FICO-Xpress 24.4.1 r50296 Released Dec 20, 2014 WEI x86 64bit/MS Windows Xpress Optimizer 27.01 Xpress-Optimizer 64-bit v27.01.02 (Hyper capacity) (c) Copyright Fair Isaac Corporation 1983-2014. All rights reserved Licensed for use by: GAMS Development Corp. for GAMS Reading Problem m Problem Statistics 50 ( 0 spare) rows 88 ( 0 spare) structural columns 200 ( 0 spare) non-zero elements 80 quadratic elements in 40 quadratic constraints Global Statistics 40 entities 0 sets 0 set members Minimizing MIQCQP m Original problem has: 50 rows 88 cols 200 elements 40 globals 40 qrows 80 qrowelem Presolved problem has: 50 rows 88 cols 200 elements 40 globals 40 qrows 80 qrowelem Will try to keep branch and bound tree memory usage below 21.7Gb Barrier cache sizes : L1=32K L2=8192K Using AVX support Cores per CPU (CORESPERCPU): 8 Barrier starts, with L2 cache 1024K Matrix ordering - Dense cols.: 0 NZ(L): 950 Flops: 14984 Its P.inf D.inf U.inf Primal obj. Dual obj. Compl. 0 1.91e+001 1.19e+001 9.70e+000 2.8159564e+003 -2.6134886e+002 3.8e+003 1 7.49e+000 5.91e+000 1.54e+000 5.8570174e+002 -8.3787742e+001 7.2e+002 2 1.28e+000 3.28e-001 1.10e-002 2.9030624e+000 -1.2271889e+001 1.9e+001 3 9.84e-002 1.92e-002 8.10e-004 1.6036787e-001 -1.0029935e+000 2.0e+000 4 7.98e-004 3.67e-003 5.07e-006 1.9140695e-003 -7.4258213e-003 2.5e-002 5 2.11e-006 1.03e-005 1.33e-008 5.1448073e-006 -1.5450951e-005 6.0e-005 6 2.13e-009 1.05e-008 1.34e-011 5.2140230e-009 -1.5655265e-008 6.1e-008 Barrier method finished in 0 seconds Crossover starts Its Obj Value S Ninf Nneg Sum Inf Time 42 .000000 P 45 0 416.304867 0 0 .000000 N 45 0 416.304867 0 0 .000000 D 45 0 .000000 0 Crossover successful Objective function value: .000000 time: 0 0 .000000 P 12 36 6.913862 0 14 .000000 P 0 0 .000000 0 Optimal solution found Barrier solved problem 6 barrier and 56 simplex iterations in 0s Final objective : 0.000000000000000e-01 Max primal violation (abs / rel) : 0.0 / 0.0 Max dual violation (abs / rel) : 0.0 / 0.0 Max complementarity viol. (abs / rel) : 0.0 / 0.0 All values within tolerances Starting root cutting & heuristics Its Type BestSoln BestBound Sols Add Del Gap GInf Time + 75.710978 .000000 1 75.7110 0 0 + 75.297982 .000000 2 75.2980 0 0 1 O 75.297982 .487605 2 50 20 99.35% 29 0 2 O 75.297982 13.426199 2 51 48 82.17% 26 0 3 O 75.297982 33.375760 2 38 25 55.68% 12 0 4 O 75.297982 60.087607 2 52 40 20.20% 18 0 5 O 75.297982 71.987890 2 34 40 4.40% 12 0 6 O 75.297982 74.005329 2 30 24 1.72% 6 0 7 K 75.297982 74.005329 2 13 23 1.72% 16 0 8 K 75.297982 74.005329 2 5 15 1.72% 16 0 9 K 75.297982 74.005329 2 7 5 1.72% 10 0 10 K 75.297982 74.005329 2 0 7 1.72% 10 0 Heuristic search started Heuristic search stopped Cuts in the matrix : 73 Cut elements in the matrix : 216 Its Type BestSoln BestBound Sols Add Del Gap GInf Time 1 O 75.297982 74.005329 2 35 5 1.72% 0 0 2 O 75.297982 74.005329 2 19 36 1.72% 0 0 3 O 75.297982 74.005329 2 23 17 1.72% 0 0 Will try to keep branch and bound tree memory usage below 21.7Gb Starting tree search Node BestSoln BestBound Sols Active Depth Gap GInf Time 1 75.297982 74.005329 2 2 1 1.72% 18 0 2 75.297982 74.005329 2 1 2 1.72% 21 0 3 75.297982 74.005329 2 2 3 1.72% 20 0 4 75.297982 74.005329 2 3 4 1.72% 20 0 5 75.297982 74.005329 2 4 5 1.72% 20 0 6 75.297982 74.005329 2 5 6 1.72% 19 0 7 75.297982 74.005381 2 6 3 1.72% 19 0 8 75.297982 74.005383 2 7 7 1.72% 19 0 9 75.297982 74.031433 2 8 5 1.68% 18 0 10 75.297982 74.031433 2 9 6 1.68% 16 0 + 15 74.628262 74.031433 3 11 10 0.80% 0 0 + 19 74.628249 74.031433 4 11 14 0.80% 0 0 20 74.628249 74.031433 4 11 14 0.80% 2 0 30 74.628249 74.031433 4 18 14 0.80% 4 0 40 74.628249 74.031449 4 25 11 0.80% 8 0 50 74.628249 74.077101 4 31 8 0.74% 16 0 + 59 74.576175 74.077101 5 31 16 0.67% 0 0 60 74.576175 74.077101 5 31 16 0.67% 2 0 + 60 74.525346 74.077101 6 31 17 0.60% 0 0 B&B tree size: 144k total Node BestSoln BestBound Sols Active Depth Gap GInf Time 70 74.525346 74.077154 6 36 6 0.60% 14 0 + 79 74.501844 74.077154 7 36 14 0.57% 0 0 80 74.501844 74.077154 7 36 14 0.57% 2 0 + 80 74.451129 74.077154 8 36 15 0.50% 0 0 90 74.451129 74.079222 8 39 4 0.50% 16 0 100 74.451129 74.079222 8 45 4 0.50% 16 0 200 74.451129 74.100052 8 89 14 0.47% 6 0 300 74.451129 74.105467 8 134 9 0.46% 16 0 400 74.451129 74.123164 8 161 14 0.44% 6 0 500 74.451129 74.131429 8 185 11 0.43% 8 0 600 74.451129 74.172380 8 207 16 0.37% 2 0 700 74.451129 74.179219 8 245 10 0.37% 4 0 800 74.451129 74.203200 8 265 13 0.33% 6 0 + 884 74.441499 74.205322 9 289 20 0.32% 0 0 900 74.441499 74.205322 9 290 14 0.32% 8 0 1000 74.441499 74.205322 9 311 11 0.32% 2 0 1200 74.441499 74.205322 9 367 16 0.32% 12 0 + 1217 74.408242 74.205322 10 369 23 0.27% 0 0 1300 74.408242 74.220873 10 352 17 0.25% 4 0 1400 74.408242 74.231426 10 363 10 0.24% 8 0 B&B tree size: 1.0Mb total Node BestSoln BestBound Sols Active Depth Gap GInf Time 1500 74.408242 74.231426 10 382 16 0.24% 4 1 1700 74.408242 74.250990 10 415 14 0.21% 8 1 1800 74.408242 74.257529 10 439 15 0.20% 6 1 + 1818 74.408060 74.257529 11 436 20 0.20% 0 1 1900 74.408060 74.261403 11 443 17 0.20% 4 1 2000 74.408060 74.271531 11 448 10 0.18% 7 1 2100 74.408060 74.277093 11 451 11 0.18% 6 1 2200 74.408060 74.279215 11 462 16 0.17% 4 1 2300 74.408060 74.283948 11 468 13 0.17% 2 1 2400 74.408060 74.287506 11 477 16 0.16% 4 1 2500 74.408060 74.299222 11 468 11 0.15% 2 1 2600 74.408060 74.305186 11 477 7 0.14% 10 1 2700 74.408060 74.305319 11 485 14 0.14% 8 1 2800 74.408060 74.305319 11 479 15 0.14% 4 1 3000 74.408060 74.315007 11 449 16 0.13% 4 1 3100 74.408060 74.327330 11 427 17 0.11% 4 2 3200 74.408060 74.331422 11 420 15 0.10% 2 2 3400 74.408060 74.342707 11 377 13 0.09% 8 2 3500 74.408060 74.352660 11 363 15 0.07% 2 2 3600 74.408060 74.359277 11 339 19 0.07% 4 2 B&B tree size: 1.3Mb total Node BestSoln BestBound Sols Active Depth Gap GInf Time 3700 74.408060 74.373115 11 303 13 0.05% 2 2 3900 74.408060 74.379200 11 275 15 0.04% 4 2 4000 74.408060 74.379212 11 258 14 0.04% 2 2 4200 74.408060 74.387502 11 192 19 0.03% 5 2 4500 74.408060 74.405315 11 59 15 0.004% 4 3 4600 74.408060 74.405640 11 15 15 0.003% 10 3 *** Search completed *** Time: 3 Nodes: 4629 Number of integer feasible solutions found is 11 Best integer solution found is 74.408060 Best bound is 74.408060 Warning: 6 node(s) could not be solved or branched. Final bound or status may be incorrect. Uncrunching matrix fixing discrete vars and re-solving as an LP. Minimizing QCQP m Original problem has: 50 rows 88 cols 200 elements 40 qrows 80 qrowelem Presolved problem has: 40 rows 48 cols 120 elements 40 qrows 80 qrowelem Barrier cache sizes : L1=32K L2=8192K Using AVX support Cores per CPU (CORESPERCPU): 8 Barrier starts, with L2 cache 1024K Matrix ordering - Dense cols.: 0 NZ(L): 376 Flops: 2520 Its P.inf D.inf U.inf Primal obj. Dual obj. Compl. 0 1.83e+001 2.52e+001 1.16e+001 1.5112915e+003 -9.4937458e+002 2.6e+003 1 4.74e+000 9.55e+000 1.19e+000 2.5408247e+002 -2.9217970e+002 3.9e+002 2 2.34e+000 3.44e+000 3.35e-001 7.8404847e+001 -1.0977438e+002 1.4e+002 3 7.92e-001 6.84e-001 1.89e-002 5.2158577e+000 -1.3750171e+001 1.4e+001 4 6.28e-001 6.38e-001 1.33e-002 4.1020675e+000 -7.8600545e+000 1.1e+001 5 4.37e-001 3.32e-001 8.43e-003 9.0795149e+000 3.4120483e-001 1.5e+001 6 1.98e-001 2.61e-001 3.73e-003 9.3869573e+000 4.9561739e+000 8.6e+000 7 3.63e-002 6.02e-002 3.74e-004 8.7705271e+000 7.9879673e+000 1.3e+000 8 8.70e-003 2.50e-002 3.59e-005 8.6114463e+000 8.6224795e+000 1.4e-001 9 2.28e-003 1.31e-002 4.91e-006 8.5979647e+000 8.6831580e+000 2.5e-002 10 3.52e-004 2.47e-003 4.60e-009 8.5944005e+000 8.5952389e+000 2.2e-004 11 5.07e-005 7.03e-004 6.92e-012 8.5943916e+000 8.5948297e+000 2.1e-005 12 8.59e-006 2.20e-004 8.78e-016 8.5943913e+000 8.5944862e+000 2.5e-006 13 1.56e-006 7.24e-005 8.78e-016 8.5943913e+000 8.5944094e+000 2.9e-007 14 3.00e-007 2.42e-005 1.10e-015 8.5943913e+000 8.5943941e+000 3.3e-008 Barrier method finished in 0 seconds Uncrunching matrix Optimal solution found Its Obj Value S Ninf Nneg Sum Inf Time 0 8.594391 B 0 0 .000000 0 Barrier solved problem 14 barrier iterations in 0s Final objective : 8.594391251039179e+00 Max primal violation (abs / rel) : 8.474e-07 / 5.042e-08 Max dual violation (abs / rel) : 0.0 / 0.0 Max complementarity viol. (abs / rel) : 4.300e-07 / 1.758e-08 All values within tolerances fixed LP solved successfully, objective = 8.59439125104. Integer solution proven optimal. MIP solution : 8.594391 Best possible : 74.408060 Absolute gap : -65.813669 optca : 0.000000 Relative gap : -0.884497 optcr : 0.000000 |
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