Increasing ‘reslim’ but weaker result in a mip solver
Posted: Tue Oct 08, 2019 6:29 pm
Dear all
I am solving a MILP model using CPLEX as a solver. I increase the ‘reslim’ to enhance the solution and reduce the optimality gap. But sometimes increasing the ‘reslim’ leads to worse objective. Initially I guessed that probably it is because of different CPU and/or RAM amount engaged by operating system in some moments. So I repeated the simulations several time. However the same results obtained. Even I closed and reopen the GAMS for each different ‘reslim’ to ensure the exactly same conditions be applied for all simulation bud didn’t helped. It was become more strange when I checked the number of nodes processed in the simulations. As an example, setting ‘reslim’ to 300 results in objective value of 1016024. The total processed nodes is 43438. I doubled the ‘reslim’ to 600. The objective is 1016098 with 80453 processed nodes.
Is there any stochastic processing in MIP solution procedure? I thought that CPLEX is robust but the simulation results show something else.
Best regards;
Hossein
I am solving a MILP model using CPLEX as a solver. I increase the ‘reslim’ to enhance the solution and reduce the optimality gap. But sometimes increasing the ‘reslim’ leads to worse objective. Initially I guessed that probably it is because of different CPU and/or RAM amount engaged by operating system in some moments. So I repeated the simulations several time. However the same results obtained. Even I closed and reopen the GAMS for each different ‘reslim’ to ensure the exactly same conditions be applied for all simulation bud didn’t helped. It was become more strange when I checked the number of nodes processed in the simulations. As an example, setting ‘reslim’ to 300 results in objective value of 1016024. The total processed nodes is 43438. I doubled the ‘reslim’ to 600. The objective is 1016098 with 80453 processed nodes.
Is there any stochastic processing in MIP solution procedure? I thought that CPLEX is robust but the simulation results show something else.
Best regards;
Hossein