AIMMS Knowledge Base Article – KB000021
Solving MIP problems takes a long time
When you have a weak LP relaxation, or a hard LP problem that needs to be solved for your MIP problem, solving the problem can take a long time.
The MIP algorithm takes a long time when it solves your math program.
There are several causes why the MIP algorithm can take a long time. Some of them are:
The MIP solver cannot handle this math program very well,
The LP relaxation is very weak and therefore there are only a few cuts in the branch-and-bound tree,
Solving the LP problems is relatively hard,
If the branch-and-bound tree becomes very large, the solver needs to swap memory, which decreases the performance drastically.
You could try to run your model with a different MIP solver. For many MIP models CPLEX and GUROBI perform better than XA. If you already use CPLEX or GUROBI to solve your model, the following hints might help you.
If you have a weak LP-relaxation, you should look again at your model formulation. Maybe you can decrease the use of ‘Big M’ coefficients in your model, or maybe you can add some cuts.
If you have a very large LP that takes a relatively long time to solve, you could try to solve the LPs on the nodes using the Barrier algorithm. To do this, you should set the following option (menu: Settings – Project Options…):
Specific solvers – CPLEX X.X – MIP – MIP Method -> Barrier
If your model includes natural priorities (because some decisions follow from or follow up other decisions), you could decide to make use of these priorities. More information about priorities can be found in the AIMMS Language Reference, chapter Variable and Constraint Declaration, section (x.1.1) The PRIORITY, NONVAR and RELAX STATUS attributes.
When you are able to create a good starting solution (e.g. using a heuristic), you can provide the solver with this solution to improve the solution process. Note that this is only possible when you use CPLEX, GUROBI, MOSEK or CBC. You need to set the following option (menu: Settings – Project Options…) to use the starting solution:
CPLEX 9.1 and lower: Specific solvers – CPLEX X.X – MIP – MIP Start Values -> Yes
CPLEX 10.0 and higher: Specific solvers – CPLEX X.X – General – Advanced start ->
Use advanced basis
GUROBI X.X: Specific solvers – GUROBI X.X – MIP – MIP Start -> Yes
MOSEK X.X: Specific solvers – MOSEK X.X – MIP – MIP Start -> Yes
CBC X.X: Specific solvers – CBC X.X – MIP – MIP Start -> On
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