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Duality Gap

Posted: Wed Oct 11, 2023 11:10 am
by salehizadeh2000
Dear Friends: I have a MIP with 12000 single binary variable. While solving the problem, the dual gap starting to decrease fast at the first but when it reaches around 70% it will decrease very slowly for example 69.99, 69,99, 69,98, 69.88,.......

I would be grateful if you could guide me how can I accelerate solving this problem. I have access to a server with a CPU of 64 cores. Can I use parallel computing? If yes, how?

In advance, I appreciate your kind helps.

Re: Duality Gap

Posted: Thu Oct 12, 2023 3:40 pm
by dirkse
Hello,

I believe that the helpful users in this forum will be more inclined to offer help and better able to offer help if you follow the forum rules:

app.php/rules

BTW, the rules don't mention sending a log file, but in this case it seems like a good idea.

-Steve

Re: Duality Gap

Posted: Fri Oct 13, 2023 2:37 am
by salehizadeh2000
Thank you. I will read. BTW, a part of my log is as follows:
image.png
Also, my options are:


OPTIONS OPTCR=0.1,LIMCOL=0,LIMROW=0,decimals=4,reslim=604800;

OPTIONS LIMROW=10;

$echo mipemphasis 3 > cplex.opt
PEMS.optfile = 1;

In advance, I appreciate your comments, and suggestions.