I am solving a mixed-integer linear programming model on Python platform using the solver Gurobi. However, The gap of the model still keeps 100 % during the long-running time.
I am trying to use the codes to limit the running time. The solution is found, but I don't know why the gap in the model doesn't reduce.
I have attached the file below.
Could you help me to fix this problem?
Thank you very much!
The gap is defined as:
gap = |bestfound - bestbound|/|bestfound|
(see the Gurobi documentation).
The best bound in your screenshot stays at 0, so the gap does not change and remains 100%.
You could also add a small objective offset to enforce a non-zero dual bound. This will enable a more expressive gap. You could use the ObjCon model attribute to achieve this.
Related
Good work everyone,
I have been working on a 3 axis CNC machine for a while. A lot of things are going great! But I couldn't find how to increase or decrease the axis speeds while processing the g code. I am using the SMC_INTERPOLTAOR block to manipulate the G code. I think I can overcome this problem with the 'dwtime' value in the entry of this block, but this does not offer a healthy solution.
I need support for this! I need to do an instant increase or decrease of the axis speed during a motion!
Thanks. / ByCNC
What is motion axis speed control problem method
While I have no experience with SoftMotion CNC libraries, looking through the documentation the dOverride input argument seems to be promissing:
... The scheduled velocity of the particular objects will get scaled by dOverride; thus the scheduled velocity can be increased resp. reduced in online mode...
I have a large MILP that I build with cvxpy and want to solve with GUROBI. When I give use the solve() function of cvxpy it take a really really really long time to setup and does not start solving for hours. Whilest doing that only 1 core of my cluster is being used. It is used for 100%. I would like to use multiple cores to build the model so that the process of building the model does not take so long. Running grbprobe also shows that gurobi knows about the other cores and for solving the problem it uses multiple cores.
I have tried to run with different flags i.e. turning presolve off and on or giving the number of Threads to be used (this seemed like i didn't even for the solving.
I also have reduce the number of constraints in the problem and it start solving much faster which means that this is definitively not a problem of the model itself.
The problem in it's normal state should have 2200 constraints i reduce it to 150 and it took a couple of seconds until it started to search for a solution.
The problem is that I don't see anything since it takes so long to get the ""set username parameters"" flag and I don't get any information on what the computer does in the mean time.
Is there a way to tell GUROBI or CVXPY that it can take more cpus for the build-up?
Is there another way to solve this problem?
Sorry. The first part of the solve (cvxpy model generation, setup, presolving, scaling, solving the root, preprocessing) is almost completely serial. The parallel part is when it really starts working on the branch-and-bound tree. For many problems, the parallel part is by far the most expensive, but not for all.
This is not only the case for Gurobi. Other high-end solvers have the same behavior.
There are options to do less presolving and preprocessing. That may get you earlier in the B&B. However, usually, it is better not to touch these options.
Running things with verbose=True may give you more information. If you have more detailed questions, you may want to share the log.
I'm using Tensorflow-GPU 1.8 API on Windows 10. For many projects I use the tf.Estimator's, which really work great. It takes care of a bunch of steps including writting summaries for Tensorboard. But right now the 'events.out.tfevents' file getting way to big and I am running into "out of space" errors. For that reason I want to disable the summary writting or at least reduce the amount of summaries written.
Going along with that mission I found out about the RunConfig you can pass over at construction of tf.Estimator. Apparently the parameter 'save_summary_steps' (which by default is 200) controls the way summaries are wrtitten out. Unfortunately changing this parameter seems to have no effect at all. It won't disable (using None value) the summary or reducing (choosing higher values, e.g. 3000) the file size of 'events.out.tfevents'.
I hope you guys can help me out here. Any help is appreciated.
Cheers,
Tobs.
I've observed the following behavior. It doesn't make sense to me so I hope we get a better answer:
When the input_fn gets data from tf.data.TFRecordDataset then the number of steps between saving events is the minimum of save_summary_steps and (number of training examples divided by batch size). That means it does it a minimum of once per epoch.
When the input_fn gets data from tf.TextLineReader, it follows save_summary_steps as you'd expect and I can give it a large value for infrequent updates.
As far as i know Gurobi resumes optimizing where it left after calling Model.Terminate() and then calling Model.Optimize() again. So I can terminate and get the best solution so far and then proceed.Now I want to do the same, but since I want to use parts of the suboptimal solution I need to set some variables to fixed values before I call Model.Optimize() again and optimize the rest of the model. How can i do this so that gurobi does not start all over again?
First, it sounds like you're describing a mixed-integer program (MIP); model modification is different for continuous optimization (linear programming, quadratic programming).
When you modify a MIP model, the tree information is no longer helpful. Instead, you must resolve the continuous (LP) relaxation and create a new branch-and-cut tree. However, the prior solution may still be used as a MIP start, which can reduce the solve time for the second model.
However, your method may be redundant with the RINS algorithm, which is an automatic feature of Gurobi MIP. You can control the behavior of RINS via the parameters RINS, SubMIPNodes and Heuristics.
Can anyone give me some tips to make a binary integer programming model faster?
I currently have a model that runs well with very small amount of variables but as soon as I increase the number of variables in my model SCIP keeps running without giving me an optimal solution. I'm currently using SCIP with Soplex to find an optimal solution.
You should have a look at the statistics (type display statistics in the interactive shell). Watch out for time consuming heuristics that don't find a solution and try disabling them. You should also play around with the parameters to find better suited settings for your instances (different branching rule or node selection). Without further information, though, we won't be able to help you.