Decision Optimization

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  • 1.  problem of parameter setting

    Posted 07/26/12 02:00 PM

    Originally posted by: Sothea


    Dear all,

    I tried to set some parameters of cplex as below:

    options = cplexoptimset('cplex');
    options.threads=5;
    options. parallel=-1;
    options. feasopt.tolerance=10;
    options.mip.interval=50;
    options.mip.limits.cutpasses=-1;
    options.mip.strategy.file = 3;
    options.mip.tolerances.mipgap=0.01;
    options.mip.tolerances.absmipgap=0.01;
    options.mip.strategy.presolvenode=2;
    options.mip.strategy.probe=3;
    options.mip.strategy.variableselect=4;
    options.diagnostics = 'on';
    options.exportmodel = 'miqp_m2010.sav';
    I got the error message like this:

    ??? Error using ==> cplexmiqp at 335
    Reference to non-existent field 'Name'.

    Error in ==> gignac_miqp_m2010_test at 1100
    x,obj,exitflag,output]=cplexmiqp(H,f,Aineq,bineq,Aeq,beq,[,],[,lb,ub,ctype,[],options);

    Then i change options.diagnostics = 'on' into options.Diagnostics = 'on', there is no error message. The program run normally but when i check the result, it seems some parameters doesn't affect to calculating, such as options.threads, options.mip.interval, options.mip.tolerances.mipgap,...I mean it still use defaut parameter. the result is below:

    Tried aggregator 1 time.
    MIQP Presolve eliminated 974 rows and 356 columns.
    MIQP Presolve modified 1268 coefficients.
    Reduced MIQP has 760 rows, 349 columns, and 2914 nonzeros.
    Reduced MIQP has 143 binaries, 206 generals, 0 SOSs, and 0 indicators.
    Reduced MIQP objective Q matrix has 27 nonzeros.
    Presolve time = 0.00 sec.
    Probing fixed 4 vars, tightened 10 bounds.
    Probing time = 0.02 sec.
    Clique table members: 516.
    MIP emphasis: balance optimality and feasibility.
    MIP search method: dynamic search.
    Parallel mode: deterministic, using up to 8 threads.
    Root relaxation solution time = 0.05 sec.

    Nodes Cuts/
    Node Left Objective IInf Best Integer Best Bound ItCnt Gap

    0 0 -2.3964 186 -2.3964 30
    0 0 -2.3823 186 Cuts: 185 986
    0 0 -2.3780 205 Cuts: 115 1662
    0 0 -2.3740 206 Cuts: 89 2054
    0 0 -2.3731 211 Cuts: 74 2291
    0 0 -2.3713 215 Cuts: 84 2561
    0 0 -2.3681 218 Cuts: 64 3401
    0 0 -2.3677 226 Cuts: 65 3883
    0 0 -2.3675 229 Cuts: 66 4124
    0 0 -2.3672 230 Cuts: 42 4367
    0 0 -2.3667 229 Cuts: 42 4800
    0 0 -2.3660 233 Cuts: 60 5018
    0 0 -2.3660 232 Cuts: 48 5090
    0 2 -2.3660 232 -2.3660 5090
    Elapsed real time = 0.69 sec. (tree size = 0.01 MB, solutions = 0)
    1 3 -2.3321 218 -2.3660 5921
    4 4 -2.3620 218 -2.3660 5998
    6 6 -2.3609 212 -2.3654 6323
    9 9 -2.3253 214 -2.3654 6516
    10 10 -2.3151 204 -2.3654 6845
    14 14 -2.3050 215 -2.3654 7615
    16 16 -2.3472 211 -2.3654 8676
    21 21 -2.3139 206 -2.3654 10255
    28 28 -2.3139 206 -2.3654 11744
    52 52 -2.3036 200 -2.3654 14188
    Elapsed real time = 4.87 sec. (tree size = 0.01 MB, solutions = 0)
    76 76 -2.3029 189 -2.3654 17811
    111 106 -2.3417 177 -2.3654 25263
    146 133 -2.2701 165 -2.3654 31150
    180 166 -2.2562 188 -2.3654 34812
    222 199 -2.2517 156 -2.3654 43183
    258 235 -2.2456 131 -2.3654 48838
    300 277 -2.3160 182 -2.3654 54879
    349 316 -2.1919 111 -2.3654 60319
    408 353 -2.3062 175 -2.3654 68412
    469 413 -2.1678 155 -2.3654 75250
    Elapsed real time = 18.64 sec. (tree size = 0.10 MB, solutions = 0)
    526 454 -2.3442 216 -2.3624 81611
    580 494 -2.3267 192 -2.3624 89857
    638 542 -2.3049 167 -2.3624 102372
    729 613 -2.3395 181 -2.3590 116337
    855 678 -2.3336 196 -2.3581 135139
    1043 795 -2.2987 168 -2.3517 157592
    1659 1177 -2.3288 183 -2.3440 208248
    2366 1616 -2.3134 152 -2.3395 284665
    2986 1978 -2.3028 208 -2.3375 354014
    • 3377 2210 integral 0 -1.9474 -2.3375 403549 20.03%
    Elapsed real time = 33.59 sec. (tree size = 0.96 MB, solutions = 0)
    3924 2504 -2.2552 115 -1.9474 -2.3342 459760 19.86%
    4784 2967 -2.3191 160 -1.9474 -2.3317 566313 19.73%
    • 5350 3278 integral 0 -1.9522 -2.3307 640394 19.39%
    • 5662+ 3453 -2.0273 -2.3288 674502 14.87%
    5945 3552 -2.2685 150 -2.0273 -2.3272 711613 14.79%
    • 6341+ 3786 -2.0361 -2.3272 753828 14.30%
    6953 4092 -2.2654 106 -2.0361 -2.3259 818350 14.23%
    8214 4846 infeasible -2.0361 -2.3228 943701 14.09%
    • 8720 5152 integral 0 -2.1156 -2.3228 987823 9.80%
    • 9547+ 5334 -2.1221 -2.3218 1062194 9.41%
    9645 5406 -2.3145 175 -2.1221 -2.3218 1069643 9.41%
    • 9668+ 5415 -2.1221 -2.3218 1070996 9.41%
    11186 6305 -2.3169 193 -2.1221 -2.3201 1192788 9.33%
    • 12035 6775 integral 0 -2.2806 -2.3201 1257117 1.73%
    Elapsed real time = 47.64 sec. (tree size = 3.20 MB, solutions = 7)
    • 12176 6809 integral 0 -2.2811 -2.3201 1264269 1.71%
    • 12359+ 2907 -2.2818 -2.3189 1276874 1.63%
    • 12361+ 2905 -2.2818 -2.3189 1276982 1.63%
    13046 3104 -2.3103 75 -2.2818 -2.3189 1338134 1.63%
    14259 3419 -2.2952 190 -2.2818 -2.3171 1446200 1.55%
    15320 3579 -2.2935 144 -2.2818 -2.3145 1553165 1.43%
    16853 3815 cutoff -2.2818 -2.3131 1680598 1.37%
    17942 3888 -2.2907 204 -2.2818 -2.3099 1773305 1.23%
    19430 4032 -2.2953 203 -2.2818 -2.3075 1899241 1.13%
    20753 4006 cutoff -2.2818 -2.3054 2009444 1.03%
    22062 3876 cutoff -2.2818 -2.3032 2107330 0.94%
    23631 3585 -2.2938 132 -2.2818 -2.3011 2216606 0.85%
    Elapsed real time = 63.62 sec. (tree size = 1.84 MB, solutions = 9)
    25066 3195 -2.2857 194 -2.2818 -2.2982 2322237 0.72%
    26739 2594 -2.2912 170 -2.2818 -2.2952 2420386 0.59%
    • 28621 1543 integral 0 -2.2827 -2.2920 2507783 0.41%
    • 29725+ 714 -2.2827 -2.2920 2543480 0.41%
    Clique cuts applied: 33
    Implied bound cuts applied: 1177
    Flow cuts applied: 7
    Mixed integer rounding cuts applied: 49
    Zero-half cuts applied: 26
    Gomory fractional cuts applied: 3

    Root node processing (before b&c):
    Real time = 0.55
    Parallel b&c, 8 threads:
    Real time = 69.42
    Sync time (average) = 0.02
    Wait time (average) = 0.01

    Total (root+branch&cut) = 69.97 sec.

    output =

    cplexstatus: 102
    cplexstatusstring: 'integer optimal, tolerance'
    iterations: 2549318
    algorithm: 12
    time: 69.966
    message: 'Solution with numerical issues'

    Anyone know this problem? and what the message 'Solution with numerical issues' mean?

    Thanks,
    Sothea
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: problem of parameter setting

    Posted 07/31/12 05:45 PM

    Originally posted by: EdKlotz


    > Sothea wrote:
    > Dear all,
    >
    > I tried to set some parameters of cplex as below:
    >
    > options = cplexoptimset('cplex');
    > options.threads=5;
    > options. parallel=-1;
    > options. feasopt.tolerance=10;

    It looks like you have a space between options. and the subsequent parameter
    setting in the last two lines above.

    > options.mip.interval=50;
    > options.mip.limits.cutpasses=-1;
    > options.mip.strategy.file = 3;
    > options.mip.tolerances.mipgap=0.01;
    > options.mip.tolerances.absmipgap=0.01;
    > options.mip.strategy.presolvenode=2;
    > options.mip.strategy.probe=3;
    > options.mip.strategy.variableselect=4;
    > options.diagnostics = 'on';
    > options.exportmodel = 'miqp_m2010.sav';
    >
    >
    > I got the error message like this:
    >
    > ??? Error using ==> cplexmiqp at 335
    > Reference to non-existent field 'Name'.

    This sounds like you have some sort of bogus parameter name. Hopefully getting
    rid of the blank spaces mentioned above will resolve this.
    >
    > Error in ==> gignac_miqp_m2010_test at 1100
    > x,obj,exitflag,output]=cplexmiqp(H,f,Aineq,bineq,Aeq,beq,[,],[,lb,ub,ctype,[],options);
    >
    > Then i change options.diagnostics = 'on' into options.Diagnostics = 'on',
    > there is no error message.

    I'm surprised; actually I would expect the opposite, as the documentation indicates that Diagnostics, not diagnostics, is the correct setting.

    > The program run normally but when i check the result, it seems some parameters > doesn't affect to calculating, such as options.threads, options.mip.interval, >options.mip.tolerances.mipgap,...I mean it still use defaut parameter. the > result is below:
    >
    > Tried aggregator 1 time.
    > MIQP Presolve eliminated 974 rows and 356 columns.
    > MIQP Presolve modified 1268 coefficients.
    > Reduced MIQP has 760 rows, 349 columns, and 2914 nonzeros.
    > Reduced MIQP has 143 binaries, 206 generals, 0 SOSs, and 0 indicators.
    > Reduced MIQP objective Q matrix has 27 nonzeros.
    > Presolve time = 0.00 sec.
    > Probing fixed 4 vars, tightened 10 bounds.
    > Probing time = 0.02 sec.
    > Clique table members: 516.
    > MIP emphasis: balance optimality and feasibility.
    > MIP search method: dynamic search.
    > Parallel mode: deterministic, using up to 8 threads.
    > Root relaxation solution time = 0.05 sec.
    >
    > Nodes Cuts/
    > Node Left Objective IInf Best Integer Best Bound ItCnt Gap
    >
    > 0 0 -2.3964 186 -2.3964 30
    > 0 0 -2.3823 186 Cuts: 185 986
    > 0 0 -2.3780 205 Cuts: 115 1662
    > 0 0 -2.3740 206 Cuts: 89 2054
    > 0 0 -2.3731 211 Cuts: 74 2291
    > 0 0 -2.3713 215 Cuts: 84 2561
    > 0 0 -2.3681 218 Cuts: 64 3401
    > 0 0 -2.3677 226 Cuts: 65 3883
    > 0 0 -2.3675 229 Cuts: 66 4124
    > 0 0 -2.3672 230 Cuts: 42 4367
    > 0 0 -2.3667 229 Cuts: 42 4800
    > 0 0 -2.3660 233 Cuts: 60 5018
    > 0 0 -2.3660 232 Cuts: 48 5090
    > 0 2 -2.3660 232 -2.3660 5090
    > Elapsed real time = 0.69 sec. (tree size = 0.01 MB, solutions = 0)
    > 1 3 -2.3321 218 -2.3660 5921
    > 4 4 -2.3620 218 -2.3660 5998
    > 6 6 -2.3609 212 -2.3654 6323
    > 9 9 -2.3253 214 -2.3654 6516
    > 10 10 -2.3151 204 -2.3654 6845
    > 14 14 -2.3050 215 -2.3654 7615
    > 16 16 -2.3472 211 -2.3654 8676
    > 21 21 -2.3139 206 -2.3654 10255
    > 28 28 -2.3139 206 -2.3654 11744
    > 52 52 -2.3036 200 -2.3654 14188
    > Elapsed real time = 4.87 sec. (tree size = 0.01 MB, solutions = 0)
    > 76 76 -2.3029 189 -2.3654 17811
    > 111 106 -2.3417 177 -2.3654 25263
    > 146 133 -2.2701 165 -2.3654 31150
    > 180 166 -2.2562 188 -2.3654 34812
    > 222 199 -2.2517 156 -2.3654 43183
    > 258 235 -2.2456 131 -2.3654 48838
    > 300 277 -2.3160 182 -2.3654 54879
    > 349 316 -2.1919 111 -2.3654 60319
    > 408 353 -2.3062 175 -2.3654 68412
    > 469 413 -2.1678 155 -2.3654 75250
    > Elapsed real time = 18.64 sec. (tree size = 0.10 MB, solutions = 0)
    > 526 454 -2.3442 216 -2.3624 81611
    > 580 494 -2.3267 192 -2.3624 89857
    > 638 542 -2.3049 167 -2.3624 102372
    > 729 613 -2.3395 181 -2.3590 116337
    > 855 678 -2.3336 196 -2.3581 135139
    > 1043 795 -2.2987 168 -2.3517 157592
    > 1659 1177 -2.3288 183 -2.3440 208248
    > 2366 1616 -2.3134 152 -2.3395 284665
    > 2986 1978 -2.3028 208 -2.3375 354014
    > * 3377 2210 integral 0 -1.9474 -2.3375 403549 20.03%
    > Elapsed real time = 33.59 sec. (tree size = 0.96 MB, solutions = 0)
    > 3924 2504 -2.2552 115 -1.9474 -2.3342 459760 19.86%
    > 4784 2967 -2.3191 160 -1.9474 -2.3317 566313 19.73%
    > * 5350 3278 integral 0 -1.9522 -2.3307 640394 19.39%
    > * 5662+ 3453 -2.0273 -2.3288 674502 14.87%
    > 5945 3552 -2.2685 150 -2.0273 -2.3272 711613 14.79%
    > * 6341+ 3786 -2.0361 -2.3272 753828 14.30%
    > 6953 4092 -2.2654 106 -2.0361 -2.3259 818350 14.23%
    > 8214 4846 infeasible -2.0361 -2.3228 943701 14.09%
    > * 8720 5152 integral 0 -2.1156 -2.3228 987823 9.80%
    > * 9547+ 5334 -2.1221 -2.3218 1062194 9.41%
    > 9645 5406 -2.3145 175 -2.1221 -2.3218 1069643 9.41%
    > * 9668+ 5415 -2.1221 -2.3218 1070996 9.41%
    > 11186 6305 -2.3169 193 -2.1221 -2.3201 1192788 9.33%
    > * 12035 6775 integral 0 -2.2806 -2.3201 1257117 1.73%
    > Elapsed real time = 47.64 sec. (tree size = 3.20 MB, solutions = 7)
    > * 12176 6809 integral 0 -2.2811 -2.3201 1264269 1.71%
    > * 12359+ 2907 -2.2818 -2.3189 1276874 1.63%
    > * 12361+ 2905 -2.2818 -2.3189 1276982 1.63%
    > 13046 3104 -2.3103 75 -2.2818 -2.3189 1338134 1.63%
    > 14259 3419 -2.2952 190 -2.2818 -2.3171 1446200 1.55%
    > 15320 3579 -2.2935 144 -2.2818 -2.3145 1553165 1.43%
    > 16853 3815 cutoff -2.2818 -2.3131 1680598 1.37%
    > 17942 3888 -2.2907 204 -2.2818 -2.3099 1773305 1.23%
    > 19430 4032 -2.2953 203 -2.2818 -2.3075 1899241 1.13%
    > 20753 4006 cutoff -2.2818 -2.3054 2009444 1.03%
    > 22062 3876 cutoff -2.2818 -2.3032 2107330 0.94%
    > 23631 3585 -2.2938 132 -2.2818 -2.3011 2216606 0.85%
    > Elapsed real time = 63.62 sec. (tree size = 1.84 MB, solutions = 9)
    > 25066 3195 -2.2857 194 -2.2818 -2.2982 2322237 0.72%
    > 26739 2594 -2.2912 170 -2.2818 -2.2952 2420386 0.59%
    > * 28621 1543 integral 0 -2.2827 -2.2920 2507783 0.41%
    > * 29725+ 714 -2.2827 -2.2920 2543480 0.41%
    > Clique cuts applied: 33
    > Implied bound cuts applied: 1177
    > Flow cuts applied: 7
    > Mixed integer rounding cuts applied: 49
    > Zero-half cuts applied: 26
    > Gomory fractional cuts applied: 3
    >
    > Root node processing (before b&c):
    > Real time = 0.55
    > Parallel b&c, 8 threads:
    > Real time = 69.42
    > Sync time (average) = 0.02
    > Wait time (average) = 0.01
    >
    > Total (root+branch&cut) = 69.97 sec.
    >
    > output =
    >
    > cplexstatus: 102
    > cplexstatusstring: 'integer optimal, tolerance'
    > iterations: 2549318
    > algorithm: 12
    > time: 69.966
    > message: 'Solution with numerical issues'
    >
    >
    >
    > Anyone know this problem?

    I agree that the output indicates that the optimizer did not receive some
    or all of your parameter settings. Try fixing the problem with the blank
    spaces mentioned above, if that exists in your script rather than occurring
    when you posted to this forum. Otherwise, send another post, and I'll try
    to reproduce the problem. In that case, be sure to post the versions of
    CPLEX and MATLAB you are using, as well as the operating system.

    > and what the message 'Solution with numerical issues' mean?

    This means CPLEX found an optimal solution, but it had unscaled infeasibilities.
    See http://www-01.ibm.com/support/docview.wss?uid=swg21399939 for more info
    about the cause of the issue, and http://www-01.ibm.com/support/docview.wss?uid=swg21399993 for some possible remedies.
    >
    > Thanks,
    > Sothea
    #CPLEXOptimizers
    #DecisionOptimization