Decision Optimization

Originally posted by: alena20

Hello dear cplex community,

I have a MILP with million of vars and constraints. All vrs are float,  except  few (up to 10-15) boolean variables. Due to the size, i resolve the problem by fixing the value of each boolean variable to 1 and the rest to 0 (at the end the sum of my boolean vars should be 1). And then i just verify if the solution exists. It goes pretty fast and so much faster than to launch the problem with normal unfixed vars. Then I would like to pursue a sensitivity analysis, and therefore would need to relax my boolean vars to float type and do the same procedure by fixing the values. And here the problem comes: it takes just unacceptably a lot time for me to solve it. So here is the question:   why?

I can put the whole code if needed, but it is huge and with several headers. Here is just par of the code when i make it with booleans:

..........................

IloBoolVarArray  xSpeed(env,  nbSpeeds);

........................

while (cplex.getStatus()!=IloAlgorithm::Optimal and spd < nbSpeeds){ So i am doing the verification with a loop till i get a solution
        for (v=0; v < nbSpeeds; v++) { /
                  xSpeed[v].setUb(0);
                  xSpeed[v].setLb(0);
                 }
        xSpeed[spd].setUb(1);
        xSpeed[spd].setLb(1);
        cplex.exportModel ("opti2080_mod.lp");
        cplex.solve();
        spd++ ;
            if (cplex.solve ())

....................................................

Then i do the same, just change the type of variable inthe beginning for IloNumVarArray.

Would be so grateful for your help guys !

Regards, Alena

First of all, have you considered using IloCplex::solveFixed after cplex.solve() returns for the MIP? This will solve the LP that results from fixing all integer variables to the optimal solution and will allow you to perform queries that are only allowed for LPs (for example duals).

Why the second loop (with all variables continuous) is slower than the first is hard to tell. One reason could be that MIP presolve is more effective than LP presolve on your models. Can you compare sizes of the presolved models in first and second loop (the sizes are printed in the CPLEX log)? Could you post the CPLEX log output for the first and the second loop here?

Originally posted by: alena20

Hello DanielJunglas. Thank you for the promt reply.  IloCplex::solveFixed  seems to do the job. However i am curious, why there is such a difference in the solving process for two basically identical problems. Time is 15 min for boolean and 11 hours for continous variables. Besides now i see, that it also gives different results !  How is it anyway possible ? Thank you in advance!  Alena

Here is the  the output for the boolean variables:

Row 'cteActiThreshold' infeasible, all entries at implied bounds.
Presolve time = 2.33 sec. (788.15 ticks)
 No Solution found
Problem is Infeasible: try the IIS fonctionalities
Row 'cteActiThreshold' infeasible, all entries at implied bounds.
Presolve time = 2.37 sec. (780.19 ticks)
 No Solution found
Problem is Infeasible: try the IIS fonctionalities
Tried aggregator 2 times.
MIP Presolve eliminated 1194737 rows and 361087 columns.
Aggregator did 472496 substitutions.
Reduced MIP has 2688 rows, 2608 columns, and 104214 nonzeros.
Reduced MIP has 0 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 4.40 sec. (2164.19 ticks)
Tried aggregator 1 time.
Reduced MIP has 2688 rows, 2608 columns, and 104214 nonzeros.
Reduced MIP has 0 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.05 sec. (34.97 ticks)
MIP emphasis: integer feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 16 threads.
 No Solution found
Problem is Infeasible: try the IIS fonctionalities
Tried aggregator 2 times.
MIP Presolve eliminated 1207311 rows and 373605 columns.
Aggregator did 459978 substitutions.
Reduced MIP has 2632 rows, 2608 columns, and 55609 nonzeros.
Reduced MIP has 0 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 4.30 sec. (2036.00 ticks)
Tried aggregator 1 time.
Reduced MIP has 2632 rows, 2608 columns, and 55609 nonzeros.
Reduced MIP has 0 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.04 sec. (26.08 ticks)
MIP emphasis: integer feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 16 threads.
 No Solution found
Problem is Infeasible: try the IIS fonctionalities
Tried aggregator 2 times.
MIP Presolve eliminated 1242739 rows and 409018 columns.
Aggregator did 424565 substitutions.
Reduced MIP has 2617 rows, 2608 columns, and 44748 nonzeros.
Reduced MIP has 0 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 3.60 sec. (1996.81 ticks)
Tried aggregator 1 time.
Reduced MIP has 2617 rows, 2608 columns, and 44748 nonzeros.
Reduced MIP has 0 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.03 sec. (24.01 ticks)
MIP emphasis: integer feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 16 threads.

Node log . . .
Best integer =   6.500000e+01  Node =       0  Best node =   6.500000e+01
 Optimal Solution Found. Minimum Speed:65
 

.And this is one for continous variables:

Parallel mode: deterministic, using up to 16 threads for concurrent optimization.
Tried aggregator 1 time.
LP Presolve eliminated 1302144 rows and 468974 columns.
Aggregator did 364609 substitutions.
Reduced LP has 3168 rows, 2608 columns, and 380969 nonzeros.
Presolve time = 2.74 sec. (1146.86 ticks)
Initializing dual steep norms . . .

Iteration log . . .
Iteration:     1   Dual objective     =            45.000000
Perturbation started.
Iteration:   101   Dual objective     =            45.000000
Removing perturbation.
Reinitializing dual norms . . .

Iteration log . . .
Iteration:     1   Dual objective     =            45.000000
Perturbation started.
Iteration:   101   Dual objective     =            45.000000
Iteration:   755   Dual objective     =            45.190689
Iteration:  1478   Dual objective     =            45.197699
Elapsed time = 23.84 sec. (10008.56 ticks, 2382 iterations)
Iteration:  2504   Dual objective     =            45.209702
Iteration:  2742   Dual objective     =            45.212490
Elapsed time = 49.08 sec. (20314.56 ticks, 3521 iterations)
Iteration:  3521   Dual objective     =            45.224268
Iteration:  3679   Dual objective     =            45.225565
Iteration:  4111   Dual objective     =            45.229335
Iteration:  5045   Dual objective     =            45.236616
Iteration:  6022   Dual objective     =            45.242976
Iteration:  7108   Dual objective     =            45.258210
Elapsed time = 92.28 sec. (30314.78 ticks, 7396 iterations)
Iteration:  7678   Dual objective     =            45.263553
Iteration:  8978   Dual objective     =            45.275665
Iteration:  9623   Dual objective     =            45.285302
Iteration: 10842   Dual objective     =            45.295768
Elapsed time = 170.22 sec. (40357.97 ticks, 11212 iterations)
Iteration: 11594   Dual objective     =            45.302051
Iteration: 12007   Dual objective     =            45.304958
Iteration: 13016   Dual objective     =            45.311296
Iteration: 13705   Dual objective     =            45.316645
Elapsed time = 245.21 sec. (50359.34 ticks, 13795 iterations)
Iteration: 14945   Dual objective     =            45.326924
Elapsed time = 330.71 sec. (60461.85 ticks, 15900 iterations)
Iteration: 15900   Dual objective     =            45.331030
Iteration: 16820   Dual objective     =            45.334807
Iteration: 17796   Dual objective     =            45.341874
Elapsed time = 420.03 sec. (70464.39 ticks, 18332 iterations)
Iteration: 18372   Dual objective     =            45.348552
Iteration: 19481   Dual objective     =            45.354923
Iteration: 20164   Dual objective     =            45.358586
Elapsed time = 500.59 sec. (80466.63 ticks, 20371 iterations)
Iteration: 20673   Dual objective     =            45.368102
Iteration: 21793   Dual objective     =            45.376904
Elapsed time = 575.56 sec. (90468.37 ticks, 22026 iterations)
Iteration: 22753   Dual objective     =            45.383595
Iteration: 23434   Dual objective     =            45.391088
Elapsed time = 655.92 sec. (100579.54 ticks, 24335 iterations)
Iteration: 24335   Dual objective     =            45.396866
Iteration: 25039   Dual objective     =            45.400847
Iteration: 25997   Dual objective     =            45.404976
Elapsed time = 750.25 sec. (110584.14 ticks, 26293 iterations)
Iteration: 26905   Dual objective     =            45.408410
Iteration: 27849   Dual objective     =            45.412805
Elapsed time = 841.87 sec. (120585.48 ticks, 27924 iterations)
Iteration: 28656   Dual objective     =            45.420501
Iteration: 29680   Dual objective     =            45.426177
Elapsed time = 930.11 sec. (130586.00 ticks, 29950 iterations)
Iteration: 30245   Dual objective     =            45.428767
Iteration: 30993   Dual objective     =            45.434248
Elapsed time = 1011.26 sec. (140587.35 ticks, 31882 iterations)
Iteration: 32067   Dual objective     =            45.440776
Iteration: 32612   Dual objective     =            45.446578
Elapsed time = 1094.78 sec. (150588.15 ticks, 33482 iterations)
Iteration: 33769   Dual objective     =            45.452371
Iteration: 34665   Dual objective     =            45.457739
Elapsed time = 1181.95 sec. (160588.60 ticks, 35054 iterations)
Iteration: 35654   Dual objective     =            45.463045
Iteration: 36249   Dual objective     =            45.464877
Elapsed time = 1260.37 sec. (170632.82 ticks, 36481 iterations)
Iteration: 36691   Dual objective     =            45.469559
Iteration: 37736   Dual objective     =            45.474422
Elapsed time = 1332.16 sec. (180637.93 ticks, 38574 iterations)
Iteration: 38850   Dual objective     =            45.477747
Iteration: 39584   Dual objective     =            45.481989
Elapsed time = 1402.56 sec. (190639.10 ticks, 40423 iterations)
Iteration: 40542   Dual objective     =            45.487461
Iteration: 41448   Dual objective     =            45.490753
Elapsed time = 1484.80 sec. (200641.05 ticks, 42091 iterations)
Iteration: 42352   Dual objective     =            45.493848
Iteration: 43216   Dual objective     =            45.499390
Elapsed time = 1562.64 sec. (210647.14 ticks, 43835 iterations)
Iteration: 44332   Dual objective     =            45.506969
Iteration: 44902   Dual objective     =            45.509494
Elapsed time = 1635.79 sec. (221044.84 ticks, 45726 iterations)
Iteration: 45726   Dual objective     =            45.514042
Iteration: 46809   Dual objective     =            45.518031
Iteration: 47523   Dual objective     =            45.522072
Elapsed time = 1708.55 sec. (231045.04 ticks, 48232 iterations)
Iteration: 48506   Dual objective     =            45.529601
Iteration: 49495   Dual objective     =            45.532710
Iteration: 49778   Dual objective     =            45.533852
Elapsed time = 1773.25 sec. (241045.04 ticks, 50483 iterations)
Iteration: 50954   Dual objective     =            45.543824
Iteration: 51929   Dual objective     =            45.547178
Elapsed time = 1845.52 sec. (251046.56 ticks, 52342 iterations)
Iteration: 52391   Dual objective     =            45.551917
Elapsed time = 1919.04 sec. (261065.01 ticks, 53156 iterations)
Iteration: 53485   Dual objective     =            45.564737
Elapsed time = 1984.82 sec. (271065.45 ticks, 54237 iterations)
Iteration: 54409   Dual objective     =            45.567054
Iteration: 55062   Dual objective     =            45.568714
Elapsed time = 2055.63 sec. (281069.64 ticks, 55759 iterations)
Iteration: 55819   Dual objective     =            45.577073
Iteration: 56837   Dual objective     =            45.583746
Elapsed time = 2133.19 sec. (291073.23 ticks, 57576 iterations)
Iteration: 57659   Dual objective     =            45.587561
Iteration: 58664   Dual objective     =            45.608621
Iteration: 59018   Dual objective     =            45.610274
Elapsed time = 2200.08 sec. (301075.67 ticks, 59383 iterations)
Iteration: 60041   Dual objective     =            45.616421
Iteration: 60336   Dual objective     =            45.619755
Elapsed time = 2271.42 sec. (311085.30 ticks, 60994 iterations)
Iteration: 61534   Dual objective     =            45.632758
Elapsed time = 2343.46 sec. (321088.21 ticks, 62180 iterations)
Iteration: 62190   Dual objective     =            45.635414
Iteration: 63354   Dual objective     =            45.655826
Elapsed time = 2432.34 sec. (331091.41 ticks, 63572 iterations)
Iteration: 63750   Dual objective     =            45.664266
Elapsed time = 2506.23 sec. (341100.04 ticks, 64556 iterations)
Iteration: 64802   Dual objective     =            45.697082
Elapsed time = 2561.69 sec. (351105.73 ticks, 65521 iterations)
Iteration: 65789   Dual objective     =            45.705202
Iteration: 66721   Dual objective     =            45.709385
Elapsed time = 2630.22 sec. (361116.39 ticks, 67246 iterations)
Iteration: 67278   Dual objective     =            45.743213
Elapsed time = 2670.28 sec. (371128.98 ticks, 67884 iterations)
Iteration: 68202   Dual objective     =            45.749496
Elapsed time = 2707.53 sec. (381146.19 ticks, 68450 iterations)
Elapsed time = 2748.70 sec. (391157.35 ticks, 69019 iterations)
Iteration: 69176   Dual objective     =            45.765520
Elapsed time = 2785.42 sec. (401162.41 ticks, 69565 iterations)
Elapsed time = 2820.16 sec. (411178.49 ticks, 70011 iterations)
Iteration: 70110   Dual objective     =            45.768134
Elapsed time = 2855.47 sec. (421185.34 ticks, 70528 iterations)
Elapsed time = 2892.10 sec. (431661.62 ticks, 71023 iterations)
Iteration: 71023   Dual objective     =            45.770070
Elapsed time = 2934.63 sec. (441682.80 ticks, 71710 iterations)
Iteration: 71940   Dual objective     =            45.772801
Elapsed time = 2969.57 sec. (451692.12 ticks, 72168 iterations)
Elapsed time = 3005.40 sec. (461702.73 ticks, 72719 iterations)
Iteration: 72898   Dual objective     =            45.774661
Elapsed time = 3041.11 sec. (471719.58 ticks, 73212 iterations)
Elapsed time = 3081.33 sec. (481880.32 ticks, 73755 iterations)
Iteration: 73755   Dual objective     =            45.775998
Elapsed time = 3115.85 sec. (491889.77 ticks, 74219 iterations)
Iteration: 74635   Dual objective     =            45.777358
Elapsed time = 3150.01 sec. (501902.64 ticks, 74638 iterations)
Elapsed time = 3184.04 sec. (511907.01 ticks, 75109 iterations)
Iteration: 75493   Dual objective     =            45.778078
Elapsed time = 3218.16 sec. (521908.28 ticks, 75650 iterations)
Elapsed time = 3257.02 sec. (531909.48 ticks, 76243 iterations)
Iteration: 76460   Dual objective     =            45.779674
Elapsed time = 3291.17 sec. (541913.67 ticks, 76687 iterations)
Elapsed time = 3324.93 sec. (551922.47 ticks, 77142 iterations)
Iteration: 77373   Dual objective     =            45.780688
Elapsed time = 3358.90 sec. (561924.96 ticks, 77561 iterations)
Elapsed time = 3393.03 sec. (571936.61 ticks, 78034 iterations)
Iteration: 78279   Dual objective     =            45.782194
Elapsed time = 3427.66 sec. (581937.51 ticks, 78460 iterations)
Elapsed time = 3471.75 sec. (591941.49 ticks, 79136 iterations)
Iteration: 79223   Dual objective     =            45.784338
Elapsed time = 3508.56 sec. (601964.98 ticks, 79593 iterations)
Elapsed time = 3543.12 sec. (611973.77 ticks, 80051 iterations)
Iteration: 80109   Dual objective     =            45.786469
Elapsed time = 3577.38 sec. (621980.92 ticks, 80486 iterations)
Elapsed time = 3611.97 sec. (632006.93 ticks, 80984 iterations)
Iteration: 81076   Dual objective     =            45.787860
Elapsed time = 3646.22 sec. (642017.86 ticks, 81427 iterations)
Iteration: 81852   Dual objective     =            45.792087
Elapsed time = 3685.17 sec. (652024.00 ticks, 82041 iterations)
Elapsed time = 3724.88 sec. (662024.60 ticks, 82591 iterations)
Iteration: 82731   Dual objective     =            45.793509
Elapsed time = 3759.84 sec. (672032.83 ticks, 83018 iterations)
Elapsed time = 3793.83 sec. (682039.52 ticks, 83458 iterations)
Iteration: 83636   Dual objective     =            45.797113
Elapsed time = 3828.29 sec. (692046.90 ticks, 83913 iterations)
Elapsed time = 3861.80 sec. (702054.37 ticks, 84383 iterations)
Iteration: 84547   Dual objective     =            45.799342
Elapsed time = 3896.74 sec. (712057.29 ticks, 84891 iterations)
Elapsed time = 3934.41 sec. (722066.66 ticks, 85431 iterations)
Iteration: 85500   Dual objective     =            45.802499
Elapsed time = 3969.70 sec. (732069.26 ticks, 85865 iterations)
Elapsed time = 4005.94 sec. (742082.14 ticks, 86289 iterations)
Iteration: 86400   Dual objective     =            45.805678
Elapsed time = 4041.83 sec. (752098.35 ticks, 86779 iterations)
Elapsed time = 4075.77 sec. (762100.86 ticks, 87225 iterations)
Iteration: 87373   Dual objective     =            45.808270
Elapsed time = 4112.91 sec. (772110.73 ticks, 87781 iterations)
Iteration: 88313   Dual objective     =            45.809688
Elapsed time = 4163.19 sec. (782131.73 ticks, 88609 iterations)
Elapsed time = 4199.25 sec. (792133.91 ticks, 89061 iterations)
Iteration: 89094   Dual objective     =            45.811945
Elapsed time = 4233.78 sec. (802150.03 ticks, 89574 iterations)
Elapsed time = 4267.81 sec. (812170.27 ticks, 90033 iterations)
Iteration: 90040   Dual objective     =            45.812894
Elapsed time = 4301.52 sec. (822185.35 ticks, 90462 iterations)
Elapsed time = 4336.17 sec. (832192.09 ticks, 90896 iterations)
Iteration: 90942   Dual objective     =            45.814730
Elapsed time = 4371.25 sec. (842208.21 ticks, 91385 iterations)
Elapsed time = 4407.08 sec. (852226.87 ticks, 91847 iterations)
Iteration: 91883   Dual objective     =            45.816878
Elapsed time = 4441.99 sec. (862237.92 ticks, 92306 iterations)
Elapsed time = 4476.11 sec. (872242.30 ticks, 92734 iterations)
Iteration: 92764   Dual objective     =            45.818233
Elapsed time = 4510.18 sec. (882249.03 ticks, 93188 iterations)
Elapsed time = 4544.31 sec. (892268.95 ticks, 93648 iterations)
Iteration: 93716   Dual objective     =            45.819812
Elapsed time = 4578.68 sec. (902271.79 ticks, 94136 iterations)
Elapsed time = 4612.53 sec. (912294.54 ticks, 94569 iterations)
Iteration: 94649   Dual objective     =            45.821174
Elapsed time = 4646.27 sec. (922295.88 ticks, 95021 iterations)
Elapsed time = 4680.03 sec. (932314.29 ticks, 95484 iterations)
Iteration: 95540   Dual objective     =            45.822560
Elapsed time = 4714.59 sec. (942347.22 ticks, 96026 iterations)
Iteration: 96386   Dual objective     =            45.828724
Elapsed time = 4751.53 sec. (952365.93 ticks, 96574 iterations)
Iteration: 96823   Dual objective     =            45.830028
Elapsed time = 4790.16 sec. (962373.12 ticks, 97113 iterations)
Elapsed time = 4825.27 sec. (972374.69 ticks, 97537 iterations)
Iteration: 97766   Dual objective     =            45.831743
Elapsed time = 4860.23 sec. (982388.98 ticks, 97943 iterations)
Elapsed time = 4897.40 sec. (992397.55 ticks, 98427 iterations)
Iteration: 98658   Dual objective     =            45.833105
Elapsed time = 4940.61 sec. (1002399.02 ticks, 98977 iterations)
Elapsed time = 4975.45 sec. (1012414.80 ticks, 99416 iterations)
Iteration: 99633   Dual objective     =            45.834315
Elapsed time = 5011.25 sec. (1022432.61 ticks, 99826 iterations)
Elapsed time = 5047.41 sec. (1032433.01 ticks, 100297 iterations)
Iteration: 100598   Dual objective     =            45.835616
Elapsed time = 5084.73 sec. (1042449.87 ticks, 100715 iterations)
Elapsed time = 5121.49 sec. (1052450.11 ticks, 101226 iterations)
Iteration: 101249   Dual objective     =            45.838148
Elapsed time = 5162.23 sec. (1062450.25 ticks, 101774 iterations)
Iteration: 101955   Dual objective     =            45.840376
Elapsed time = 5199.44 sec. (1072454.04 ticks, 102214 iterations)
Elapsed time = 5234.30 sec. (1082458.30 ticks, 102643 iterations)
Iteration: 102868   Dual objective     =            45.842133
Elapsed time = 5271.43 sec. (1092473.24 ticks, 103119 iterations)
Elapsed time = 5307.35 sec. (1102496.94 ticks, 103535 iterations)
Iteration: 103819   Dual objective     =            45.843432
Elapsed time = 5342.59 sec. (1112512.15 ticks, 103922 iterations)
Elapsed time = 5378.41 sec. (1122515.65 ticks, 104437 iterations)
Iteration: 104770   Dual objective     =            45.844634
Elapsed time = 5416.25 sec. (1132525.95 ticks, 104968 iterations)
Iteration: 105308   Dual objective     =            45.846600
Elapsed time = 5454.61 sec. (1142536.69 ticks, 105523 iterations)
Iteration: 105666   Dual objective     =            45.854249
Elapsed time = 5497.23 sec. (1152550.05 ticks, 106177 iterations)
Iteration: 106293   Dual objective     =            45.856648
Elapsed time = 5539.47 sec. (1162568.65 ticks, 106739 iterations)
Iteration: 106815   Dual objective     =            45.861240
Elapsed time = 5584.16 sec. (1172577.32 ticks, 107374 iterations)
Iteration: 107760   Dual objective     =            45.862522
Elapsed time = 5622.80 sec. (1182591.65 ticks, 107785 iterations)
Elapsed time = 5659.69 sec. (1192602.31 ticks, 108297 iterations)
Iteration: 108597   Dual objective     =            45.864720
Elapsed time = 5701.13 sec. (1202604.48 ticks, 108828 iterations)
Elapsed time = 5746.14 sec. (1212605.06 ticks, 109373 iterations)
Iteration: 109530   Dual objective     =            45.866583
Elapsed time = 5785.97 sec. (1222628.56 ticks, 109816 iterations)
Elapsed time = 5830.74 sec. (1232641.30 ticks, 110453 iterations)
Iteration: 110462   Dual objective     =            45.867469
Elapsed time = 5877.01 sec. (1242644.68 ticks, 111114 iterations)
Iteration: 111428   Dual objective     =            45.869346
Elapsed time = 5935.65 sec. (1252661.97 ticks, 112004 iterations)
Elapsed time = 5973.47 sec. (1262674.08 ticks, 112406 iterations)
Iteration: 112500   Dual objective     =            45.873693
Elapsed time = 6009.26 sec. (1272691.82 ticks, 112819 iterations)
Elapsed time = 6044.74 sec. (1282695.60 ticks, 113263 iterations)
Iteration: 113379   Dual objective     =            45.874452
Elapsed time = 6082.21 sec. (1292718.66 ticks, 113708 iterations)
Elapsed time = 6118.96 sec. (1302742.90 ticks, 114111 iterations)
Iteration: 114288   Dual objective     =            45.875717
Elapsed time = 6155.41 sec. (1312790.28 ticks, 114535 iterations)
Elapsed time = 6195.71 sec. (1322794.69 ticks, 115031 iterations)
Iteration: 115210   Dual objective     =            45.879106
Elapsed time = 6234.07 sec. (1332807.32 ticks, 115448 iterations)
Elapsed time = 6273.37 sec. (1342813.09 ticks, 115905 iterations)
Iteration: 115980   Dual objective     =            45.883730
Elapsed time = 6311.84 sec. (1352826.45 ticks, 116405 iterations)
Elapsed time = 6351.43 sec. (1362828.08 ticks, 116836 iterations)
Iteration: 116940   Dual objective     =            45.886994
Iteration: 117221   Dual objective     =            45.888767
Elapsed time = 6390.31 sec. (1372834.31 ticks, 117324 iterations)
Iteration: 117647   Dual objective     =            45.891598
Elapsed time = 6430.08 sec. (1382837.28 ticks, 117878 iterations)
Elapsed time = 6469.34 sec. (1392843.25 ticks, 118327 iterations)
Iteration: 118374   Dual objective     =            45.893589
Elapsed time = 6515.53 sec. (1402862.75 ticks, 118934 iterations)
Iteration: 119335   Dual objective     =            45.897454
Elapsed time = 6553.97 sec. (1412863.50 ticks, 119368 iterations)
Elapsed time = 6590.54 sec. (1422875.67 ticks, 119845 iterations)
Iteration: 120203   Dual objective     =            45.899282
Elapsed time = 6628.82 sec. (1432881.58 ticks, 120214 iterations)
Elapsed time = 6668.40 sec. (1442890.40 ticks, 120786 iterations)
Iteration: 121120   Dual objective     =            45.901015
Elapsed time = 6707.47 sec. (1452901.81 ticks, 121260 iterations)
Elapsed time = 6744.03 sec. (1462902.48 ticks, 121758 iterations)
Iteration: 121979   Dual objective     =            45.902800
Elapsed time = 6782.91 sec. (1472909.52 ticks, 122252 iterations)
Iteration: 122707   Dual objective     =            45.906965
Elapsed time = 6821.48 sec. (1482917.39 ticks, 122763 iterations)
Iteration: 123243   Dual objective     =            45.908626
Elapsed time = 6863.57 sec. (1492921.51 ticks, 123293 iterations)
Elapsed time = 6899.96 sec. (1502937.09 ticks, 123865 iterations)
Iteration: 124186   Dual objective     =            45.909912
Elapsed time = 6934.00 sec. (1512944.94 ticks, 124277 iterations)
Elapsed time = 6969.76 sec. (1522958.47 ticks, 124774 iterations)
Iteration: 124917   Dual objective     =            45.913635
Elapsed time = 7011.59 sec. (1532972.23 ticks, 125356 iterations)
Iteration: 125392   Dual objective     =            45.916435
Elapsed time = 7048.68 sec. (1542973.55 ticks, 125957 iterations)
Iteration: 126380   Dual objective     =            45.920807
Elapsed time = 7088.54 sec. (1552975.37 ticks, 126501 iterations)
Elapsed time = 7138.54 sec. (1562985.66 ticks, 127220 iterations)
Iteration: 127304   Dual objective     =            45.926138
Elapsed time = 7188.67 sec. (1572991.23 ticks, 127979 iterations)
Iteration: 128365   Dual objective     =            45.931439
Elapsed time = 7230.30 sec. (1583000.71 ticks, 128437 iterations)
Markowitz threshold set to 0.1
Repairing basis singularity.
Added to 1 columns superbasic list.
Markowitz threshold set to 0.2
Elapsed time = 7278.85 sec. (1594403.21 ticks, 129012 iterations)
Iteration: 129012   Dual objective     =            45.940180
Removing perturbation.
Dual superbasis exists (1).

Dual simplex solved model.

Parallel mode: deterministic, using up to 16 threads for concurrent optimization.
Reinitializing dual norms . . .
Reinitializing dual norms . . .

Dual simplex solved model.

 No Solution found
Problem is Infeasible: try the IIS fonctionalities
Parallel mode: deterministic, using up to 16 threads for concurrent optimization.

Iteration log . . .
Iteration:     1   Scaled dual infeas =             2.447662
Iteration:   473   Dual objective     =         -1389.287124
Perturbation started.
Iteration:   675   Dual objective     =          -464.118726
Elapsed time = 33.32 sec. (10382.76 ticks, 1479 iterations)
Iteration:  1479   Dual objective     =          -457.972127
Iteration:  2363   Dual objective     =          -437.509571
Elapsed time = 72.14 sec. (20384.58 ticks, 2955 iterations)
Iteration:  3069   Dual objective     =          -322.907533
Elapsed time = 96.03 sec. (30387.33 ticks, 3643 iterations)
Iteration:  3683   Dual objective     =          -211.786713
Elapsed time = 115.06 sec. (40402.79 ticks, 4210 iterations)
Iteration:  4390   Dual objective     =          -102.004102
Elapsed time = 137.82 sec. (50428.32 ticks, 4707 iterations)
Iteration:  5017   Dual objective     =           -35.162493
Elapsed time = 161.17 sec. (60435.53 ticks, 5229 iterations)
Iteration:  5680   Dual objective     =           -21.357167
Elapsed time = 202.73 sec. (70452.22 ticks, 5776 iterations)
Iteration:  6048   Dual objective     =            16.317081
Elapsed time = 231.34 sec. (80464.42 ticks, 6387 iterations)
Elapsed time = 260.52 sec. (90475.82 ticks, 6880 iterations)
Elapsed time = 285.97 sec. (100492.33 ticks, 7324 iterations)
Elapsed time = 313.13 sec. (110502.66 ticks, 7781 iterations)
Elapsed time = 342.33 sec. (120825.91 ticks, 8278 iterations)
Iteration:  8278   Dual objective     =            17.049998
Elapsed time = 368.37 sec. (130858.44 ticks, 8657 iterations)
Elapsed time = 390.75 sec. (140875.58 ticks, 8909 iterations)
Iteration:  9065   Dual objective     =            47.897198
Elapsed time = 413.60 sec. (150888.34 ticks, 9152 iterations)
Elapsed time = 440.71 sec. (160919.70 ticks, 9503 iterations)
Elapsed time = 464.34 sec. (170952.80 ticks, 9787 iterations)
Iteration:  9860   Dual objective     =            48.313291
Elapsed time = 488.81 sec. (180970.90 ticks, 10409 iterations)
Iteration: 10938   Dual objective     =            50.766766
Elapsed time = 514.47 sec. (190978.76 ticks, 11115 iterations)
Elapsed time = 539.69 sec. (200984.67 ticks, 11879 iterations)
Iteration: 12358   Dual objective     =            51.919286
Elapsed time = 564.61 sec. (210991.66 ticks, 12441 iterations)
Elapsed time = 588.81 sec. (220999.35 ticks, 12987 iterations)
Iteration: 13017   Dual objective     =            52.261174
Elapsed time = 612.86 sec. (231005.76 ticks, 13443 iterations)
Elapsed time = 637.28 sec. (241007.62 ticks, 13937 iterations)
Iteration: 14165   Dual objective     =            52.842324
Elapsed time = 661.92 sec. (251011.63 ticks, 14400 iterations)
Elapsed time = 686.74 sec. (261025.54 ticks, 14906 iterations)
Iteration: 15272   Dual objective     =            53.334247
Elapsed time = 712.61 sec. (271034.72 ticks, 15336 iterations)
Elapsed time = 737.53 sec. (281038.01 ticks, 15846 iterations)
Iteration: 16053   Dual objective     =            53.936317
Elapsed time = 763.52 sec. (291039.41 ticks, 16327 iterations)
Elapsed time = 789.69 sec. (301045.63 ticks, 16827 iterations)
Iteration: 16981   Dual objective     =            54.128774
Elapsed time = 815.20 sec. (311053.08 ticks, 17294 iterations)
Elapsed time = 841.32 sec. (321061.80 ticks, 17780 iterations)
Markowitz threshold set to 0.1
Iteration: 17835   Dual objective     =            54.288427
Elapsed time = 869.91 sec. (331072.77 ticks, 18270 iterations)
Elapsed time = 919.41 sec. (341390.12 ticks, 18939 iterations)
Iteration: 18939   Dual objective     =            54.416575
Elapsed time = 976.10 sec. (351416.01 ticks, 19898 iterations)
Iteration: 20220   Dual objective     =            54.588118
Elapsed time = 1031.12 sec. (361422.00 ticks, 20897 iterations)
Iteration: 21428   Dual objective     =            54.672944
Elapsed time = 1089.93 sec. (371431.33 ticks, 21834 iterations)
Elapsed time = 1151.84 sec. (381611.93 ticks, 22712 iterations)
Iteration: 22712   Dual objective     =            54.751790
Elapsed time = 1223.76 sec. (391621.64 ticks, 24017 iterations)
Iteration: 24281   Dual objective     =            54.824251
Elapsed time = 1299.15 sec. (401622.64 ticks, 25507 iterations)
Iteration: 25787   Dual objective     =            54.889150
Iteration: 27340   Dual objective     =            54.947826
Elapsed time = 1378.09 sec. (411624.51 ticks, 28394 iterations)
Iteration: 28799   Dual objective     =            54.987870
Iteration: 30401   Dual objective     =            55.033708
Elapsed time = 1449.66 sec. (421626.30 ticks, 31837 iterations)
Iteration: 31878   Dual objective     =            55.069453
Iteration: 33138   Dual objective     =            55.085028
Iteration: 34766   Dual objective     =            55.111041
Iteration: 36304   Dual objective     =            55.127654
Iteration: 37825   Dual objective     =            55.137072
Elapsed time = 1492.68 sec. (431652.08 ticks, 38482 iterations)
Iteration: 39418   Dual objective     =            55.172481
Iteration: 40930   Dual objective     =            55.199173
Iteration: 42402   Dual objective     =            55.210451
Elapsed time = 1549.22 sec. (441652.26 ticks, 43001 iterations)
Iteration: 43722   Dual objective     =            55.215660
Iteration: 45126   Dual objective     =            55.224496
Elapsed time = 1608.98 sec. (451654.70 ticks, 46338 iterations)
Iteration: 46525   Dual objective     =            55.231022
Iteration: 48125   Dual objective     =            55.255420
Removing perturbation.
Reinitializing dual norms . . .

Iteration log . . .
Iteration:     1   Dual objective     =            50.140581
Perturbation started.
Iteration:   202   Dual objective     =            50.146985
Elapsed time = 27.21 sec. (10045.72 ticks, 315 iterations)
Elapsed time = 52.46 sec. (20051.44 ticks, 498 iterations)
Iteration:   560   Dual objective     =            50.147188
Elapsed time = 76.53 sec. (30082.55 ticks, 683 iterations)
Elapsed time = 100.26 sec. (40122.09 ticks, 882 iterations)
Elapsed time = 124.98 sec. (50130.09 ticks, 1083 iterations)
Elapsed time = 150.13 sec. (60165.88 ticks, 1270 iterations)
Iteration:  1359   Dual objective     =            50.151894
Elapsed time = 174.86 sec. (70211.50 ticks, 1451 iterations)
Elapsed time = 198.65 sec. (80222.15 ticks, 1647 iterations)
Elapsed time = 223.74 sec. (90270.21 ticks, 1839 iterations)
Elapsed time = 249.86 sec. (100289.71 ticks, 2027 iterations)
Elapsed time = 276.53 sec. (110299.86 ticks, 2207 iterations)
Iteration:  2212   Dual objective     =            50.154023
Elapsed time = 299.91 sec. (120328.05 ticks, 2392 iterations)
Elapsed time = 324.13 sec. (130347.59 ticks, 2586 iterations)
Elapsed time = 350.09 sec. (140384.69 ticks, 2778 iterations)
Elapsed time = 377.05 sec. (150421.21 ticks, 2967 iterations)
Iteration:  2988   Dual objective     =            50.157077
Elapsed time = 400.39 sec. (160448.71 ticks, 3163 iterations)
Elapsed time = 424.41 sec. (170462.60 ticks, 3353 iterations)
Elapsed time = 449.68 sec. (180471.03 ticks, 3541 iterations)
Elapsed time = 476.49 sec. (190482.04 ticks, 3724 iterations)
Iteration:  3772   Dual objective     =            50.159326
Elapsed time = 501.12 sec. (200526.78 ticks, 3904 iterations)
Elapsed time = 525.05 sec. (210546.79 ticks, 4093 iterations)
Elapsed time = 550.83 sec. (220598.19 ticks, 4279 iterations)
Elapsed time = 577.63 sec. (230615.63 ticks, 4462 iterations)
Iteration:  4607   Dual objective     =            50.161107
Removing perturbation.

Dual simplex solved model.

Parallel mode: deterministic, using up to 16 threads for concurrent optimization.
Reinitializing dual norms . . .
Reinitializing dual norms . . .

Dual simplex solved model.

 No Solution found
Problem is Infeasible: try the IIS fonctionalities
Parallel mode: deterministic, using up to 16 threads for concurrent optimization.

Iteration log . . .
Iteration:     1   Scaled dual infeas =             5.007755
Iteration:     4   Dual objective     =            40.000000
Perturbation started.
Iteration:   105   Dual objective     =            40.000000
Elapsed time = 31.93 sec. (10005.47 ticks, 633 iterations)
Elapsed time = 62.64 sec. (20049.59 ticks, 948 iterations)
Iteration:   987   Dual objective     =            55.066561
Elapsed time = 93.48 sec. (30080.67 ticks, 1298 iterations)
Elapsed time = 117.09 sec. (40111.84 ticks, 1599 iterations)
Elapsed time = 141.33 sec. (50128.88 ticks, 1847 iterations)
Iteration:  1937   Dual objective     =            55.094606
Elapsed time = 164.53 sec. (60163.03 ticks, 2157 iterations)
Elapsed time = 188.55 sec. (70176.19 ticks, 2458 iterations)
Elapsed time = 215.44 sec. (80200.25 ticks, 2712 iterations)
Iteration:  2831   Dual objective     =            55.124117
Elapsed time = 238.11 sec. (90209.52 ticks, 2939 iterations)
Elapsed time = 259.48 sec. (100220.25 ticks, 3245 iterations)
Elapsed time = 278.50 sec. (110241.01 ticks, 3443 iterations)
Iteration:  3576   Dual objective     =            55.137247
Elapsed time = 297.74 sec. (120256.94 ticks, 3627 iterations)
Elapsed time = 315.70 sec. (130257.60 ticks, 3858 iterations)
Elapsed time = 337.84 sec. (140263.13 ticks, 4145 iterations)
Iteration:  4258   Dual objective     =            55.144919
Elapsed time = 359.37 sec. (150293.88 ticks, 4372 iterations)
Elapsed time = 378.85 sec. (160310.97 ticks, 4618 iterations)
Elapsed time = 400.12 sec. (170317.38 ticks, 4828 iterations)
Iteration:  4921   Dual objective     =            55.156341
Iteration:  5747   Dual objective     =            55.160746
Elapsed time = 437.02 sec. (180338.24 ticks, 6869 iterations)
Iteration:  6897   Dual objective     =            55.166560
Iteration:  7639   Dual objective     =            55.173764
Iteration:  8648   Dual objective     =            55.182973
Elapsed time = 489.99 sec. (190458.87 ticks, 9690 iterations)
Iteration:  9690   Dual objective     =            55.185517
Iteration: 10691   Dual objective     =            55.189559
Iteration: 11635   Dual objective     =            55.202913
Elapsed time = 545.68 sec. (200460.70 ticks, 11681 iterations)
Iteration: 12456   Dual objective     =            55.215673
Iteration: 13394   Dual objective     =            55.224882
Elapsed time = 599.83 sec. (210467.99 ticks, 14141 iterations)
Iteration: 14422   Dual objective     =            55.234371
Iteration: 15338   Dual objective     =            55.241501
Iteration: 16283   Dual objective     =            55.246785
Elapsed time = 655.21 sec. (220468.83 ticks, 16819 iterations)
Iteration: 17053   Dual objective     =            55.256962
Iteration: 18026   Dual objective     =            55.264659
Elapsed time = 712.78 sec. (230631.40 ticks, 18918 iterations)
Iteration: 18918   Dual objective     =            55.269327
Iteration: 19901   Dual objective     =            55.271858
Iteration: 20780   Dual objective     =            55.274606
Elapsed time = 771.96 sec. (240641.80 ticks, 21335 iterations)
Iteration: 21413   Dual objective     =            55.276917
Iteration: 22339   Dual objective     =            55.281919
Elapsed time = 831.09 sec. (250858.40 ticks, 23233 iterations)
Iteration: 23233   Dual objective     =            55.284647
Iteration: 23929   Dual objective     =            55.287046
Iteration: 24393   Dual objective     =            55.288282
Iteration: 25245   Dual objective     =            55.290124
Elapsed time = 890.28 sec. (260860.78 ticks, 25341 iterations)
Iteration: 26222   Dual objective     =            55.292576
Iteration: 27003   Dual objective     =            55.295832
Elapsed time = 952.24 sec. (270864.51 ticks, 27263 iterations)
Iteration: 27803   Dual objective     =            55.297968
Iteration: 28813   Dual objective     =            55.310203
Elapsed time = 1013.32 sec. (280922.83 ticks, 29392 iterations)
Iteration: 29583   Dual objective     =            55.323403
Iteration: 30430   Dual objective     =            55.328579
Iteration: 31161   Dual objective     =            55.332811
Elapsed time = 1073.18 sec. (290924.28 ticks, 31605 iterations)
Iteration: 32049   Dual objective     =            55.335236
Iteration: 33038   Dual objective     =            55.339157
Markowitz threshold set to 0.1
Elapsed time = 1132.85 sec. (301414.50 ticks, 33633 iterations)
Iteration: 33633   Dual objective     =            55.342823
Iteration: 34154   Dual objective     =            55.343646
Iteration: 34741   Dual objective     =            55.347441
Iteration: 35539   Dual objective     =            55.353962
Elapsed time = 1185.33 sec. (311486.37 ticks, 36532 iterations)
Iteration: 36532   Dual objective     =            55.355847
Iteration: 37436   Dual objective     =            55.363832
Iteration: 38291   Dual objective     =            55.367802
Iteration: 39170   Dual objective     =            55.370971
Elapsed time = 1235.73 sec. (321505.50 ticks, 39492 iterations)
Iteration: 39859   Dual objective     =            55.373836
Iteration: 40540   Dual objective     =            55.375166
Elapsed time = 1270.50 sec. (331532.17 ticks, 40603 iterations)
Elapsed time = 1295.73 sec. (341553.54 ticks, 41279 iterations)
Iteration: 41347   Dual objective     =            55.378976
Iteration: 41687   Dual objective     =            55.379433
Elapsed time = 1324.05 sec. (351559.47 ticks, 42135 iterations)
Iteration: 42248   Dual objective     =            55.381389
Iteration: 42806   Dual objective     =            55.383688
Elapsed time = 1349.41 sec. (361573.69 ticks, 42926 iterations)
Iteration: 43594   Dual objective     =            55.386283
Repairing basis singularity.
Added to 1 columns superbasic list.
Markowitz threshold set to 0.2
Iteration: 44589   Scaled dual infeas =             0.002208
Iteration: 44744   Dual objective     =            55.393450
Elapsed time = 1404.93 sec. (371576.13 ticks, 45752 iterations)
Iteration: 46069   Dual objective     =            55.464958
Removing perturbation.
Dual superbasis exists (1).
Reinitializing dual norms . . .

Iteration log . . .
Iteration:     1   Dual objective     =            55.000000
Perturbation started.
Iteration:   101   Dual objective     =            55.000000
Elapsed time = 27.96 sec. (10011.64 ticks, 363 iterations)
Elapsed time = 56.02 sec. (20036.84 ticks, 622 iterations)
Elapsed time = 85.51 sec. (30062.83 ticks, 841 iterations)
Elapsed time = 112.11 sec. (40116.93 ticks, 1025 iterations)
Iteration:  1074   Dual objective     =            55.011263
Elapsed time = 137.29 sec. (50158.82 ticks, 1228 iterations)
Elapsed time = 159.53 sec. (60198.33 ticks, 1418 iterations)
Elapsed time = 181.81 sec. (70215.08 ticks, 1619 iterations)
Elapsed time = 209.24 sec. (80258.32 ticks, 1932 iterations)
Iteration:  2129   Dual objective     =            55.066553
Elapsed time = 237.71 sec. (90264.36 ticks, 2266 iterations)
Elapsed time = 262.42 sec. (100303.72 ticks, 2537 iterations)
Elapsed time = 283.89 sec. (110304.05 ticks, 2740 iterations)
Iteration:  2853   Dual objective     =            55.101278
Elapsed time = 306.50 sec. (120312.42 ticks, 2980 iterations)
Elapsed time = 336.09 sec. (130338.65 ticks, 3406 iterations)
Elapsed time = 359.45 sec. (140364.08 ticks, 3657 iterations)
Elapsed time = 383.78 sec. (150384.31 ticks, 3890 iterations)
Elapsed time = 407.41 sec. (160695.56 ticks, 4094 iterations)
Iteration:  4094   Dual objective     =            55.144345
Elapsed time = 427.77 sec. (170703.84 ticks, 4341 iterations)
Elapsed time = 447.77 sec. (180707.64 ticks, 4562 iterations)
Elapsed time = 469.24 sec. (190719.05 ticks, 4796 iterations)
Elapsed time = 498.09 sec. (200733.88 ticks, 5136 iterations)
Iteration:  5305   Dual objective     =            55.206490
Iteration:  6735   Dual objective     =            55.216794
Elapsed time = 533.43 sec. (210734.27 ticks, 7478 iterations)
Iteration:  8085   Dual objective     =            55.219374
Markowitz threshold set to 0.1
Repairing basis singularity.
Added to 2 columns superbasic list.
Markowitz threshold set to 0.2
Iteration:  9002   Scaled dual infeas =             0.000000
Iteration:  9007   Dual objective     =            55.220940
Elapsed time = 611.04 sec. (220735.62 ticks, 10232 iterations)
Iteration: 10234   Dual objective     =            55.226930
Iteration: 11569   Dual objective     =            55.231261
Iteration: 12630   Dual objective     =            55.233438
Elapsed time = 684.88 sec. (230736.84 ticks, 14048 iterations)
Iteration: 14058   Dual objective     =            55.237022
Removing perturbation.
Dual superbasis exists (1).

Dual simplex solved model.

Parallel mode: deterministic, using up to 16 threads for concurrent optimization.
Reinitializing dual norms . . .

Iteration log . . .
Iteration:     1   Dual objective     =            55.000000
Reinitializing dual norms . . .

Iteration log . . .
Iteration:     1   Dual objective     =            55.000000

Dual simplex solved model.

 No Solution found
Problem is Infeasible: try the IIS fonctionalities
Parallel mode: deterministic, using up to 16 threads for concurrent optimization.

Iteration log . . .
Iteration:     1   Dual objective     =            60.000000
Perturbation started.
Iteration:   101   Dual objective     =            60.000000
Elapsed time = 23.51 sec. (10006.40 ticks, 673 iterations)
Elapsed time = 59.27 sec. (20007.93 ticks, 1052 iterations)
Iteration:  1309   Dual objective     =            60.049393
Elapsed time = 88.01 sec. (30028.58 ticks, 1345 iterations)
Removing perturbation.
Using devex.

Barrier solved model.

Parallel mode: deterministic, using up to 16 threads for concurrent optimization.
Using devex.
Using devex.
Using devex.

Primal simplex solved model.

 Optimal Solution Found. Minimum Speed:60

Your log output is a little hard to read but my guess is that the difference between the two approaches is presolve. CPLEX contains a large number of presolve reductions, some of which are usually ineffective for LPs, some others are usually ineffective for MIPs. So MIPs and LPs by default do different presolve reductions. Could you post your model (here or to daniel(dot)junglas(at)de(dot)ibm(dot)com) then I could try to figure out what makes the difference here.

For the different presolved models infeasibility may be easier to prove or not. What happens if you disable presolve?

Looking at your example code again I have some comments:

• You probably also want to stop the loop if the status is OptimalTol. If not, you should probably set EpGap and EpAGap to 0.
• Using your loop you are not solving the problem to optimality. You said the loop is much faster than solving the model directly (without fixing any binaries). What exactly are you aiming for? Just a feasible solution? In that case you could try solving the original model and setting the integer solution limit to 1 to make CPLEX stop at the first feasible solution. This is probably much faster than solving the model to optimality. Or you can play with EpGap and EpAGap to stop with a potentially sub-optimal solution.

Originally posted by: alena20

Thank you,

will try it out !