Thursday, April 14, 2011

Large MIP

I am working on this very large MIP model:


BLOCKS OF EQUATIONS          13     SINGLE EQUATIONS      172,124
BLOCKS OF VARIABLES          11     SINGLE VARIABLES      162,496
NON ZERO ELEMENTS       887,642     DISCRETE VARIABLES    157,506

I did not expect to get much performance out of this, but amazingly Gurobi solves this thing to a very small gap in a few hundred seconds on my laptop.

The model is still in development and not all conditions are yet properly formulated. I am almost sure we will get into trouble later on, but for now being able to solve these models in one shot is great.

At least we have exercised a fairly large part of the application: retrieving the data from the data base and we also checked plugging in an existing user-provided solution. That means we have stressed and verified a significant portion of the whole system.