Documentation

Making the algorithm less sensitive

When all else fails, try the following parameters to make the algorithms more robust:

ScaleFlag, ObjScale (All models)

It is always best to reformulate a model yourself. However, for cases when that is not possible, these two parameters provide some of the same benefits. Set ScaleFlag=2 for aggressive scaling of the coefficient matrix. ObjScale rescales the objective row; a negative value will use the largest objective coefficient to choose the scaling. For example, ObjScale=-0.5 will divide all objective coefficients by the square root of the largest objective coefficient.

NumericFocus (All models)

The NumericFocus parameter controls how the solver manages numerical issues. Settings 1-3 increasingly shift the focus towards more care in numerical computations, which can impact performance. The NumericFocus parameter employs a number of strategies to improve numerical behavior, including the use of quad precision and a tighter Markowitz tolerance. It is generally sufficient to try different values of NumericFocus. However, when NumericFocus helps numerics but makes everything much slower, you can try setting Quad=1 and/or larger values of MarkowitzTol such as 0.1 or 0.5.

NormAdjust (Simplex)

In some cases, the solver can be more robust with different values of the simplex pricing norm. Try setting NormAdjust to 0, 1, 2 or 3.

BarHomogeneous (Barrier)

For models that are infeasible or unbounded, the default barrier algorithm may have numerical issues. Try setting BarHomogeneous=1.

CrossoverBasis (Barrier)

Setting CrossoverBasis=1 takes more time but can be more robust when creating the initial crossover basis.

GomoryPasses (MIP)

In some MIP models, Gomory cuts can contribute to numerical issues. Setting GomoryPasses=0 may help numerics, but it may make the MIP more difficult to solve.

Cuts (MIP)

In some MIP models, various cuts can contribute to numerical issues. Setting Cuts=1 or Cuts=0 may help numerics, but it may make the MIP more difficult to solve.

Tolerance values (FeasibilityTol, OptimalityTol, IntFeasTol) are generally not helpful for addressing numerical issues. Numerical issues are better handled through model model reformulation.