GAMS likes to display marginals on MIP models. It does this by solving an LP with all integers fixed at their current values. This final solve can be very expensive. Here is an example:
--- 31,617 rows 92,289 columns 276,386 non-zeroes
Root relaxation solution time = 8.08 sec.
0 0 154.2800 3 154.2800 45818
Iteration log . . .
Iteration: 54455 Dual objective = 151.954457
Iteration: 54694 Dual objective = 153.771165
Iteration: 54911 Dual objective = 153.771165
Elapsed time = 188.09 sec. (55000 iterations).
Iteration: 55190 Dual objective = 153.771165
Iteration: 55452 Dual objective = 154.280180
Fixed MIP status(1): optimal
Final LP: time not displayed but estimated at > 188 sec
So we have approximately:
- Root LP: 8 sec
- B&B: 1 sec
- Final LP: 188 sec
If we are not interested in duals (for most MIP models this is the case), the last step be omitted with an option (SOLVEFINAL=0). That would reduce the total solution time from 200 seconds to 10 seconds.
Only the root time is displayed, so I had to guess the other times.