integer - CPLEX Error 3019: Failure to solve MIP subproblem -

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i have written mixed-ineteger model (mip) in gams , trying solve cplex. encountered error:

cplex error 3019: failure solve mip subproblem

i have 4 cores , 16 gb ram on pc. optimality gap set 1%.

after lot of searching, found suggestions (no solution), , tried them all, yet no luck. every time takes 30min-60min until optimization terminates error. these combinations tried:

  1. i increased iteration limits 1 million. error 3019.
  2. some relaxation "feasoptmode 3". error 3019.
  3. give priority feasibility on optimality using "mipemphasis 1". error 3019.
  4. change algorithm solving subproblems using "subalg 3". error 3019.

then adding relaxations:

  1. "feasopt 1", "feastoptmode 3", "mipemphasis 1". out-of-memory

adding heuristics well:

  1. "feasopt 1", "feastoptmode 3", "mipemphasis 1", "fpheur 2" , "userheurfreq 20". out-of-memory
  2. "feasopt 1", "feastoptmode 3", "mipemphasis 1", "fpheur 2" , "userheurfreq 30", "subalg 4". out-of-memory

[update] also,

  1. "mipemphasis 1" , "subalg 4". error 3019.

  2. "mipemphasis 4", "subalg 5" , "preind 0". error 3019.

  3. "fpheur -1", "heurfreq -1", "rinsheur -1", "preind 0", "mipemphasis 1", "mipsearch 1". error 3019. (all heuristics off)

so far, had 2.5 million variables. changed model (study period) , reduced number of variables half in 2 different ways, again, same error.

i'm running out of ideas now.

here of links have used (since don't have enough credits in website, can't post more 2 links. put important ones):

i. link1 (ibm): cplex strategies finding feasible solutions when solving mips

ii. link2 (ibm): cplex performance tuning mixed integer programs

finally found solution:

"big m"

the big ms i'm using in model (for linearization , other constraint) responsible. big m large; removed 4 of nines , viola. took 3 days figure out.

i increased iteration limit 2 million , optimality gap 2%. (iteration limit wasn't necessary, optimality gap helped). returned solution after 5 hours.


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