cvxpy 使用 Gurobi 报错的处理方法：Unable to retrieve attribute 'BarIterCount'

Question

Gurobi with cvxpy 报错如何处理：AttributeError: Unable to retrieve attribute 'BarIterCount'。

我有一个整数编程问题，使用 cvxpy 并将 gurobi 设置为求解器。 当变量数量较少时，结果还可以。变量个数达到43*13*6 这样的级别后，就发生了错误。我想这可能是由问题的规模引起的，其中 gurobi 求解器无法估计 BarIterCount，这是所需的最大迭代次数。

那么请问有没有办法通过CVX的界面手动设置gurobi的BarItercount属性呢？或者是否有其他方法可以解决这个问题？

感谢您为我提供的任何建议。

trace日志如下：

如果我的模型很小，比如我设置了一个表示模型比例的数字为3，那么程序就可以了。跟踪是：

Using license file D:\software\lib\site-packages\gurobipy\gurobi.lic
Restricted license - for non-production use only - expires 2022-01-13
Parameter OutputFlag unchanged
   Value: 1  Min: 0  Max: 1  Default: 1
D:\software\lib\site-packages\cvxpy\reductions\solvers\solving_chain.py:326: DeprecationWarning: Deprecated, use Model.addMConstr() instead
  solver_opts, problem._solver_cache)
Changed value of parameter QCPDual to 1
   Prev: 0  Min: 0  Max: 1  Default: 0
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (win64)
Thread count: 16 physical cores, 32 logical processors, using up to 32 threads
Optimize a model with 126 rows, 370 columns and 2689 nonzeros
Model fingerprint: 0x70d49530
Variable types: 0 continuous, 370 integer (369 binary)
Coefficient statistics:
  Matrix range     [1e+00, 7e+00]
  Objective range  [1e+00, 1e+00]
  Bounds range     [1e+00, 1e+00]
  RHS range        [1e+00, 6e+00]
Found heuristic solution: objective 7.0000000
Presolve removed 4 rows and 90 columns
Presolve time: 0.01s
Presolved: 122 rows, 280 columns, 1882 nonzeros
Variable types: 0 continuous, 280 integer (279 binary)

Root relaxation: objective 4.307692e+00, 216 iterations, 0.00 seconds

    Nodes    |    Current Node    |     Objective Bounds      |     Work
 Expl Unexpl |  Obj  Depth IntInf | Incumbent    BestBd   Gap | It/Node Time

     0     0    4.30769    0   49    7.00000    4.30769  38.5%     -    0s
H    0     0                       6.0000000    4.30769  28.2%     -    0s
     0     0    5.00000    0   35    6.00000    5.00000  16.7%     -    0s
     0     0    5.00000    0   37    6.00000    5.00000  16.7%     -    0s
     0     0    5.00000    0    7    6.00000    5.00000  16.7%     -    0s

Cutting planes:
  Gomory: 4
  Cover: 9
  MIR: 4
  StrongCG: 1
  GUB cover: 9
  Zero half: 1
  RLT: 1

Explored 1 nodes (849 simplex iterations) in 0.12 seconds
Thread count was 32 (of 32 available processors)

Solution count 2: 6 7

Optimal solution found (tolerance 1.00e-04)
Best objective 6.000000000000e+00, best bound 6.000000000000e+00, gap 0.0000%

如果数字为6，则发生错误：

-------------------------------------------------------
Using license file D:\software\lib\site-packages\gurobipy\gurobi.lic
Restricted license - for non-production use only - expires 2022-01-13
Parameter OutputFlag unchanged
   Value: 1  Min: 0  Max: 1  Default: 1
D:\software\lib\site-packages\cvxpy\reductions\solvers\solving_chain.py:326: DeprecationWarning: Deprecated, use Model.addMConstr() instead
  solver_opts, problem._solver_cache)
Changed value of parameter QCPDual to 1
   Prev: 0  Min: 0  Max: 1  Default: 0
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (win64)
Thread count: 16 physical cores, 32 logical processors, using up to 32 threads
Traceback (most recent call last):
  File "model.py", line 274, in <module>
    problem.solve(solver=cp.GUROBI,verbose=True)
  File "D:\software\lib\site-packages\cvxpy\problems\problem.py", line 396, in solve
    return solve_func(self, *args, **kwargs)
  File "D:\software\lib\site-packages\cvxpy\problems\problem.py", line 754, in _solve
    self.unpack_results(solution, solving_chain, inverse_data)
  File "D:\software\lib\site-packages\cvxpy\problems\problem.py", line 1058, in unpack_results
    solution = chain.invert(solution, inverse_data)
  File "D:\software\lib\site-packages\cvxpy\reductions\chain.py", line 79, in invert
    solution = r.invert(solution, inv)
  File "D:\software\lib\site-packages\cvxpy\reductions\solvers\qp_solvers\gurobi_qpif.py", line 59, in invert
    s.NUM_ITERS:  model.BarIterCount,
  File "src\gurobipy\model.pxi", line 343, in gurobipy.gurobipy.Model.__getattr__
  File "src\gurobipy\model.pxi", line 1842, in gurobipy.gurobipy.Model.getAttr
  File "src\gurobipy\attrutil.pxi", line 100, in gurobipy.gurobipy.__getattr
AttributeError: Unable to retrieve attribute 'BarIterCount'

希望这可以为解决方案提供更多提示。

Answer 1

BarIterCount 是求解 LP 所执行的障碍迭代次数。这不是对迭代次数的限制，只有在当前优化过程完成时才应查询。当然，你也不能设置这个属性。

要实际限制屏障算法允许的迭代次数，您可以使用参数BarIterLimit。

请检查您的日志文件以获取有关求解器行为的更多信息。