Wednesday, February 18, 2009

MS Solver Foundation /Gurobi (2)

The MIP capabilities of the standard editions have been significantly reduced. In the previous version this was 2k variables and equations and now only 500 variables and equations. This is looks like a Gurobi limit:

Error:
The solver(s) threw an exception while solving the model - Gurobi throttle exceeded.
Visit www.gurobi.com/html/products.html to purchase an unlock license (HostID: 8AA3C6D2).


The obj seems to be counted as an equation:

Model[

// generate simple MIP model with 500 variables and 500 constraints
Parameters[Integers,N=500],
Decisions[Integers[0,1],Foreach[{i,N},x[i]]],

Constraints[ Foreach[{i,N},x[i] <= 1] ],

Goals[
Maximize[Sum[{i,N},x[i]]]
//Maximize[obj->Sum[{i,N},x[i]]] use to prevent funny name for goal
]

]

does trigger the above message. From the Excel plug-in I don't see an option to use the MS MIP solver. I hope I am wrong, but I suspect there is a class of MIP models that could be solved with the previous version of the Standard Edition that can no longer be solved with the current 1.1 release.

The workaround seems obvious: purchase the enterprise edition or purchase Gurobi.

Note that the limit is on any variable, i.e. 1 integer variable + 500 continuous variables makes the model too large.


Update: If your problem is in between these limits this can help. There is a way to point the excel plugin back to the MS MIP solver through a configuration file. For more info please contact the MSF people at http://code.msdn.microsoft.com/solverfoundation. They are very helpful and responsive.