ppush | Perl Push/Websock for Plack
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kandi X-RAY | ppush Summary
An AnyEvent based Websocket-Pusher and Connection-Pool.
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QUESTION
I am using the Benders decomposition and solve a linear subproblem at each iteration. To save time, I generate the subproblem out of the benders while loop. At each iteration, I solve the master problem and update one of the subproblem constraints and then optimize the subproblem. Since my subproblem is a large problem, presolve during the model. optimize() may help the algorithm. In this respect, I set model.setParam("presolve",value) with value=-1,1,2 (currently none of these options help me with my problem). In the first iteration, in the presolve phase, rows and columns are removed and the model is solved in a reasonable time. However, in the second iteration, the log does not show any presolve phase and due to the problem structure, it can not solve the lp problem. My question is this: How can I force Gurobi to run the presolve phase while optimizing the problem during each iteration? I do not want to use p.model.presolve() and p.optimize() because with this, solver miss the dual information of the removed constraints in problem p and I cannot map the solution of p to the solution of the original problem. In the following, you can find the log of the small instance (I have the same problem in the large instances). As you can see in the second iteration, I don't have the presolve phase. I'm using Gurobi 9.0.1 with python 3.7.
log of the first iteration:
...ANSWER
Answered 2021-Jan-12 at 13:40Most likely, the solver is warm-starting from the previous optimization. This will happen if you just change a few parts of the model and don't construct a new model from scratch. Maybe, you can try to call Model.reset() to start a new optimization from scratch with full presolving.
It's hard to tell what you're doing without seeing the source code, though.
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