e+00 -2.08008036e+02 1.72e+01 4.15e-02 2.60e-01 14s
46 6.24903327e+00 -1.60486674e+02 1.13e+01 3.32e-02 1.90e-01 14s
47 5.55048154e+00 -1.11829084e+02 5.78e+00 1.07e-02 1.24e-01 14s
48 5.25462917e+00 -8.09844831e+01 3.05e+00 6.09e-03 8.66e-02 15s
49 5.14045235e+00 -4.83685515e+01 1.48e+00 1.37e-02 5.20e-02 15s
50 5.08971056e+00 -2.98064433e+01 7.70e-01 1.53e-02 3.33e-02 15s
51 5.02645799e+00 -2.03990278e+01 3.06e-01 1.40e-02 2.39e-02 15s
52 4.99206811e+00 -5.70849581e+00 1.18e-01 6.72e-03 1.00e-02 16s
53 4.99955980e+00 2.31447992e+00 1.83e-03 2.53e-03 2.49e-03 16s
54 4.99078133e+00 4.95211580e+00 2.18e-05 3.67e-05 3.59e-05 16s
55 4.98957821e+00 4.93970272e+00 2.10e-05 2.55e-05 2.51e-05 17s
56 4.98419287e+00 4.94541893e+00 1.40e-05 1.72e-05 1.70e-05 17s
57 4.99201678e+00 4.95532601e+00 1.16e-05 1.51e-05 1.50e-05 18s
58 4.94891221e+00 4.95491929e+00 2.58e-06 1.49e-05 1.45e-05 18s
59 4.96692019e+00 4.94108712e+00 2.48e-06 1.27e-05 1.25e-05 19s
60 4.94124478e+00 4.85740105e+00 1.99e-06 9.42e-06 9.50e-06 20s
61 4.70704576e+00 4.85730897e+00 1.51e-06 9.40e-06 8.71e-06 21s
62 4.64128316e+00 4.85709329e+00 1.37e-06 9.39e-06 8.47e-06 22s
63 4.56508772e+00 4.83359718e+00 1.21e-06 9.12e-06 8.02e-06 23s
64 4.38286869e+00 4.75945416e+00 8.28e-07 8.36e-06 6.82e-06 25s
65 4.29582887e+00 4.43214725e+00 6.55e-07 4.93e-06 4.35e-06 26s
66 4.24018788e+00 4.35420442e+00 5.61e-07 4.19e-06 3.71e-06 27s
67 4.17817411e+00 4.30276161e+00 4.63e-07 3.76e-06 3.24e-06 28s
68 4.11815948e+00 4.30203819e+00 3.74e-07 3.75e-06 3.03e-06 29s
69 4.09174220e+00 4.26919371e+00 3.34e-07 3.47e-06 2.77e-06 30s
70 4.04212511e+00 4.26058000e+00 2.62e-07 3.39e-06 2.54e-06 31s
71 4.01932430e+00 4.25215036e+00 2.32e-07 3.31e-06 2.42e-06 32s
72 3.99972635e+00 4.24358738e+00 2.06e-07 3.24e-06 2.31e-06 33s
73 3.96769706e+00 4.24356433e+00 1.62e-07 3.24e-06 2.18e-06 34s
74 3.95269440e+00 4.09510734e+00 1.32e-07 2.03e-06 1.47e-06 34s
75 3.93143700e+00 4.09442973e+00 8.80e-08 2.02e-06 1.40e-06 35s
76 3.92305036e+00 4.09257359e+00 8.50e-08 2.02e-06 1.41e-06 36s
77 3.91594289e+00 4.09245037e+00 8.32e-08 2.07e-06 1.42e-06 37s
78 3.90811417e+00 4.08902279e+00 7.84e-08 1.55e-06 1.31e-06 37s
79 3.90328286e+00 4.07236129e+00 7.43e-08 1.46e-06 1.25e-06 38s
80 3.89043702e+00 4.06934595e+00 7.14e-08 1.41e-06 1.28e-06 39s
81 3.88379935e+00 4.04865727e+00 6.96e-08 1.96e-06 1.27e-06 40s
82 3.87550144e+00 4.04468620e+00 6.65e-08 2.65e-06 1.26e-06 41s
83 3.86982464e+00 4.04463236e+00 6.44e-08 2.77e-06 1.26e-06 42s
84 3.86794293e+00 4.04452717e+00 6.32e-08 2.78e-06 1.26e-06 43s
85 3.86140620e+00 4.04432785e+00 6.00e-08 2.85e-06 1.25e-06 44s
86 3.85783430e+00 4.04432225e+00 5.88e-08 2.85e-06 1.24e-06 45s
87 3.85576820e+00 4.04405779e+00 5.80e-08 2.89e-06 1.24e-06 46s
88 3.83425564e+00 4.04288842e+00 4.70e-08 3.46e-06 1.27e-06 48s
89 3.82562248e+00 4.03546576e+00 4.51e-08 3.51e-06 1.25e-06 49s
90 3.81803995e+00 4.03476902e+00 4.19e-08 4.11e-06 1.25e-06 51s
91 3.81005181e+00 4.03333639e+00 3.88e-08 4.09e-06 1.22e-06 51s
92 3.80916848e+00 4.03321971e+00 3.84e-08 4.09e-06 1.22e-06 52s
93 3.80789385e+00 4.03204947e+00 3.77e-08 4.07e-06 1.21e-06 53s
94 3.80603499e+00 4.03101732e+00 3.65e-08 4.06e-06 1.20e-06 54s
95 3.81350586e+00 4.03040499e+00 2.45e-08 4.02e-06 1.21e-06 55s
96 3.81244112e+00 4.02988517e+00 2.43e-08 4.04e-06 1.21e-06 55s
97 3.79756909e+00 4.02849391e+00 1.95e-08 4.00e-06 1.13e-06 56s
98 3.79931095e+00 4.02848534e+00 1.84e-08 4.02e-06 1.13e-06 57s
99 3.79028128e+00 4.02736853e+00 1.53e-08 4.01e-06 1.11e-06 57s
100 3.78295767e+00 4.02736569e+00 1.36e-08 4.02e-06 1.08e-06 58s
101 3.78959224e+00 4.02697928e+00 1.22e-08 4.20e-06 1.06e-06 59s
Barrier performed 101 iterations in 58.72 seconds (95.35 work units)
Sub-optimal termination - objective 3.90328286e+00
Crossover log...
266174 variables added to crossover basis 60s
98277 DPushes remaining with DInf 0.0000000e+00 62s
96148 DPushes remaining with DInf 0.0000000e+00 68s
95866 DPushes remaining with DInf 0.0000000e+00 70s
94644 DPushes remaining with DInf 0.0000000e+00 76s
93819 DPushes remaining with DInf 0.0000000e+00 80s
22262 PPushes remaining with PInf 0.0000000e+00 81s
18829 PPushes remaining with PInf 5.9503201e+02 86s
17060 PPushes remaining with PInf 5.8761595e+02 90s
15042 PPushes remaining with PInf 5.8021783e+02 95s
9185 PPushes remaining with PInf 5.7075757e+02 100s
4336 PPushes remaining with PInf 5.4679764e+02 105s
118 PPushes remaining with PInf 4.3764326e+02 110s
0 PPushes remaining with PInf 1.9266105e+01 111s
Push phase complete: Pinf 1.9266105e+01, Dinf 6.4223286e+02 111s
Iteration Objective Primal Inf. Dual Inf. Time
26025 3.9751708e+00 0.000000e+00 6.422329e+02 111s
26982 3.8623973e+00 0.000000e+00 1.144713e+04 117s
27591 3.8565827e+00 0.000000e+00 2.507137e+03 121s
28461 3.8425253e+00 0.000000e+00 3.657310e+02 126s
29271 3.8155851e+00 0.000000e+00 4.967963e+01 132s
29781 3.8054125e+00 0.000000e+00 1.038648e+01 135s
30491 3.7920666e+00 0.000000e+00 1.253194e+03 141s
31251 3.7837568e+00 0.000000e+00 1.156254e+01 147s
31751 3.7821449e+00 0.000000e+00 1.343964e+02 150s
32491 3.7741936e+00 0.000000e+00 9.001406e-01 156s
33251 3.7675599e+00 0.000000e+00 1.126865e+02 161s
33971 3.7629901e+00 0.000000e+00 4.608913e-01 166s
34711 3.7596291e+00 0.000000e+00 4.968320e+00 172s
35221 3.7576225e+00 0.000000e+00 1.239350e+01 175s
35891 3.7559900e+00 0.000000e+00 6.055398e-01 180s
36631 3.7523259e+00 0.000000e+00 2.936033e+00 186s
37381 3.7512747e+00 0.000000e+00 1.130000e+00 191s
37931 3.7495574e+00 0.000000e+00 3.055700e+00 196s
38711 3.7492347e+00 0.000000e+00 5.145943e-02 201s
39481 3.7485730e+00 0.000000e+00 3.796912e-02 206s
40251 3.7480615e+00 0.000000e+00 3.367147e-02 211s
41011 3.7477066e+00 0.000000e+00 1.038231e-03 216s
41609 3.7480147e+00 0.000000e+00 1.917048e-03 221s
42247 3.7478142e+00 0.000000e+00 2.886902e-04 226s
42381 3.7478103e+00 0.000000e+00 0.000000e+00 226s
Solved in 42381 iterations and 226.44 seconds (480.57 work units)
Optimal objective 3.747810296e+00
"option abs_boundtol 2.7755575615628914e-17;"
or "option rel_boundtol 1.2947205713381088e-16;"
will change deduced dual values.
Gurobi 10.0.2: alg:method = 2
Set parameter LogToConsole to value 1
tech:outlev = 1
bar:crossover = -1
Set parameter BarHomogeneous to value 1
bar:homog = 1
alg:start = 2
Set parameter Presolve to value 0
pre:solve = 0
Set parameter InfUnbdInfo to value 1
Gurobi Optimizer version 10.0.2 build v10.0.2rc0 (linux64)
CPU model: AMD EPYC 7F72 24-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 24 physical cores, 48 logical processors, using up to 24 threads
Warning: LP warm-starts, PStart/DStart, discarded due to model modification
Optimize a model with 361350 rows, 200035 columns and 1233571 nonzeros
Model fingerprint: 0x8fa3e031
Coefficient statistics:
Matrix range [2e-03, 9e+03]
Objective range [1e+00, 1e+00]
Bounds range [1e-02, 5e+04]
RHS range [2e-01, 1e+04]
Ordering time: 0.44s
Barrier statistics:
Dense cols : 96
AA' NZ : 6.101e+06
Factor NZ : 3.034e+07 (roughly 500 MB of memory)
Factor Ops : 6.983e+09 (less than 1 second per iteration)
Threads : 24
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 4.97892673e+05 -3.51888517e+04 9.74e+07 0.00e+00 4.98e+04 1s
1 4.97892673e+05 -3.51989003e+04 9.74e+07 8.71e+00 4.98e+04 1s
2 4.97892673e+05 -3.51989003e+04 9.74e+07 8.71e+00 4.98e+04 2s
3 4.97892673e+05 -3.51925992e+08 9.74e+07 0.00e+00 4.98e+08 2s
4 2.17810557e+05 8.24390147e+06 4.07e+07 2.92e+02 6.44e+07 3s
5 2.87993822e+04 1.04375509e+08 4.26e+06 1.00e+02 7.98e+05 3s
6 1.01514553e+04 1.30749812e+08 1.02e+06 4.14e+01 6.97e+04 4s
7 3.78551000e+03 5.18447502e+07 2.98e+05 1.92e+01 1.12e+04 4s
8 2.10384556e+03 1.25402927e+07 1.45e+05 5.70e+00 2.54e+03 4s
9 6.03347162e+02 2.96913715e+06 5.67e+04 8.36e-01 4.59e+02 5s
10 6.00739906e+02 3.13622900e+06 5.62e+04 6.64e-01 4.99e+02 5s
11 1.24421849e+03 3.08360000e+06 7.30e+04 5.28e-01 6.80e+02 5s
12 6.82862048e+02 1.79341151e+06 2.35e+04 8.10e-02 1.98e+02 5s
13 4.56329777e+02 1.13910565e+06 1.80e+04 5.60e-02 1.23e+02 6s
14 3.79285976e+02 9.61051401e+05 1.54e+04 4.83e-02 1.01e+02 6s
15 2.94083859e+02 4.73059205e+05 1.28e+04 3.76e-02 6.11e+01 6s
16 2.62817743e+02 4.24770017e+05 1.17e+04 3.66e-02 5.47e+01 6s
17 1.97522367e+02 3.50466422e+05 9.49e+03 3.33e-02 4.26e+01 7s
18 1.66375820e+02 2.36916864e+05 8.37e+03 2.68e-02 3.12e+01 7s
19 1.60723530e+02 1.79141629e+05 8.13e+03 2.56e-02 2.69e+01 7s
20 9.33997509e+01 1.52154713e+05 5.61e+03 2.47e-02 1.97e+01 7s
21 5.32813305e+01 1.18868679e+05 3.12e+03 2.27e-02 1.30e+01 8s
22 4.15308608e+01 1.06960668e+05 2.51e+03 3.62e-02 1.08e+01 8s
23 3.67606746e+01 8.11062226e+04 2.24e+03 6.88e-02 8.42e+00 8s
24 2.70903771e+01 5.65425128e+04 1.73e+03 2.00e-02 5.94e+00 8s
25 2.01609990e+01 4.67946789e+04 1.28e+03 1.91e-02 4.71e+00 8s
26 1.89331665e+01 4.42719647e+04 1.14e+03 1.86e-02 4.42e+00 9s
27 1.45211095e+01 3.06798425e+04 8.74e+02 1.79e-02 3.01e+00 9s
28 1.30254950e+01 2.42675940e+04 7.64e+02 1.29e-01 2.46e+00 9s
29 1.23735897e+01 2.27883702e+04 7.25e+02 9.88e-02 2.30e+00 9s
30 1.12304537e+01 1.82447948e+04 6.28e+02 4.92e-01 1.94e+00 10s
31 1.11287114e+01 1.73607264e+04 6.05e+02 4.79e-01 1.88e+00 10s
32 9.69822187e+00 1.54736629e+04 4.90e+02 4.50e-01 1.59e+00 10s
33 8.17621770e+00 1.23836258e+04 3.70e+02 3.61e-01 1.24e+00 10s
34 7.91371096e+00 1.11059326e+04 3.46e+02 3.38e-01 1.17e+00 11s
35 7.35487609e+00 1.03081256e+04 3.03e+02 2.94e-01 1.10e+00 11s
36 6.56690942e+00 1.00928695e+04 2.65e+02 2.88e-01 1.00e+00 11s
37 5.81482554e+00 7.69397927e+03 2.09e+02 2.28e-01 7.51e-01 12s
38 5.51351968e+00 5.39322793e+03 1.89e+02 1.63e-01 5.79e-01 12s
39 5.12270426e+00 4.19682282e+03 1.41e+02 1.22e-01 4.60e-01 12s
40 4.74013515e+00 3.08432609e+03 1.06e+02 9.22e-02 3.45e-01 12s
41 4.54815524e+00 2.31487281e+03 9.20e+01 5.19e-02 2.81e-01 13s
42 4.51518451e+00 2.18212232e+03 8.64e+01 6.58e-02 2.80e-01 13s
43 4.51097783e+00 2.14915154e+03 7.48e+01 7.23e-02 2.69e-01 13s
44 4.24801841e+00 1.60405952e+03 5.24e+01 3.53e-02 1.92e-01 13s
45 4.06911267e+00 9.44924248e+02 3.61e+01 6.61e-02 1.22e-01 14s
46 4.02858172e+00 8.13513153e+02 3.16e+01 5.82e-02 1.07e-01 14s
47 3.95023804e+00 6.43383957e+02 2.39e+01 5.41e-02 8.19e-02 14s
48 3.94854472e+00 5.65340197e+02 2.20e+01 3.44e-02 7.77e-02 15s
49 3.92969856e+00 5.02479630e+02 2.00e+01 1.77e-02 7.40e-02 15s
50 3.90935072e+00 4.60936459e+02 1.75e+01 1.56e-02 6.71e-02 15s
51 3.89219402e+00 3.94315908e+02 1.56e+01 9.68e-03 5.91e-02 15s
52 3.87015048e+00 3.61424301e+02 1.31e+01 6.51e-03 5.25e-02 16s
53 3.84791487e+00 3.18548328e+02 1.11e+01 7.32e-03 4.49e-02 16s
54 3.83961645e+00 2.49989926e+02 1.02e+01 8.07e-03 3.85e-02 16s
55 3.80733441e+00 1.99790375e+02 7.45e+00 7.82e-03 2.88e-02 17s
56 3.79002550e+00 1.50307741e+02 5.42e+00 6.73e-03 2.11e-02 17s
57 3.77856620e+00 8.46487288e+01 4.07e+00 6.26e-03 1.37e-02 17s
58 3.76710570e+00 4.63561260e+01 2.69e+00 5.75e-03 8.19e-03 17s
59 3.75941208e+00 3.15298561e+01 1.69e+00 4.42e-03 5.20e-03 18s
60 3.75634631e+00 2.57390979e+01 1.28e+00 3.73e-03 4.03e-03 18s
61 3.75463656e+00 2.08198330e+01 1.05e+00 2.87e-03 3.22e-03 18s
62 3.75277413e+00 1.64879820e+01 7.90e-01 2.42e-03 2.43e-03 18s
63 3.75207776e+00 1.27218381e+01 6.83e-01 1.89e-03 1.93e-03 19s
64 3.75111952e+00 1.07142260e+01 5.48e-01 1.50e-03 1.52e-03 19s
65 3.75020575e+00 8.55304260e+00 4.11e-01 1.02e-03 1.12e-03 19s
66 3.74965685e+00 7.57775951e+00 3.26e-01 8.40e-04 8.89e-04 20s
67 3.74934227e+00 6.11982989e+00 2.78e-01 5.97e-04 6.78e-04 20s
68 3.74907596e+00 5.50628658e+00 2.35e-01 5.81e-04 5.49e-04 20s
69 3.74879358e+00 4.83746841e+00 1.86e-01 3.52e-04 4.06e-04 20s
70 3.74852419e+00 4.36888675e+00 1.45e-01 3.38e-04 2.96e-04 21s
71 3.74836997e+00 4.14825900e+00 1.18e-01 3.09e-04 2.31e-04 21s
72 3.74821214e+00 3.96213084e+00 8.89e-02 1.90e-04 1.64e-04 21s
73 3.74814195e+00 3.89192375e+00 7.52e-02 4.60e-04 1.35e-04 22s
74 3.74805900e+00 3.84281983e+00 5.89e-02 2.92e-04 1.05e-04 22s
75 3.74803508e+00 3.82595989e+00 5.36e-02 3.18e-04 9.49e-05 22s
76 3.74797306e+00 3.82574315e+00 4.10e-02 3.18e-04 7.81e-05 23s
77 3.74790871e+00 3.82550168e+00 2.82e-02 3.17e-04 6.10e-05 23s
78 3.74789595e+00 3.82523732e+00 2.48e-02 3.17e-04 5.64e-05 23s
79 3.74787005e+00 3.82492942e+00 1.75e-02 3.16e-04 4.66e-05 24s
80 3.74786613e+00 3.81244319e+00 1.64e-02 2.76e-04 4.19e-05 24s
81 3.74784573e+00 3.81225157e+00 1.05e-02 2.77e-04 3.41e-05 24s
82 3.74783365e+00 3.79259666e+00 7.07e-03 2.10e-04 2.42e-05 25s
83 3.74782445e+00 3.78457157e+00 4.44e-03 1.80e-04 1.85e-05 25s
84 3.74781949e+00 3.77581408e+00 2.97e-03 1.43e-04 1.39e-05 26s
85 3.74781567e+00 3.76467688e+00 1.86e-03 9.24e-05 8.69e-06 26s
86 3.74781363e+00 3.75497231e+00 1.20e-03 4.53e-05 4.33e-06 27s
87 3.74781270e+00 3.75387106e+00 8.90e-04 3.96e-05 3.61e-06 27s
88 3.74781200e+00 3.75343481e+00 6.39e-04 3.72e-05 3.22e-06 28s
89 3.74781138e+00 3.75199331e+00 4.11e-04 2.86e-05 2.39e-06 28s
90 3.74781108e+00 3.75079798e+00 2.99e-04 2.10e-05 1.72e-06 29s
91 3.74781073e+00 3.75046860e+00 1.68e-04 1.88e-05 1.49e-06 29s
92 3.74781069e+00 3.74946799e+00 1.49e-04 1.19e-05 9.48e-07 30s
93 3.74781049e+00 3.74929087e+00 7.20e-05 1.07e-05 8.27e-07 31s
94 3.74781039e+00 3.74833440e+00 3.08e-05 3.86e-06 3.00e-07 31s
95 3.74781032e+00 3.74829533e+00 8.26e-06 3.57e-06 2.75e-07 32s
96 3.74781032e+00 3.74791359e+00 3.93e-06 7.69e-07 6.47e-08 33s
97 3.74781031e+00 3.74784766e+00 1.64e-06 2.80e-07 2.57e-08 33s
98 3.74781030e+00 3.74781924e+00 1.49e-06 6.72e-08 7.22e-09 34s
99 3.74781030e+00 3.74781453e+00 1.16e-06 3.17e-08 3.61e-09 34s
100 3.74781030e+00 3.74781426e+00 1.13e-06 3.03e-08 3.41e-09 35s
101 3.74781030e+00 3.74781404e+00 1.13e-06 3.65e-08 3.24e-09 35s
102 3.74781030e+00 3.74781399e+00 1.12e-06 3.60e-08 3.20e-09 35s
103 3.74781030e+00 3.74781379e+00 1.10e-06 3.41e-08 3.03e-09 36s
104 3.74781030e+00 3.74781345e+00 1.08e-06 3.48e-08 2.76e-09 37s
105 3.74781030e+00 3.74781299e+00 1.04e-06 2.62e-08 2.41e-09 38s
106 3.74781030e+00 3.74781195e+00 1.03e-06 1.92e-08 1.59e-09 39s
107 3.74781030e+00 3.74781188e+00 1.03e-06 1.91e-08 1.53e-09 39s
108 3.74781030e+00 3.74781154e+00 1.01e-06 1.82e-08 1.51e-09 40s
109 3.74781030e+00 3.74781110e+00 9.78e-07 1.19e-08 1.04e-09 41s
110 3.74781030e+00 3.74781109e+00 9.74e-07 1.99e-08 1.02e-09 41s
111 3.74781030e+00 3.74781103e+00 9.70e-07 1.83e-08 9.54e-10 42s
112 3.74781030e+00 3.74781077e+00 7.88e-07 1.43e-08 6.39e-10 43s
113 3.74781030e+00 3.74781076e+00 7.88e-07 1.86e-08 6.26e-10 43s
114 3.74781030e+00 3.74781075e+00 7.82e-07 1.80e-08 6.06e-10 44s
115 3.74781030e+00 3.74781048e+00 5.69e-07 7.55e-09 2.88e-10 45s
116 3.74781030e+00 3.74781048e+00 5.66e-07 7.34e-09 2.76e-10 45s
117 3.74781030e+00 3.74781046e+00 5.65e-07 1.08e-08 2.60e-10 46s
118 3.74781030e+00 3.74781046e+00 5.42e-07 1.01e-08 2.55e-10 47s
119 3.74781030e+00 3.74781046e+00 5.42e-07 1.03e-08 2.54e-10 47s
120 3.74781030e+00 3.74781045e+00 5.33e-07 7.32e-09 2.48e-10 48s
121 3.74781030e+00 3.74781045e+00 5.07e-07 1.18e-08 2.44e-10 49s
122 3.74781030e+00 3.74781045e+00 5.92e-07 6.08e-09 2.44e-10 50s
123 3.74781030e+00 3.74781044e+00 6.02e-07 3.39e-09 2.43e-10 50s
124 3.74781030e+00 3.74781044e+00 6.05e-07 7.75e-09 2.38e-10 51s
125 3.74781030e+00 3.74781041e+00 6.09e-07 8.07e-09 1.97e-10 53s
126 3.74781030e+00 3.74781041e+00 6.11e-07 8.52e-09 1.97e-10 53s
127 3.74781030e+00 3.74781040e+00 8.27e-07 1.13e-08 1.92e-10 54s
128 3.74781030e+00 3.74781040e+00 8.32e-07 1.45e-08 1.93e-10 54s
129 3.74781030e+00 3.74781040e+00 7.98e-07 1.81e-08 1.91e-10 55s
130 3.74781030e+00 3.74781037e+00 9.54e-07 1.22e-08 1.62e-10 56s
131 3.74781030e+00 3.74781037e+00 9.43e-07 1.35e-08 1.61e-10 57s
132 3.74781030e+00 3.74781036e+00 9.48e-07 1.46e-08 1.50e-10 58s
133 3.74781030e+00 3.74781036e+00 9.77e-07 1.14e-08 1.47e-10 59s
134 3.74781030e+00 3.74781036e+00 8.54e-07 6.80e-08 1.44e-10 60s
135 3.74781030e+00 3.74781036e+00 8.26e-07 6.48e-08 1.44e-10 60s
136 3.74781030e+00 3.74781036e+00 7.38e-07 6.34e-08 1.43e-10 61s
137 3.74781030e+00 3.74781036e+00 7.25e-07 5.99e-08 1.43e-10 61s
138 3.74781030e+00 3.74781036e+00 6.78e-07 6.15e-08 1.42e-10 63s
139 3.74781030e+00 3.74781035e+00 7.72e-07 6.12e-08 1.36e-10 66s
140 3.74781030e+00 3.74781035e+00 8.12e-07 5.65e-08 1.36e-10 66s
141 3.74781030e+00 3.74781035e+00 7.98e-07 5.42e-08 1.35e-10 67s
142 3.74781030e+00 3.74781035e+00 1.09e-06 5.37e-08 1.34e-10 68s
143 3.74781030e+00 3.74781035e+00 8.29e-07 5.24e-08 1.33e-10 69s
Barrier solved model in 143 iterations and 68.72 seconds (109.62 work units)
Optimal objective 3.74781030e+00
Crossover log...
263642 variables added to crossover basis 70s
97516 DPushes remaining with DInf 0.0000000e+00 71s
95438 DPushes remaining with DInf 0.0000000e+00 75s
94132 DPushes remaining with DInf 0.0000000e+00 81s
0 DPushes remaining with DInf 0.0000000e+00 82s
12930 PPushes remaining with PInf 1.7817923e+00 82s
7885 PPushes remaining with PInf 6.9827624e-01 86s
2744 PPushes remaining with PInf 1.8682269e+00 90s
0 PPushes remaining with PInf 7.3540927e-01 92s
Push phase complete: Pinf 7.3540927e-01, Dinf 0.0000000e+00 92s
Iteration Objective Primal Inf. Dual Inf. Time
15994 3.7478103e+00 7.354093e-01 0.000000e+00 92s
16484 3.7478103e+00 2.860151e+02 0.000000e+00 98s
16680 3.7478103e+00 0.000000e+00 0.000000e+00 100s
Solved in 16680 iterations and 100.58 seconds (179.30 work units)
Optimal objective 3.747810296e+00
"option abs_boundtol 1.734723475976807e-18;"
or "option rel_boundtol 1.1130306076028244e-16;"
will change deduced dual values.
4er
January 12, 2025, 7:59pm
7
At the beginning of the log listing, Gurobi reports problem size statistics. For the first solve, they are:
Optimize a model with 364998 rows, 200369 columns and 1243648 nonzeros
and for the second solve, we see this:
Warning: LP warm-starts, PStart/DStart, discarded due to model modification
Optimize a model with 361350 rows, 200035 columns and 1233571 nonzeros
The problem sizes differ significantly, so it is not a surprise that Gurobi reports it is unable to do a warm start for the second solve.
The reported problem sizes are the same whether Gurobi’s presolve is on or off, because they show the size of the problem that has been sent to Gurobi, before any of Gurobi’s presolving.
You can try to make the second problem closer in size to the first by doing the following:
Set ampl.option["presolve"] = 0 to turn off AMPL’s presolve.
Use AMPL’s “fix” command to fix variables at their current values, rather than adding new constraints for this purpose.
Even with these changes, however, you are going to run up against a difficulty with the barrier method, that the versions implemented in Gurobi (and similar solvers) do not warm start well. Since your first solve uses crossover to a basic solution, you could try using primal or dual simplex for the second solve.
