Originally posted by: SystemAdmin
Hello,
I have a MIP problem with the following problem statistics:
Variables : 3299695 [Fix: 313, Box: 153, Binary: 3299229] Objective nonzeros : 3275586 Linear constraints : 4895476 [Less: 3299542, Greater: 1580490, Equal: 15444] Nonzeros : 25839153 RHS nonzeros : 4879945 Variables : Min LB: 0.000000 Max UB: 18.11000 Objective nonzeros : Min : 0.02490204 Max : 240.0000 Linear constraints : Nonzeros : Min : 0.4000000 Max : 240.0000 RHS nonzeros : Min : 1.000000 Max : 267.6752
I generate some columns using column generation and delete all the non-generated binary columns and empty constraints. Then I try to solve this reduced MIP with following statistics:
Variables : 5063 [Fix: 313, Box: 153, Binary: 4597] Objective nonzeros : 4156 Linear constraints : 4882695 [Less: 3299460, Greater: 1580490, Equal: 2745] Nonzeros : 9641733 RHS nonzeros : 4879863 Variables : Min LB: 0.000000 Max UB: 18.11000 Objective nonzeros : Min : 0.02490204 Max : 240.0000 Linear constraints : Nonzeros : Min : 0.4000000 Max : 240.0000 RHS nonzeros : Min : 1.000000 Max : 267.6752
When I solve the reduced problem, the tree size increases abnormally. The solve starts off normally:
Tried aggregator 2 times. MIP Presolve eliminated 4877137 rows and 380 columns. MIP Presolve modified 7542 coefficients. Aggregator did 1918 substitutions. Reduced MIP has 3640 rows, 2765 columns, and 15567 nonzeros. Reduced MIP has 2620 binaries, 0 generals, 0 SOSs, and 0 indicators. Presolve time = 10.13 sec. (2805.11 ticks) Found incumbent of value 35.623122 after 10.86 sec. (2943.73 ticks) Probing time = 0.01 sec. (1.40 ticks) Cover probing fixed 0 vars, tightened 1 bounds. Tried aggregator 2 times. MIP Presolve eliminated 156 rows and 6 columns. MIP Presolve modified 4306 coefficients. Aggregator did 7 substitutions. Reduced MIP has 3477 rows, 2752 columns, and 15203 nonzeros. Reduced MIP has 2611 binaries, 0 generals, 0 SOSs, and 0 indicators. Presolve time = 0.40 sec. (43.08 ticks) Probing time = 0.01 sec. (1.39 ticks) Clique table members: 6883. MIP emphasis: balance optimality and feasibility. MIP search method: dynamic search. Parallel mode: deterministic, using up to 8 threads. Root relaxation solution time = 1.51 sec. (414.42 ticks) Nodes Cuts/ Node Left Objective IInf Best Integer Best Bound ItCnt Gap * 0+ 0 35.6231 -36720.8023 15 --- 0 0 -36623.7416 801 35.6231 -36623.7416 15 --- * 0+ 0 -11245.9422 -36623.7416 1285 225.66% 0 0 -36620.9747 829 -11245.9422 Cuts: 123 1285 225.64% 0 0 -36618.4937 827 -11245.9422 Cuts: 178 2173 225.62% 0 0 -36615.6556 836 -11245.9422 Cuts: 93 3087 225.59% * 0+ 0 -11724.3932 -36615.6556 3087 212.30% * 0+ 0 -16032.7473 -36615.6556 3087 128.38% 0 0 -36615.4987 844 -16032.7473 Cuts: 44 3289 128.38% 0 0 -36615.4167 839 -16032.7473 Cuts: 9 3394 128.38% * 0+ 0 -25362.4054 -36615.4167 3394 44.37% 0 0 -36615.3467 845 -25362.4054 Cuts: 8 3503 44.37% * 0+ 0 -25841.2766 -36615.3467 3503 41.69% 0 2 -36615.3467 845 -25841.2766 -36615.3467 3503 41.69% Elapsed time = 24.34 sec. (6744.21 ticks, tree = 0.01 MB, solutions = 6) 2 4 -36613.8944 832 -25841.2766 -36615.3467 5026 41.69% 6 8 -36611.2896 814 -25841.2766 -36614.1888 8204 41.69% 10 12 -36598.6682 801 -25841.2766 -36613.2437 12053 41.69% 17 19 -36584.5597 794 -25841.2766 -36613.2437 21316 41.69% 23 25 -36596.1511 787 -25841.2766 -36613.2437 25045 41.69% 24 26 -36548.6223 788 -25841.2766 -36613.2437 26296 41.69% 42 44 -36522.4146 800 -25841.2766 -36613.2437 38530 41.69% 64 66 -36576.3688 786 -25841.2766 -36613.2437 49797 41.69% 73 75 -36574.6452 806 -25841.2766 -36613.2437 53974 41.69% * 98+ 98 -26310.9783 -36613.2437 63284 39.16% * 145+ 145 -26793.3587 -36613.2437 78655 36.65% * 176+ 176 -28234.0483 -36613.2437 92943 29.68% * 176+ 176 -30388.7308 -36613.2437 92943 20.48% 176 178 -35814.3195 731 -30388.7308 -36613.2437 92943 20.48% Elapsed time = 37.14 sec. (11644.39 ticks, tree = 0.52 MB, solutions = 6) 342 342 -35342.1475 712 -30388.7308 -36613.2437 171720 20.48% * 349+ 347 -31582.5209 -36613.2437 174294 15.93% 536 515 -35483.1157 709 -31582.5209 -36613.2437 236251 15.93% 612 589 -35903.2536 759 -31582.5209 -36613.2437 266021 15.93% 845 815 -36545.3878 817 -31582.5209 -36613.2437 333318 15.93% 909 874 -36247.5932 787 -31582.5209 -36613.2437 357729 15.93% 1053 996 -36252.1797 761 -31582.5209 -36610.7541 427064 15.92% * 1161+ 1102 -31822.3611 -36610.7541 474852 15.05% 1204 1111 -35276.2778 655 -31822.3611 -36610.7541 489673 15.05% 1247 1154 -36372.0657 822 -31822.3611 -36610.7541 513230 15.05% 1435 1334 -34870.8601 610 -31822.3611 -36610.7541 591725 15.05% 1569 1466 -33378.6390 504 -31822.3611 -36610.7541 634760 15.05% Elapsed time = 75.80 sec. (21753.52 ticks, tree = 2.83 MB, solutions = 15) 1685 1580 -35104.1008 744 -31822.3611 -36610.7541 668101 15.05% 1833 1701 -36613.7163 886 -31822.3611 -36608.4686 714737 15.04% 1835 1703 -36604.9956 853 -31822.3611 -36608.4686 716296 15.04% 1837 1705 -36477.7713 830 -31822.3611 -36608.4686 718887 15.04% 1840 1705 -36533.3094 807 -31822.3611 -36608.4686 722211 15.04% 1848 1710 -36299.5137 810 -31822.3611 -36608.4686 738649 15.04% * 1857+ 1150 -31822.5247 -36608.4686 748717 15.04% 1858 1153 -36534.3374 857 -31822.5247 -36608.4686 748875 15.04% 1878 1164 -36267.8945 809 -31822.5247 -36598.2794 762890 15.01% 1927 1189 -36330.6836 807 -31822.5247 -36597.5417 784044 15.01% 1994 1230 -36111.9916 781 -31822.5247 -36597.5417 811896 15.01% Elapsed time = 121.35 sec. (37362.45 ticks, tree = 5.01 MB, solutions = 16) 2064 1267 -35364.2139 728 -31822.5247 -36597.5417 833553 15.01% 2155 1322 -35361.0618 716 -31822.5247 -36597.5417 860629 15.01% 2361 1447 -34878.2844 702 -31822.5247 -36597.5417 900216 15.01% 2402 1476 -35763.8594 748 -31822.5247 -36597.5417 913071 15.01% 2571 1573 -35861.0971 765 -31822.5247 -36597.5417 943647 15.01% 2857 1735 -35500.0106 713 -31822.5247 -36597.5417 982010 15.01% 2954 1781 -34834.6933 682 -31822.5247 -36597.5417 995271 15.01% 3218 1928 -35410.1369 766 -31822.5247 -36597.5417 1033796 15.01% 3587 2105 -36378.4410 820 -31822.5247 -36597.5417 1080839 15.01% 3631 2115 -36160.7430 781 -31822.5247 -36597.5417 1091798 15.01% Elapsed time = 160.22 sec. (47533.13 ticks, tree = 53.16 MB, solutions = 16) 3685 2148 -32546.2667 511 -31822.5247 -36597.5417 1111061 15.01% 3770 2197 -36278.6068 800 -31822.5247 -36597.5417 1127935 15.01% 4050 2346 -35496.8312 753 -31822.5247 -36597.5417 1178389 15.01% 4146 2397 -35495.1345 736 -31822.5247 -36597.5417 1195118 15.01% 4258 2453 -34797.5087 618 -31822.5247 -36597.5417 1211414 15.01% 4524 2611 -35984.9918 834 -31822.5247 -36597.5417 1248295 15.01% 4588 2675 -35888.1472 792 -31822.5247 -36597.5417 1259242 15.01% 4878 2932 -35473.7748 769 -31822.5247 -36597.5417 1303439 15.01% 5043 3075 -35540.6087 749 -31822.5247 -36597.5417 1330447 15.01% 5359 3375 -36373.3599 846 -31822.5247 -36568.3598 1375769 14.91% Elapsed time = 195.46 sec. (57728.68 ticks, tree = 102.54 MB, solutions = 16) 5446 3462 -36148.1134 805 -31822.5247 -36568.3598 1389923 14.91% 5511 3527 -35814.3433 799 -31822.5247 -36568.3598 1400230 14.91% 6096 4095 -34816.3351 721 -31822.5247 -36568.3598 1465892 14.91% 6145 4140 -35384.8689 757 -31822.5247 -36568.3598 1477447 14.91% 6175 4170 -35467.3941 809 -31822.5247 -36568.3598 1483808 14.91% 6316 4306 -36395.7415 854 -31822.5247 -36568.3598 1508109 14.91% 6451 4441 -36296.4541 839 -31822.5247 -36568.3598 1527845 14.91% 6579 4569 -35878.2588 830 -31822.5247 -36568.3598 1543156 14.91% 7369 5341 -34183.7603 660 -31822.5247 -36568.3598 1643353 14.91% 7456 5424 -35964.8387 799 -31822.5247 -36568.3598 1656473 14.91% Elapsed time = 224.44 sec. (69069.84 ticks, tree = 165.27 MB, solutions = 16) Nodefile size = 32.89 MB (28.20 MB after compression) 7520 5483 -35515.3556 776 -31822.5247 -36568.3598 1668625 14.91% 7672 5635 -34777.1380 704 -31822.5247 -36568.3598 1693197 14.91% 8149 6088 -35703.7916 771 -31822.5247 -36395.6075 1768247 14.37% 8253 6192 -35366.3803 771 -31822.5247 -36395.6075 1792858 14.37% 8397 6334 -34040.5775 648 -31822.5247 -36395.6075 1819707 14.37% 8597 6534 -33723.7381 667 -31822.5247 -36395.6075 1849227 14.37% 8885 6814 -32959.8267 613 -31822.5247 -36395.6075 1884835 14.37% 9188 7100 -35553.2236 781 -31822.5247 -36382.7402 1931100 14.33% 9236 7148 -35218.5290 754 -31822.5247 -36382.7402 1940472 14.33% 9300 7208 -35031.7344 737 -31822.5247 -36382.7402 1951786 14.33% Elapsed time = 251.66 sec. (79160.83 ticks, tree = 206.45 MB, solutions = 16) Nodefile size = 72.61 MB (62.52 MB after compression) 9412 7314 -34605.0006 709 -31822.5247 -36382.7402 1972744 14.33% 9540 7442 -33762.1572 594 -31822.5247 -36382.7402 1991960 14.33% 9899 7801 -33518.3550 581 -31822.5247 -36382.7402 2036002 14.33% 10208 8082 -35726.0484 774 -31822.5247 -36382.7402 2069921 14.33% 10475 8337 -35407.5454 744 -31822.5247 -36382.7402 2113784 14.33% 10711 8573 -34291.0367 677 -31822.5247 -36382.7402 2144385 14.33% 10885 8743 -34210.3600 754 -31822.5247 -36382.7402 2166232 14.33% 11439 9287 -36308.2531 791 -31822.5247 -36377.4958 2228111 14.31% 11599 9437 -35536.1930 760 -31822.5247 -36377.4958 2253195 14.31% 11815 9642 -34668.3705 691 -31822.5247 -36377.4958 2285161 14.31% Elapsed time = 281.69 sec. (89007.88 ticks, tree = 289.33 MB, solutions = 16) Nodefile size = 152.39 MB (132.61 MB after compression) 12088 9911 -33956.2932 775 -31822.5247 -36377.4958 2323369 14.31% 12360 10179 -33257.6234 734 -31822.5247 -36377.4958 2361207 14.31% 12728 10543 -32333.7920 691 -31822.5247 -36377.4958 2401639 14.31% 13016 10809 -33704.2080 662 -31822.5247 -36377.4958 2441373 14.31% 13102 10893 -35727.2671 738 -31822.5247 -36375.8445 2459442 14.31% 13198 10989 -34646.5401 645 -31822.5247 -36375.8445 2475533 14.31% 13422 11209 -33190.5583 549 -31822.5247 -36375.8445 2504086 14.31% 13665 11442 -32540.6737 476 -31822.5247 -36375.8445 2538469 14.31% 13857 11628 -36347.0246 808 -31822.5247 -36375.8445 2560965 14.31% 14312 12059 -33013.8415 636 -31822.5247 -36375.3369 2616306 14.31% Elapsed time = 316.92 sec. (99262.46 ticks, tree = 407.29 MB, solutions = 16) Nodefile size = 272.45 MB (239.29 MB after compression) 14468 12215 -34870.3165 668 -31822.5247 -36375.3369 2638627 14.31% 14540 12281 -34410.5095 679 -31822.5247 -36375.3369 2651239 14.31% 14692 12429 -33813.9601 651 -31822.5247 -36375.3369 2678355 14.31% 14821 12558 -34843.2070 673 -31822.5247 -36375.3369 2701589 14.31% 15032 12762 -34926.2657 741 -31822.5247 -36375.3369 2733239 14.31% 15192 12916 -34436.4014 712 -31822.5247 -36375.3369 2764489 14.31% 15750 13445 -35845.5867 763 -31822.5247 -36374.3647 2855014 14.30% 15893 13570 -35128.9732 726 -31822.5247 -36374.3647 2878349 14.30% 16054 13729 -34497.8289 728 -31822.5247 -36374.3647 2904557 14.30%
After few hours, the nodefile size is as high as 97GB.
Also, should the solve time reduce considerably as I am solving only with a fraction of the original variables, though the generated columns has a high chance of being in the optimal solution.
What could be the issue?
Regards,
Vivek.
#CPLEXOptimizers#DecisionOptimization