Monday, February 28, 2011

Network extraction

Not sure what is going on here, but it seems that GAMS/Mosek only is able to extract a network on smaller problems. Basically I suggested a type of transportation model for a client problem. I received some data for a small problem, and to check how the model performs I just multiply the number of nodes in the network by a number K. For K<14 I see something like:

Simplex network detection is started.
Number of network constraints: 585
Number of network variables  : 57798
Simplex network detection is terminated.

But for K≥14, when things become more interesting, I see:

Simplex network detection is started.
Number of network constraints: 0
Number of network variables  : 0
Simplex network detection is terminated.

Just to make sure I am not crazy, I also checked with Cplex. That gave for K=14:

Extracted network with 631 nodes and 67662 arcs, including slacks.
Extraction time =    0.02 sec.

I suspect there is something wrong with the GAMS/Mosek link. Apart from this Mosek is actually doing very well on this problem.

Note: GAMS is quite fast in generating this model. It still beats the solvers. Mosek/primal did very will on the largest instance I tried (K=100 with 4600 rows, 4.8M variables and 13M nonzeroes) with a solution time of 50 seconds. GAMS generated this model in 38 seconds.