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Understanding the solver output #73

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tischi opened this issue Feb 8, 2024 · 1 comment
Open

Understanding the solver output #73

tischi opened this issue Feb 8, 2024 · 1 comment

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@tischi
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tischi commented Feb 8, 2024

Hi @JoOkuma,

Would you mind to explain a bit which of those numbers are important to look at?

Barrier statistics:
 AA' NZ     : 8.056e+05
 Factor NZ  : 8.428e+06 (roughly 160 MB of memory)
 Factor Ops : 3.795e+09 (roughly 1 second per iteration)
 Threads    : 30

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   1.79159620e+07  3.53172007e+07  9.68e+02 1.00e+02  7.94e+02    14s
   1   1.07420302e+07  2.86756527e+07  6.39e+02 6.65e+01  4.73e+02    15s
   2   3.48241623e+06  1.71425783e+07  2.42e+02 2.10e+00  1.66e+02    17s
   3   4.11374585e+05  4.65887147e+06  5.00e+01 3.84e-13  3.04e+01    19s
   4  -1.35143182e+05  1.22068316e+06  5.74e+00 4.26e-13  5.34e+00    21s
   5  -9.84915252e+04  5.23864832e+05  2.23e+00 2.95e-13  2.16e+00    22s
   6  -6.55844403e+04  2.66574610e+05  1.19e+00 1.56e-13  1.10e+00    24s
   7  -4.18161461e+04  1.47897319e+05  6.77e-01 1.99e-13  6.12e-01    25s
   8  -2.54223345e+04  7.09476999e+04  3.73e-01 1.14e-13  3.09e-01    27s
   9  -1.76591665e+04  5.02962393e+04  2.42e-01 1.56e-13  2.14e-01    28s
  10  -1.09750497e+04  2.92587500e+04  1.23e-01 8.53e-14  1.23e-01    30s
  11  -7.76190987e+03  1.94017995e+04  7.29e-02 8.53e-14  8.20e-02    31s
  12  -5.03996197e+03  1.12744820e+04  3.96e-02 8.53e-14  4.87e-02    33s
  13  -3.24034156e+03  7.11642346e+03  2.22e-02 7.11e-14  3.06e-02    35s
  14  -1.29100165e+03  5.08539315e+03  7.55e-03 5.68e-14  1.82e-02    36s
  15  -7.36872832e+02  4.02158116e+03  4.49e-03 4.26e-14  1.35e-02    38s
  16  -3.57488616e+02  2.00404175e+03  2.66e-03 5.68e-14  6.73e-03    39s
  17  -1.48011563e+02  1.50551290e+03  1.78e-03 5.68e-14  4.71e-03    41s
  18  -6.77626577e+01  1.24859456e+03  1.47e-03 5.68e-14  3.75e-03    42s
  19  -4.02976181e+01  1.11683799e+03  1.36e-03 5.68e-14  3.30e-03    44s
  20   7.98028415e+00  1.01034058e+03  1.17e-03 7.11e-14  2.86e-03    45s
  21   1.97844107e+01  9.68200160e+02  1.13e-03 7.11e-14  2.71e-03    47s
  22   1.03372565e+02  6.77357366e+02  6.07e-04 5.68e-14  1.63e-03    49s
  23   1.29756333e+02  4.86652034e+02  4.35e-04 5.68e-14  1.02e-03    51s
  24   1.51503148e+02  4.05397685e+02  2.94e-04 4.26e-14  7.23e-04    54s
  25   1.65283881e+02  3.84721970e+02  2.15e-04 5.68e-14  6.21e-04    57s
  26   1.67742581e+02  3.54350728e+02  2.02e-04 5.68e-14  5.30e-04    58s
  27   1.80044852e+02  3.39649537e+02  1.43e-04 5.68e-14  4.51e-04    60s
  28   1.83720498e+02  3.24213820e+02  1.31e-04 5.68e-14  3.97e-04    62s
  29   1.86461956e+02  3.07695057e+02  1.22e-04 5.68e-14  3.44e-04    65s
  30   1.90345336e+02  3.02150142e+02  1.11e-04 5.68e-14  3.17e-04    67s
  31   1.94283304e+02  2.97667513e+02  1.00e-04 5.68e-14  2.93e-04    69s
  32   1.99400084e+02  2.85032219e+02  8.71e-05 5.68e-14  2.43e-04    71s
  33   2.00573589e+02  2.80175192e+02  8.40e-05 7.11e-14  2.26e-04    73s
  34   2.06316974e+02  2.77418958e+02  7.05e-05 7.11e-14  2.01e-04    75s
  35   2.09222331e+02  2.67166528e+02  6.33e-05 5.68e-14  1.65e-04    77s
  36   2.17670033e+02  2.60780787e+02  4.39e-05 5.68e-14  1.22e-04    79s
  37   2.21337610e+02  2.58298056e+02  3.58e-05 4.26e-14  1.05e-04    81s
  38   2.26228220e+02  2.53367391e+02  2.53e-05 5.68e-14  7.67e-05    83s
  39   2.26933554e+02  2.52302799e+02  2.38e-05 5.68e-14  7.17e-05    85s
  40   2.29818025e+02  2.48437240e+02  1.78e-05 4.26e-14  5.27e-05    88s
  41   2.32138062e+02  2.46483419e+02  1.32e-05 5.68e-14  4.05e-05    90s
  42   2.33930647e+02  2.44525205e+02  9.74e-06 5.68e-14  2.99e-05    92s
  43   2.35595873e+02  2.42830494e+02  6.59e-06 5.68e-14  2.04e-05    95s
  44   2.36450658e+02  2.41437248e+02  5.03e-06 5.68e-14  1.41e-05    97s
  45   2.37581776e+02  2.40568802e+02  3.01e-06 4.26e-14  8.46e-06    99s
  46   2.38374056e+02  2.40167001e+02  1.63e-06 4.26e-14  5.06e-06   102s
  47   2.38670690e+02  2.39909395e+02  1.11e-06 5.68e-14  3.50e-06   103s
  48   2.38856095e+02  2.39807555e+02  8.02e-07 5.68e-14  2.68e-06   105s
  49   2.38896176e+02  2.39757963e+02  7.38e-07 5.68e-14  2.43e-06   106s
  50   2.39021049e+02  2.39655411e+02  5.29e-07 4.26e-14  1.79e-06   107s
  51   2.39118032e+02  2.39597899e+02  3.70e-07 4.26e-14  1.35e-06   109s
  52   2.39154473e+02  2.39499757e+02  3.13e-07 4.26e-14  9.75e-07   110s
  53   2.39224810e+02  2.39441947e+02  2.04e-07 4.26e-14  6.14e-07   112s
  54   2.39285188e+02  2.39408009e+02  1.09e-07 4.26e-14  3.47e-07   113s
  55   2.39347891e+02  2.39379281e+02  1.36e-08 4.26e-14  8.73e-08   115s
  56   2.39355639e+02  2.39363595e+02  3.47e-09 1.14e-13  2.21e-08   116s
  57   2.39357669e+02  2.39360758e+02  8.52e-10 8.53e-14  8.55e-09   118s

Barrier performed 57 iterations in 117.71 seconds (7.46 work units)
Barrier solve interrupted - model solved by another algorithm


Solved with primal simplex

Root simplex log...

Iteration    Objective       Primal Inf.    Dual Inf.      Time
  150031    2.3935844e+02   0.000000e+00   0.000000e+00    119s

Root relaxation: objective 2.393584e+02, 150031 iterations, 116.72 seconds (5.18 work units)
Total elapsed time = 120.43s (DegenMoves)

    Nodes    |    Current Node    |     Objective Bounds      |     Work
 Expl Unexpl |  Obj  Depth IntInf | Incumbent    BestBd   Gap | It/Node Time

     0     0  239.35844    0 3341 -399.99616  239.35844   160%     -  121s
H    0     0                      74.6577562  239.35844   221%     -  121s
H    0     0                      79.2766681  239.35844   202%     -  122s
     0     0  233.02530    0 2885   79.27667  233.02530   194%     -  124s
H    0     0                      93.7168490  233.02530   149%     -  124s
H    0     0                     110.1277578  233.02530   112%     -  131s
     0     0  233.01949    0 2796  110.12776  233.01949   112%     -  131s
     0     0  233.01934    0 2800  110.12776  233.01934   112%     -  131s
     0     0  231.27108    0 2859  110.12776  231.27108   110%     -  134s
H    0     0                     111.6377074  231.27108   107%     -  135s
     0     0  231.16158    0 2744  111.63771  231.16158   107%     -  136s
     0     0  231.16143    0 2738  111.63771  231.16143   107%     -  136s
     0     0  230.50350    0 3200  111.63771  230.50350   106%     -  138s
     0     0  230.46552    0 3288  111.63771  230.46552   106%     -  140s
     0     0  230.46234    0 3033  111.63771  230.46234   106%     -  140s
     0     0  230.46229    0 3099  111.63771  230.46229   106%     -  140s
     0     0  230.03966    0 3245  111.63771  230.03966   106%     -  142s
H    0     0                     112.8548594  230.03966   104%     -  144s
     0     0  230.02468    0 3274  112.85486  230.02468   104%     -  144s
     0     0  230.02361    0 3302  112.85486  230.02361   104%     -  144s
     0     0  229.66019    0 2908  112.85486  229.66019   104%     -  146s
     0     0  229.61690    0 3096  112.85486  229.61690   103%     -  148s
     0     0  229.59641    0 3274  112.85486  229.59641   103%     -  148s
     0     0  229.59623    0 3265  112.85486  229.59623   103%     -  149s
     0     0  229.38573    0 3150  112.85486  229.38573   103%     -  150s
H    0     0                     114.3770741  229.38573   101%     -  161s
     0     0  229.37472    0 3121  114.37707  229.37472   101%     -  162s
     0     0  229.37394    0 3046  114.37707  229.37394   101%     -  162s
     0     0  229.18632    0 3377  114.37707  229.18632   100%     -  164s
     0     0  229.17448    0 3389  114.37707  229.17448   100%     -  166s
     0     0  229.17356    0 3440  114.37707  229.17356   100%     -  166s
     0     0  229.06050    0 3548  114.37707  229.06050   100%     -  168s
     0     0  229.05052    0 3482  114.37707  229.05052   100%     -  170s
     0     0  229.05008    0 3397  114.37707  229.05008   100%     -  170s
     0     0  228.98755    0 3560  114.37707  228.98755   100%     -  172s
     0     0  228.97963    0 3686  114.37707  228.97963   100%     -  174s
     0     0  228.97933    0 3689  114.37707  228.97933   100%     -  174s
     0     0  228.90644    0 3648  114.37707  228.90644   100%     -  176s
     0     0  228.90338    0 3601  114.37707  228.90338   100%     -  178s
     0     0  228.90223    0 3715  114.37707  228.90223   100%     -  178s
     0     0  228.82061    0 3580  114.37707  228.82061   100%     -  180s
H    0     0                     119.0407406  228.82061  92.2%     -  212s
     0     0  228.81713    0 3578  119.04074  228.81713  92.2%     -  212s
     0     0  228.81618    0 3609  119.04074  228.81618  92.2%     -  212s
     0     0  228.76781    0 3942  119.04074  228.76781  92.2%     -  215s
     0     0  228.75693    0 3949  119.04074  228.75693  92.2%     -  217s
     0     0  228.75681    0 3972  119.04074  228.75681  92.2%     -  218s
     0     0  228.71237    0 3898  119.04074  228.71237  92.1%     -  219s
     0     0  228.71059    0 3943  119.04074  228.71059  92.1%     -  221s
     0     0  228.71055    0 3869  119.04074  228.71055  92.1%     -  222s
     0     0  228.67762    0 4019  119.04074  228.67762  92.1%     -  224s
     0     0  228.67421    0 4188  119.04074  228.67421  92.1%     -  226s
     0     0  228.67392    0 4192  119.04074  228.67392  92.1%     -  227s
     0     0  228.63754    0 3965  119.04074  228.63754  92.1%     -  228s
     0     0  228.63450    0 4051  119.04074  228.63450  92.1%     -  232s
     0     0  228.63436    0 4035  119.04074  228.63436  92.1%     -  232s
     0     0  228.61049    0 4152  119.04074  228.61049  92.0%     -  234s
     0     0  228.60206    0 4080  119.04074  228.60206  92.0%     -  235s
     0     0  228.60091    0 4129  119.04074  228.60091  92.0%     -  236s
     0     0  228.58098    0 4150  119.04074  228.58098  92.0%     -  237s
     0     0  228.57859    0 4221  119.04074  228.57859  92.0%     -  239s
     0     0  228.57848    0 4280  119.04074  228.57848  92.0%     -  239s
     0     0  228.56594    0 4254  119.04074  228.56594  92.0%     -  241s
     0     0  228.56459    0 4250  119.04074  228.56459  92.0%     -  242s
     0     0  228.55365    0 3988  119.04074  228.55365  92.0%     -  244s
     0     0  228.55337    0 3983  119.04074  228.55337  92.0%     -  245s
     0     2  228.55337    0 3983  119.04074  228.55337  92.0%     -  255s
     3     8  228.54716    2 3903  119.04074  228.55146  92.0%   309  262s
     7    16  228.52161    3 3905  119.04074  228.54663  92.0%   384  274s
    15    32  228.35188    4 3874  119.04074  228.52144  92.0%  1434  298s
H   31    64                     121.1808350  228.47271  88.5%  2211  411s
H   32    64                     123.5517956  228.47271  84.9%  2222  411s
H   37    64                     127.2156126  228.47271  79.6%  2199  411s
H   46    64                     130.0684059  228.47271  75.7%  2096  411s
H   63    96                     140.0626387  228.37074  63.0%  2417  575s
H   67    96                     140.0728704  228.36921  63.0%  2306  575s
H   70    96                     140.1104346  228.36921  63.0%  2229  575s
H   72    96                     140.4615251  228.36921  62.6%  2182  575s
H   75    96                     141.0275451  228.36921  61.9%  2111  575s
H   76    96                     147.8959769  228.36921  54.4%  2094  575s
    95   128  228.15368    7 3866  147.89598  228.36921  54.4%  1975  596s
   127   160  228.14565    8 3807  147.89598  228.36921  54.4%  1691  618s
   159   192  227.91566    9 3738  147.89598  228.36921  54.4%  1630  648s
   191   222  227.92509    9 3418  147.89598  228.36921  54.4%  1578  712s
   225   277  227.88757   10 3431  147.89598  228.36921  54.4%  1682  755s
   280   333  227.80605   12 3390  147.89598  228.36921  54.4%  1695  780s
   338   392  227.68453   12 3547  147.89598  228.36921  54.4%  1521  818s
H  397   424                     152.6858969  228.36921  49.6%  1485 1537s
H  429   456                     153.1805798  228.36921  49.1%  1449 1656s
H  429   456                     166.8669532  228.36921  36.9%  1449 1656s
H  445   456                     168.9910695  228.36921  35.1%  1416 1656s
   461   521  227.73658   14 3404  168.99107  228.36921  35.1%  1441 1692s
H  537   603                     169.7752020  228.36921  34.5%  1382 1743s
H  556   603                     169.9578934  228.36921  34.4%  1345 1743s
H  580   603                     202.1428122  228.36921  13.0%  1328 1743s
   621   685  227.59256   19 3460  202.14281  228.36921  13.0%  1314 1833s
H  724   774                     202.2996744  228.36921  12.9%  1441 1892s
H  728   774                     204.2018443  228.36921  11.8%  1440 1892s
   820   887  227.32439   22 3407  204.20184  228.36921  11.8%  1375 1941s
@JoOkuma
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JoOkuma commented Feb 9, 2024

Hi @tischi , I usually keep track of the second part where the relaxed model is solved.
The first, presolving, is usually quite fast.

Second part:

...
    Nodes    |    Current Node    |     Objective Bounds      |     Work
 Expl Unexpl |  Obj  Depth IntInf | Incumbent    BestBd   Gap | It/Node Time

     0     0  239.35844    0 3341 -399.99616  239.35844   160%     -  121s
H    0     0                      74.6577562  239.35844   221%     -  121s
H    0     0                      79.2766681  239.35844   202%     -  122s
     0     0  233.02530    0 2885   79.27667  233.02530   194%     -  124s
H    0     0                      93.7168490  233.02530   149%     -  124s
H    0     0                     110.1277578  233.02530   112%     -  131s
...
H  724   774                     202.2996744  228.36921  12.9%  1441 1892s
H  728   774                     204.2018443  228.36921  11.8%  1440 1892s
   820   887  227.32439   22 3407  204.20184  228.36921  11.8%  1375 1941s

The right-most column is the processing time in seconds for this step, which can be limited using tracking_config.time_limit.

The Objective Bounds show how close you are to the optimum; they have an upper bound (BestBd) for our maximization problem, which is the objective at a solution with a relaxed version of the problem, that is, with fewer constraints.

The Incumbent shows the objective of the current solution -- with all constraints, and the Gap is the normalized gap between this objective and the bound; more information is provided, here.

It can take forever for large datasets to reach 0 gap, so setting a tolerance is preferred; this is the tracking_config.solution_gap parameter. We use a gap of 0.1% by default.

Once the solution gap or the time limit is reached, the optimization/search ends.

JoOkuma pushed a commit that referenced this issue Jul 25, 2024
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