Dear OR experts,

My model is a mixed-integer linear model. The problem is that the CPLEX could not reach to the gap zero for my model. Normally, the gap reaches to 0.6% and after that it is decreasing too small. It would maybe take too much time to get gap zero while I could not give too long time to the model. In addition, in this case I face to the occupation of almost all of my computer RAM which makes the model kill. Could you please give me your advice in this case? Can I solve this problem by changing the CPLEX default settings?

Thanks in advance,

Kam

asked 26 Jan '14, 21:07

Kam's gravatar image

Kam
2127
accept rate: 0%

2

I would suggest looking up the excellent presentation by Ed Klotz on IBM's site, which covers how to tackle difficult MIP's i.e moving primal and dual bounds, memory consumption etc. I don't have the headline or link to talk right now, but I recently saw they made them publicly available, so try searching on the IBM site or see the blog by Jean Francois Puget. Maybe @puget or @fbahr can come to my rescue with a link :-)

(27 Jan '14, 03:33) Bo Jensen ♦

First, I endorse Bo's recommendation to look at Ed Klotz's presentation.

Second, CPLEX has a MIPEmphasis parameter that you can set to "optimality", which tells CPLEX to put a bit more effort into closing the gap.

Third, I suggest you generate a moderately easy (but not too easy) instance of your problem and run the CPLEX tuning procedure against it. That will suggest nondefault parameter settings that you might wish to try. The tuning procedure is described in the user guide.

link

answered 27 Jan '14, 11:51

Paul%20Rubin's gravatar image

Paul Rubin ♦♦
14.6k412
accept rate: 19%

I second all response so far. I will address the memory issue: try to reduce the number of threads (the memory consumption is increasing with the number of threads). it will probably slow down the resolution but will let you run as long as you wish.

link

answered 28 Jan '14, 04:13

jfpuget's gravatar image

jfpuget
2.5k310
accept rate: 8%

Your answer
toggle preview

Follow this question

By Email:

Once you sign in you will be able to subscribe for any updates here

By RSS:

Answers

Answers and Comments

Markdown Basics

  • *italic* or _italic_
  • **bold** or __bold__
  • link:[text](http://url.com/ "Title")
  • image?![alt text](/path/img.jpg "Title")
  • numbered list: 1. Foo 2. Bar
  • to add a line break simply add two spaces to where you would like the new line to be.
  • basic HTML tags are also supported

Tags:

×191
×1

Asked: 26 Jan '14, 21:07

Seen: 1,552 times

Last updated: 28 Jan '14, 04:13

OR-Exchange! Your site for questions, answers, and announcements about operations research.