Hello,
I am using Cplex 20.1 with the Python API to solve a MILP model. I do not use any callback.
I set a time limit of 120 seconds and a mip relative gap tolerance of 10^-6, but Cplex stops after around 7 seconds with a gap of 0.51%.
I don't understand this behavior, is there any other parameter that I should have set ? I tried to set parameters.mip.tolerances.absmipgap to a small value but it didn't change anything.
For information, here is the beginning and the end of Cplex output :
Version identifier: 20.1.0.0 | 2020-11-10 | 9bedb6d68
CPXPARAM_Read_DataCheck 1
CPXPARAM_TimeLimit 120
CPXPARAM_MIP_Tolerances_MIPGap 9.9999999999999995e-07
Found incumbent of value 1382748.806125 after 0.00 sec. (0.94 ticks)
Warning: Non-integral bounds for integer variables rounded.
Tried aggregator 2 times.
MIP Presolve eliminated 483 rows and 1654 columns.
Aggregator did 2 substitutions.
Reduced MIP has 1896 rows, 6072 columns, and 17342 nonzeros.
Reduced MIP has 5022 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.02 sec. (12.66 ticks)
Probing time = 0.02 sec. (4.30 ticks)
Tried aggregator 1 time.
Detecting symmetries...
Reduced MIP has 1896 rows, 6072 columns, and 17342 nonzeros.
Reduced MIP has 5022 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.02 sec. (10.92 ticks)
Probing time = 0.01 sec. (4.05 ticks)
Clique table members: 12573.
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 32 threads.
Root relaxation solution time = 0.07 sec. (52.43 ticks)
Nodes Cuts/
Node Left Objective IInf Best Integer Best Bound ItCnt Gap
* 0+ 0 1382748.8061 -198658.0750 114.37%
0 0 -98216.4853 143 1382748.8061 -98216.4853 1685 107.10%
* 0+ 0 336452.8987 -98216.4853 129.19%
0 0 -97990.9348 46 336452.8987 Cuts: 105 2179 129.12%
* 0+ 0 54989.4472 -97990.9348 278.20%
0 0 -97990.1125 25 54989.4472 Cuts: 10 2227 278.20%
* 0+ 0 -26936.2499 -97990.1125 263.79%
0 0 -97990.1125 23 -26936.2499 Cuts: 4 2229 263.79%
* 0+ 0 -87337.6679 -97990.1125 12.20%
Detecting symmetries...
0 2 -97990.1125 7 -87337.6679 -97990.1125 2229 12.20%
Elapsed time = 1.08 sec. (373.90 ticks, tree = 0.02 MB, solutions = 4)
[...]
8381 0 -97887.0775 27 -94224.5693 Cuts: 5 409595 3.89%
8381 0 -97882.7386 33 -94224.5693 Cuts: 10 409652 3.88%
8381 0 -97878.0557 60 -94224.5693 Impl Bds: 2 409717 3.88%
* 8381+ 0 -97368.6409 -97878.0557 0.52%
8381 0 -1.00000e+75 0 -97368.6409 -97878.0557 409717 0.52%
8381 0 -97872.7900 31 -97368.6409 Cuts: 10 409763 0.52%
Repeating presolve.
Presolve time = 0.01 sec. (4.82 ticks)
Represolve time = 0.01 sec. (6.02 ticks)
Root node processing (before b&c):
Real time = 0.98 sec. (372.35 ticks)
Parallel b&c, 32 threads:
Real time = 6.07 sec. (2391.13 ticks)
Sync time (average) = 1.20 sec.
Wait time (average) = 0.00 sec.
------------
Total (root+branch&cut) = 7.05 sec. (2763.48 ticks)
Thanks a lot for your help!
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Ccl _
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#DecisionOptimization