[Python] Taking too long from 0.08% Gap to 0% while solving a MIP in Python with Gurobi package

Discussão em 'Python' iniciado por Stack, Março 22, 2025.

  1. Stack

    Stack Membro Participativo

    I am solving a MIP problem in Python. The solving process with branch and bound proceeds very fast at the beginning, but when the optimality gap reaches 0.08% the opposite happens. I mean, from 0.08% to 0.07%, it takes too long, and so forth.

    How could I handle this and get the optimal solution with 0 gap faster? You can have a look at a part of the log in the following.

    Set parameter Presolve to value 2
    Number of delta variables: 656
    Number of theta variables: 656
    Number of alfa variables: 1558
    Number of q variables: 656
    Set parameter MIPFocus to value 3
    Set parameter CliqueCuts to value 2
    Set parameter Cuts to value 3
    Gurobi Optimizer version 11.0.1 build v11.0.1rc0 (win64 - Windows 10.0 (19045.2))

    CPU model: 11th Gen Intel(R) Core(TM) i5-1145G7 @ 2.60GHz, instruction set [SSE2|AVX|AVX2|AVX512]
    Thread count: 4 physical cores, 8 logical processors, using up to 8 threads

    Optimize a model with 102276 rows, 254294 columns and 599789 nonzeros
    Model fingerprint: 0xafd3d5bd
    Variable types: 250768 continuous, 3526 integer (3526 binary)
    Coefficient statistics:
    Matrix range [1e+00, 1e+03]
    Objective range [1e+00, 3e+01]
    Bounds range [1e+00, 1e+00]
    RHS range [1e+00, 1e+03]
    Found heuristic solution: objective 47194.000000
    Presolve removed 81042 rows and 228106 columns
    Presolve time: 0.17s
    Presolved: 21234 rows, 26188 columns, 205061 nonzeros
    Variable types: 24182 continuous, 2006 integer (2006 binary)
    Root relaxation presolve removed 1048 rows and 1044 columns
    Root relaxation presolved: 14910 rows, 21381 columns, 119432 nonzeros

    Deterministic concurrent LP optimizer: primal and dual simplex
    Showing primal log only...

    Concurrent spin time: 0.00s

    Solved with primal simplex
    Extra simplex iterations after uncrush: 920

    Root relaxation: objective 4.519969e+04, 10162 iterations, 0.36 seconds (0.18 work units)

    Nodes | Current Node | Objective Bounds | Work
    Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time

    0 0 45199.6932 0 377 47194.0000 45199.6932 4.23% - 2s
    H 0 0 46912.037037 46172.7708 1.58% - 3s
    0 0 46172.7708 0 172 46912.0370 46172.7708 1.58% - 4s
    0 0 46186.7711 0 232 46912.0370 46186.7711 1.55% - 7s
    H 0 0 46906.666667 46191.7133 1.52% - 7s
    0 0 46191.7133 0 235 46906.6667 46191.7133 1.52% - 7s
    0 0 46192.6046 0 242 46906.6667 46192.6046 1.52% - 7s
    0 0 46192.7941 0 237 46906.6667 46192.7941 1.52% - 8s
    0 0 46198.3590 0 229 46906.6667 46198.3590 1.51% - 9s
    0 0 46201.3162 0 262 46906.6667 46201.3162 1.50% - 10s
    0 0 46201.3162 0 277 46906.6667 46201.3162 1.50% - 10s
    0 0 46201.3162 0 275 46906.6667 46201.3162 1.50% - 10s
    0 0 46203.3221 0 296 46906.6667 46203.3221 1.50% - 13s
    0 0 46204.8289 0 309 46906.6667 46204.8289 1.50% - 13s
    0 0 46204.8289 0 315 46906.6667 46204.8289 1.50% - 14s
    0 0 46204.8289 0 314 46906.6667 46204.8289 1.50% - 14s
    0 0 46204.8985 0 316 46906.6667 46204.8985 1.50% - 15s
    0 0 46206.3098 0 327 46906.6667 46206.3098 1.49% - 16s
    0 0 46206.3098 0 295 46906.6667 46206.3098 1.49% - 17s
    0 0 46207.3030 0 313 46906.6667 46207.3030 1.49% - 18s
    H 0 0 46836.166667 46207.3030 1.34% - 19s
    H 0 0 46836.133333 46207.3030 1.34% - 19s
    0 0 46207.3030 0 326 46836.1333 46207.3030 1.34% - 20s
    0 0 46210.1540 0 326 46836.1333 46210.1540 1.34% - 24s
    H 0 0 46831.222222 46210.1540 1.33% - 26s
    H 0 0 46402.530748 46210.1540 0.41% - 32s
    0 2 46210.1540 0 301 46402.5307 46210.1540 0.41% - 33s
    7 12 46223.0835 3 305 46402.5307 46211.5317 0.41% 755 35s
    H 27 37 46400.530748 46218.4866 0.39% 778 40s
    H 70 82 46399.864082 46223.0806 0.38% 636 45s
    102 125 46264.3876 8 310 46399.8641 46225.6665 0.38% 652 52s
    H 105 125 46379.137805 46225.6665 0.33% 642 52s
    H 109 125 46377.443784 46225.7893 0.33% 643 52s
    124 165 46230.7686 7 340 46377.4438 46226.6118 0.33% 633 55s
    219 279 46260.1671 8 277 46377.4438 46228.4318 0.32% 485 61s
    H 292 341 46337.832202 46229.9055 0.23% 447 66s
    365 453 46235.9903 9 319 46337.8322 46231.2884 0.23% 434 70s
    H 494 521 46337.171768 46232.4550 0.23% 409 74s
    566 616 46235.3091 5 325 46337.1718 46233.1271 0.22% 410 77s
    674 690 46244.4814 9 308 46337.1718 46234.2224 0.22% 403 81s
    758 762 cutoff 8 46337.1718 46235.8784 0.22% 411 87s
    H 779 745 46328.408597 46235.8784 0.20% 411 87s
    H 819 744 46327.554994 46235.9614 0.20% 417 87s
    850 831 46238.2180 10 325 46327.5550 46237.1706 0.20% 420 92s
    H 982 863 46327.210392 46238.5472 0.19% 420 100s
    H 996 861 46326.032650 46238.7178 0.19% 419 100s
    H 1019 859 46325.884923 46238.7481 0.19% 417 100s
    1025 948 46241.0344 11 302 46325.8849 46239.3971 0.19% 418 106s
    1164 1104 cutoff 12 46325.8849 46241.6109 0.18% 432 113s
    H 1371 1104 46325.859893 46243.2630 0.18% 429 114s
    1372 1105 46257.7263 14 922 46325.8599 46243.2630 0.18% 429 119s
    1374 1106 46252.0188 10 380 46325.8599 46243.2630 0.18% 428 121s
    1375 1107 46270.1376 22 199 46325.8599 46243.2630 0.18% 428 125s
    H 1375 1051 46325.859881 46243.2630 0.18% 428 125s
    1382 1056 46269.5730 12 370 46325.8599 46243.2630 0.18% 426 131s
    H 1382 1003 46325.859875 46243.2630 0.18% 426 136s
    1383 1003 46245.7432 18 371 46325.8599 46243.2630 0.18% 425 142s
    1388 1007 46258.6400 19 387 46325.8599 46243.2630 0.18% 424 148s
    1389 1007 46252.8441 16 391 46325.8599 46243.2630 0.18% 423 157s
    1395 1011 46256.0137 22 469 46325.8599 46243.2630 0.18% 422 164s
    1396 1012 46265.0506 13 446 46325.8599 46243.2630 0.18% 421 175s
    1405 1018 46264.4825 12 507 46325.8599 46243.2630 0.18% 419 183s
    1406 1019 46260.1460 10 468 46325.8599 46243.2630 0.18% 418 195s
    1413 1023 46259.4821 21 508 46325.8599 46243.2630 0.18% 416 204s
    1414 1024 46262.8705 22 471 46325.8599 46243.2630 0.18% 416 217s
    1420 1028 46260.6866 15 526 46325.8599 46243.2630 0.18% 414 224s
    1421 1029 46259.5025 28 439 46325.8599 46245.6072 0.17% 414 235s
    1427 1033 46265.3972 20 550 46325.8599 46248.2696 0.17% 412 244s
    1428 1033 46258.4860 22 524 46325.8599 46249.6196 0.16% 412 257s
    1432 1036 46257.4378 19 584 46325.8599 46249.7852 0.16% 411 264s
    1433 1037 46252.1537 15 528 46325.8599 46252.1537 0.16% 410 274s
    H 1433 984 46325.859771 46252.1537 0.16% 410 275s
    1440 988 46255.2877 17 606 46325.8598 46252.5803 0.16% 408 282s
    1441 989 46258.9775 15 514 46325.8598 46254.3249 0.15% 408 292s
    1446 992 46259.2605 13 578 46325.8598 46254.6226 0.15% 407 299s
    1447 993 46261.1810 16 547 46325.8598 46255.6288 0.15% 407 309s
    1449 994 46256.0043 19 582 46325.8598 46255.6288 0.15% 406 310s
    1452 996 46267.1060 13 517 46325.8598 46255.6288 0.15% 405 324s
    1453 997 46255.6288 20 541 46325.8598 46255.6288 0.15% 405 325s
    1456 999 46255.6288 16 598 46325.8598 46255.6288 0.15% 404 330s
    1457 1000 46261.4153 25 554 46325.8598 46256.0901 0.15% 404 340s
    1461 1002 46256.1570 14 591 46325.8598 46256.1570 0.15% 403 346s
    1462 1003 46256.4694 13 532 46325.8598 46256.4694 0.15% 402 352s
    1465 1005 46256.4694 12 574 46325.8598 46256.4694 0.15% 402 355s
    1466 1006 46256.6433 19 563 46325.8598 46256.6433 0.15% 401 362s
    1470 1008 46256.6854 13 604 46325.8598 46256.6854 0.15% 400 367s
    H 1470 956 46325.859751 46258.9142 0.14% 400 371s
    1472 958 46259.1078 14 512 46325.8598 46259.1078 0.14% 400 375s
    H 1476 910 46325.859273 46259.3600 0.14% 399 381s
    1478 912 46260.2944 22 580 46325.8593 46260.2944 0.14% 398 387s
    1482 914 46269.5730 12 549 46325.8593 46260.4630 0.14% 397 390s
    1483 915 46260.5541 18 571 46325.8593 46260.5541 0.14% 397 395s
    1487 918 46260.7513 18 569 46325.8593 46260.7513 0.14% 396 401s
    1489 919 46260.7513 16 552 46325.8593 46260.7513 0.14% 395 406s
    1492 921 46260.8015 24 558 46325.8593 46260.8015 0.14% 394 412s
    1493 922 46260.9280 14 536 46325.8593 46260.9280 0.14% 394 417s
    1494 922 46260.9280 18 536 46325.8593 46260.9280 0.14% 394 425s
    1495 926 46263.5917 10 492 46325.8593 46260.9280 0.14% 484 431s
    1497 929 46265.7827 11 500 46325.8593 46263.5971 0.13% 486 436s
    1501 930 46267.6998 12 564 46325.8593 46265.8142 0.13% 491 441s
    1505 931 46269.2776 13 562 46325.8593 46267.7040 0.13% 499 445s
    1513 936 46268.9962 15 567 46325.8593 46268.4795 0.12% 510 454s
    1517 939 46271.1531 16 455 46325.8593 46269.0016 0.12% 517 459s
    H 1521 898 46325.859265 46270.0909 0.12% 523 469s
    1530 937 46274.2620 17 500 46325.8593 46271.2649 0.12% 535 484s
    1576 952 46275.4136 19 492 46325.8593 46271.4613 0.12% 549 498s
    1614 976 46286.8799 20 529 46325.8593 46272.4743 0.12% 568 514s
    1655 1017 46273.3852 21 568 46325.8593 46273.2079 0.11% 580 538s
    1719 1053 cutoff 23 46325.8593 46273.8191 0.11% 600 564s
    1790 1116 46274.5933 21 580 46325.8593 46274.5933 0.11% 619 600s
    1898 1167 46275.0296 23 548 46325.8593 46274.7783 0.11% 643 640s
    2015 1212 cutoff 24 46325.8593 46275.4282 0.11% 657 691s
    H 2063 1150 46325.859215 46275.7493 0.11% 669 691s
    2131 1244 46294.7393 18 448 46325.8592 46276.6276 0.11% 687 756s
    H 2190 1181 46325.859206 46276.6403 0.11% 693 756s
    2284 1250 46298.1909 17 532 46325.8592 46277.4630 0.10% 719 834s
    H 2361 1183 46325.859182 46277.5686 0.10% 752 834s
    2442 1291 46278.0391 19 543 46325.8592 46277.9477 0.10% 780 914s
    H 2487 1236 46325.859097 46277.9477 0.10% 789 914s
    2642 1387 cutoff 17 46325.8591 46278.6764 0.10% 836 1005s
    H 2717 1325 46325.858995 46278.8148 0.10% 847 1005s
    2898 1506 46314.0824 27 438 46325.8590 46279.7015 0.10% 875 1112s
    H 2970 1447 46325.858962 46279.7529 0.10% 886 1112s
    3218 1578 46281.1102 26 539 46325.8590 46280.8067 0.10% 915 1221s
    3502 1728 46284.0197 34 466 46325.8590 46281.8305 0.10% 964 1334s
    3781 1941 cutoff 26 46325.8590 46283.0811 0.09% 1003 1449s
    4091 2207 cutoff 22 46325.8590 46283.6827 0.09% 1048 1566s
    H 4092 2207 46325.858956 46283.6827 0.09% 1048 1566s
    4451 2435 46295.3227 31 476 46325.8590 46284.5977 0.09% 1096 1687s
    4778 2711 46302.3946 32 514 46325.8590 46285.2457 0.09% 1135 1827s
    H 5062 2711 46325.858935 46285.2800 0.09% 1162 1828s
    5191 3072 46297.9209 28 554 46325.8589 46285.8805 0.09% 1165 1969s
    H 5433 3072 46325.858923 46285.8912 0.09% 1174 1969s
    5499 3072 46286.5081 29 493 46325.8589 46285.8920 0.09% 1173 1970s
    5684 3301 46299.2461 27 526 46325.8589 46286.5734 0.08% 1181 2102s
    6023 3598 46291.9261 26 550 46325.8589 46287.2734 0.08% 1212 2235s
    6454 4016 46298.6297 38 448 46325.8589 46287.9251 0.08% 1237 2352s
    H 6724 4016 46325.858908 46287.9355 0.08% 1232 2352s
    H 6892 4016 46325.858902 46287.9498 0.08% 1238 2352s
    7024 4420 46289.1203 31 486 46325.8589 46288.4207 0.08% 1240 2472s
    7565 4758 46301.8814 22 537 46325.8589 46288.9335 0.08% 1249 2611s
    H 8042 5181 46325.858866 46289.2099 0.08% 1254 2771s
    H 8669 5673 46325.858858 46289.7616 0.08% 1253 2932s
    H 9201 5673 46325.858848 46289.7827 0.08% 1247 2932s
    9322 6137 46315.9030 29 472 46325.8588 46290.1932 0.08% 1254 3111s
    9973 6600 46292.0057 39 408 46325.8588 46290.7082 0.08% 1255 3287s
    10605 7018 46309.1333 28 446 46325.8588 46290.9329 0.08% 1241 3469s
    H10738 7018 46325.858840 46290.9329 0.08% 1246 3469s
    11231 7553 46293.7213 51 372 46325.8588 46291.3545 0.07% 1252 3647s
    11925 8056 46295.4895 27 463 46325.8588 46291.7021 0.07% 1251 3816s
    12605 8393 46307.5980 50 436 46325.8588 46292.0352 0.07% 1244 3977s
    13073 8853 cutoff 28 46325.8588 46292.2037 0.07% 1250 4152s
    13712 9431 46295.3820 21 576 46325.8588 46292.5288 0.07% 1251 4328s
    14436 9924 46294.9039 50 359 46325.8588 46292.8079 0.07% 1242 4503s
    15079 10427 46294.1207 52 384 46325.8588 46293.0096 0.07% 1243 4665s
    H15687 10745 46325.858491 46293.1855 0.07% 1240 4831s
    16157 11253 46295.2734 34 488 46325.8585 46293.3793 0.07% 1242 4990s
    H16791 11809 46325.858380 46293.5257 0.07% 1237 5155s
    17453 12295 cutoff 34 46325.8584 46293.7137 0.07% 1236 5321s
    18065 12878 46301.5378 38 463 46325.8584 46293.9311 0.07% 1240 5483s
    18819 13450 46294.7760 42 471 46325.8584 46294.1304 0.07% 1234 5646s

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