Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Large MIP difficulties

    Posted 11/11/08 07:00 AM

    Originally posted by: SystemAdmin


    [Chim said:]

    I'm using cplex 11.1.1 on XP 64 with 8 cores and 32GB RAM.  I'm trying to solve a MIP with around 1.5 million constraints, 184 Integer variables and about 98,000 continuous variables using c++ vs2008. My problem is that it is taking cplex an extremely long time to preprocess and presolve.  It also takes an extremely long time for the initial relaxation.  After the relaxation is complete, the problem usually begins with about a 3% gap and solves relatively quickly.  I've noticed that during these long presolve and root node times my processors and RAM are not exploited as quickly as they have been using prior versions of cplex and these resources are very lightly used.  I've solved similar problems in earlier versions of cplex MUCH faster.  I've tried all cplex documentation tips but nothing seems to work. Even applying an optimal starting solution has no impact.  Has anyone had any similar problems or have any suggestions on what might be happening and how to address the issue?

    Thanks,

    Chim
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