Decision Optimization

 View Only
  • 1.  cplex takes too long to run

    Posted Fri May 31, 2024 09:48 AM

    I have a model that is quite large, with 400k constraints and 500k variables according to the statistics page in CPLEX. I have tried to utilize the setting in the configuration but it still takes hours to run and it doesn't even return any value. This is what the engine log shows for hours:

    Version identifier: 22.1.1.0 | 2022-11-28 | 9160aff4d

    CPXPARAM_Threads                                 4

    CPXPARAM_Emphasis_MIP                            1

    CPXPARAM_MIP_Strategy_FPHeur                     1

    CPXPARAM_MIP_Pool_Capacity                       1

    CPXPARAM_MIP_Limits_Solutions                    1

    CPXPARAM_Simplex_Tolerances_Optimality           0.001

    CPXPARAM_Simplex_Tolerances_Feasibility          0.001

    CPXPARAM_TimeLimit                               720

    CPXPARAM_Benders_Tolerances_FeasibilityCut       0.001

    CPXPARAM_Benders_Tolerances_OptimalityCut        0.001

    CPXPARAM_MIP_Tolerances_AbsMIPGap                0.10000000000000001

    CPXPARAM_MIP_Tolerances_MIPGap                   1

    CPXPARAM_MIP_Tolerances_Integrality              0.0001

    CPXPARAM_MIP_Limits_ProbeTime                    100

    CPXPARAM_MIP_Limits_ProbeDetTime                 100

    Legacy callback                                  pi

    Tried aggregator 2 times.

    MIP Presolve eliminated 47358 rows and 61103 columns.

    MIP Presolve modified 3013 coefficients.

    Aggregator did 7730 substitutions.

    Reduced MIP has 370035 rows, 486419 columns, and 3766760 nonzeros.

    Reduced MIP has 486229 binaries, 96 generals, 0 SOSs, and 0 indicators.

    Presolve time = 7.13 sec. (4986.92 ticks)

    Probing fixed 32 vars, tightened 2 bounds.

    Probing time = 0.81 sec. (183.90 ticks)

    Tried aggregator 3 times.

    Detecting symmetries...

    MIP Presolve eliminated 161 rows and 66 columns.

    MIP Presolve modified 3268 coefficients.

    Aggregator did 256 substitutions.

    Reduced MIP has 369618 rows, 486082 columns, and 3698429 nonzeros.

    Reduced MIP has 485957 binaries, 65 generals, 0 SOSs, and 0 indicators.

    Presolve time = 6.53 sec. (4386.40 ticks)

    Clique table members: 2023825.

    MIP emphasis: integer feasibility.

    MIP search method: dynamic search.

    Parallel mode: deterministic, using up to 4 threads.

    Is there any way to run the model faster? Or is the code just too complicated and it's supposed to take days to run? I can attach the .mod file if needed.



    ------------------------------
    Alyssa Ramadhina Hernoeputri
    ------------------------------


  • 2.  RE: cplex takes too long to run

    IBM Champion
    Posted Fri May 31, 2024 11:48 AM

    Are you saying that it runs for hours without finding an initial feasible solution? If so, does switching the MIP emphasis to 4 help?



    ------------------------------
    Paul Rubin
    Professor Emeritus
    Michigan State University
    ------------------------------