GUSS-Grid not solving all scenarios

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GUSS-Grid not solving all scenarios

Post by mdhorne »

Hi all,

I have been working with the GUSS-Grid mode to solve multiple similar linear problems. I've noticed many times that CPLEX does not solve all the scenarios and does not raise any warning about it.
For example, if I try to solve 600 scenarios on 3 threads and export the results in a GDX file, I get the results only for scenarios ~0-150, ~200-350 and ~400-550. Something goes wrong at some point and terminates the solving process or the exports...

I've tried to solve the problems using a loop and all the scenarios were properly managed. I'm not quite sure what is happening. Luckily, the problem disappeared when I changed the following lines in the cplex.opt file:

scaind 0 --> None
epopt 1.0e-12 --> None
eprhs 1.0e-12 --> None
lpmethod 2 --> lpmethod 0

These lines were there to troubleshoot a scaling problem for a completely different LP. Why would these options cause GUSS-Grid not to solve all scenarios ? That does not make any sense to me. I think something else is responsible for this issue.

More generally, what could cause GUSS-Grid to stop without warning or not to export all the results (memory, wrong solve status or model status for one instance, etc) ?

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Re: GUSS-Grid not solving all scenarios

Post by bussieck »

Hard to say. Even if Cplex can solve the problems sucessfully, GUSS/Grid should get the solution (or no solution back) but records (e.g. solve and model status) for each scenario should come back. If this is reproducible, create the smallest possible example and provide this here so we can take a look. Guessing is no fun.

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