If you observe that a very long time passes before the branch & cut algorithm begins processing nodes, it may be that the root relaxation problem itself is taking a long time. The standard screen display will print a line telling "Root relaxation solution time =
" once this root solve is complete, and a large solution time would be an indicator of an opportunity for tuning. If you set the MIPDisplay
parameter to 4
, you may get a further indication of the difficulties this root solve has run into. Tuning techniques found in Chapter 5, Solving Linear Programming Problems or Chapter 7, Solving Quadratic Programming Problems, would be applicable to tuning the root solve of a MIP model too. In particular, it is worth considering setting the RootAlg
parameter to a nondefault setting, such as the Barrier optimizer, to see if a simple change in algorithm will speed up this step sufficiently.