Thursday, February 12, 2009

Easy MIP

In this post we showed a very difficult mip model with just 217 0-1 variables. Here is a very large MIP model that shows the opposite behavior. Although it has about 230k integer variables, Cplex devours it:


---   122,284 rows  352,038 columns  667,797 non-zeroes
--- 231,136 discrete-columns

Nodes Cuts/
Node Left Objective IInf Best Integer Best Node ItCnt Gap

0 0 588575.0000 606 588575.0000 14792
0 0 588575.0000 689 Cuts: 313 16547
0 0 588575.0000 736 ZeroHalf: 14 17624
* 0+ 0 587775.0000 588575.0000 17624 0.14%
0 2 588575.0000 349 587775.0000 588575.0000 17624 0.14%
Elapsed real time = 30.14 sec. (tree size = 0.00 MB, solutions = 1)
* 10+ 1 588575.0000 588575.0000 18686 0.00%

Total turnaround time (including GAMS): 46 seconds. A good illustration that size of the problem is not a good indicator for difficulty. (Don't know much about the model as it was sent to me in LP format. There may be many variables automatically integer-valued).