Decision Optimization

Decision Optimization

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  • 1.  Negative GAP

    Posted 11/21/14 09:03 AM

    Originally posted by: Falcon_G


    Hi everybody

    I have got a MIP for which I generate cuts and add to the model. The cuts are added both in Lazy and also in the userCut callbacks.

    It terminates as in the following. at a Gap of 10% when a feasible solution is already known,  switches to a gap of -90.20% and then 0 and terminates.

    And the solution is incorrect. I wonder why this negative gap appears here.

    Any idea?

    {code}

    ---------------------------------
    *     0+    0                         3455.1781     3108.2119     4144   10.04%
    Repair heuristic found nothing.

    Repeating presolve.
    Tried aggregator 2 times.
    MIP Presolve eliminated 3476 rows and 75 columns.
    MIP Presolve modified 327 coefficients.
    Aggregator did 1 substitutions.
    Reduced MIP has 835 rows, 198 columns, and 4105 nonzeros.
    Reduced MIP has 114 binaries, 0 generals, 0 SOSs, and 0 indicators.
    Presolve time = 0.03 sec. (8.12 ticks)
    Probing time = 0.00 sec. (1.42 ticks)
    Tried aggregator 1 time.
    Reduced MIP has 835 rows, 198 columns, and 4105 nonzeros.
    Reduced MIP has 114 binaries, 0 generals, 0 SOSs, and 0 indicators.
    Presolve time = 0.02 sec. (1.57 ticks)
    Represolve time = 0.08 sec. (19.32 ticks)
    Probing time = 0.02 sec. (1.42 ticks)
    Probing added 267 nonzeros.
    Clique table members: 122.
    MIP emphasis: best bound.
    MIP search method: traditional branch-and-cut.
    Parallel mode: none, using 1 thread.
    Root relaxation solution time = 0.03 sec. (18.08 ticks)

            Nodes                                         Cuts/
       Node  Left     Objective  IInf  Best Integer    Best Bound    ItCnt     Gap         Variable B NodeID Parent  Depth

    *     0+    0                         1634.2075     3108.2119     4329  -90.20%
          0     0        cutoff           1634.2075                   4329    0.00%

    Flow cuts applied:  1
    User cuts applied:  779

    Root node processing (before b&c):
      Real time             =   21.39 sec. (8364.92 ticks)
    Sequential b&c:
      Real time             =    0.00 sec. (0.00 ticks)
                              ------------
    Total (root+branch&cut) =   21.39 sec. (8364.92 ticks)

     

    {code}


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  • 2.  Re: Negative GAP

    Posted 01/06/15 05:32 AM

    This could be a bug with repeated presolve. Does the issue persist if you disable repeated presolve (set CPX_PARAM_REPEATPRESOLVE to 0)?


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