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MOST – MATPOWER Optimal Scheduling Tool, for steady-state power systems scheduling problems.
https://matpower.org/
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EXITFLAG from price computation stage = -4 #19

Closed xb00dx closed 3 years ago

xb00dx commented 3 years ago

My colleagues and I are using MOST to solve lots of 24-hour SCUCs on a 2000-bus network, the error message EXITFLAG from price computation stage = -4 randomly shows up even when the primal SCUC problem is feasible (a strictly feasible solution is found). The issue was gone if we re-run the SCUC of the same day.

Initially we thought this was caused by numerical issues of GUROBI's barrier algorithm. However, after setting gurobi.method to primal-simplex or dual-simplex, the same issue kept showing up (randomly), and it is difficult to create a minimal example to reproduce this issue.

Many thanks! MOST has been super helpful for our research.

xb00dx commented 3 years ago

This is the complete error message from Matlab:

=============================================================================
          MATPOWER Optimal Scheduling Tool  --  MOST Version 1.1
          A multiperiod stochastic secure OPF with unit commitment
                       -----  Built on MATPOWER  -----
  by Carlos E. Murillo-Sanchez, Universidad Nacional de Colombia--Manizales
                  and Ray D. Zimmerman, Cornell University
       (c) 2012-2020 Power Systems Engineering Research Center (PSERC)       
=============================================================================
- Building indexing structures.
- Building expected storage-tracking mechanism.
- Building constraint submatrices.
  - Building DC flow constraints.
  - Building CCV constraints for piecewise-linear costs.
  - Building contingency reserve constraints.
  - Building ramping transitions and reserve constraints.
  - Building unit commitment constraints.
- Building cost structures.
- Assembling full set of constraints.
- Assembling full set of variable bounds.
- Assembling full set of costs.
- Calling MILP solver.

============================================================================

Gurobi Version 9.1.0 -- automatic MILP solver
Academic license - for non-commercial use only - expires 2021-01-28
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (linux64)
Thread count: 32 physical cores, 64 logical processors, using up to 4 threads
Optimize a model with 341850 rows, 171810 columns and 851636 nonzeros
Model fingerprint: 0xe011d3a4
Variable types: 161578 continuous, 10232 integer (10232 binary)
Coefficient statistics:
  Matrix range     [4e-03, 3e+03]
  Objective range  [1e+00, 1e+06]
  Bounds range     [3e-02, 3e+01]
  RHS range        [9e-13, 2e+03]
Presolve removed 141735 rows and 93682 columns (presolve time = 1s) ...
Presolve removed 143231 rows and 94312 columns (presolve time = 2s) ...
Presolve removed 146028 rows and 95715 columns (presolve time = 3s) ...
Presolve removed 146960 rows and 96149 columns (presolve time = 4s) ...
Presolve removed 147290 rows and 96269 columns (presolve time = 5s) ...
Presolve removed 147588 rows and 96471 columns (presolve time = 6s) ...
Presolve removed 147610 rows and 96493 columns (presolve time = 7s) ...
Presolve removed 147840 rows and 96703 columns
Presolve time: 7.94s
Presolved: 194010 rows, 75107 columns, 524222 nonzeros
Variable types: 65159 continuous, 9948 integer (9945 binary)

Deterministic concurrent LP optimizer: primal and dual simplex (primal and dual model)
Showing first log only...

Root simplex log...

Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0    7.1303159e+05   3.846525e+06   4.157648e+13     12s
   15745    8.1027467e+05   3.806666e+04   1.073114e+11     13s
   18567    8.3348362e+05   7.839911e+03   6.425818e+09     14s
Warning: Markowitz tolerance tightened to 0.03125
   19191    8.4662172e+05   7.030464e+03   4.463406e+09     15s
   19949    8.5772070e+05   6.149557e+03   2.912903e+09     16s
   20770    8.5439631e+05   5.307759e+03   2.006707e+09     17s
   21418    8.5692314e+05   4.768198e+03   1.592003e+09     18s
   21946    8.6686109e+05   3.664410e+03   1.428165e+09     19s
   22746    9.0502163e+05   2.638576e+03   1.033340e+09     20s
   23165    9.2056674e+05   2.532551e+03   8.848475e+08     21s
   23773    9.2244254e+05   2.405230e+03   7.757271e+08     22s
   24175    9.2264365e+05   2.305221e+03   1.084409e+09     23s
   24581    9.2563211e+05   2.179522e+03   8.227708e+08     24s
   24990    9.3063040e+05   2.056802e+03   7.585868e+08     25s
   25191    9.2998942e+05   1.993477e+03   5.191109e+08     26s
   25794    9.3049790e+05   1.866673e+03   7.334802e+08     27s
   26196    9.3211219e+05   1.779331e+03   4.824129e+08     28s
   26599    9.3398322e+05   1.669250e+03   2.579899e+09     29s
   27002    9.3787068e+05   1.583367e+03   6.212252e+08     30s
   27404    9.4022397e+05   1.483556e+03   6.538023e+08     31s
   27608    9.4016274e+05   1.435925e+03   5.066857e+08     32s
   28015    9.4309339e+05   1.342245e+03   3.152944e+08     33s
   28418    9.4042410e+05   1.252976e+03   5.810798e+08     34s
   28822    9.3949174e+05   1.172611e+03   6.053552e+08     35s
   29227    9.3696161e+05   1.093177e+03   8.879830e+08     36s
   29429    9.3394421e+05   1.042934e+03   8.362371e+08     37s
   29631    9.3196843e+05   9.936894e+02   8.013179e+08     38s
   30035    9.2456164e+05   8.802561e+02   1.000610e+09     39s
   30468    9.2058377e+05   7.191871e+02   8.594602e+08     40s
   30890    9.1372140e+05   5.400489e+02   1.003337e+09     41s
   31325    9.2505214e+05   4.241670e+02   7.458771e+08     42s
   31551    9.2562332e+05   2.972799e+02   3.932550e+08     43s
   32276    9.5670738e+05   1.545611e+02   1.750327e+08     44s
   32760    1.0099167e+06   1.170202e+02   2.537534e+08     45s
   33233    1.0437571e+06   8.227375e+01   2.486904e+08     46s
   33663    1.0669190e+06   6.933792e+01   6.699149e+07     48s
   33874    1.0788262e+06   6.614804e+01   3.173601e+07     48s
   34086    1.0788656e+06   6.430607e+01   2.928390e+07     49s
   34537    1.1122528e+06   5.913197e+01   3.248712e+07     51s
   34747    1.1286904e+06   5.693904e+01   3.030782e+07     51s
   35170    1.1724430e+06   4.876853e+01   6.052991e+07     52s
   35620    1.2038951e+06   4.233948e+01   3.252505e+07     53s
   36082    1.2227094e+06   3.630453e+01   1.873613e+07     54s
   36531    1.2082959e+06   3.252357e+01   3.122106e+07     55s
   36978    1.2182292e+06   2.877506e+01   1.913761e+07     56s
   37418    1.2242726e+06   2.536566e+01   1.942389e+07     57s
   37854    1.2538831e+06   2.255205e+01   1.775719e+07     58s
   38075    1.2632886e+06   2.060470e+01   3.281690e+07     59s
   38517    1.2661859e+06   1.590058e+01   2.374037e+07     60s
   39161    1.2788875e+06   1.086190e+01   5.261907e+06     62s
   39367    1.2877879e+06   1.005160e+01   1.257276e+07     62s
   40645    1.2690603e+06   9.136631e+00   1.552573e+07     63s
   41238    1.2535945e+06   8.950805e+00   4.182880e+06     64s
   41447    1.2419686e+06   8.870216e+00   1.989014e+06     65s
   41849    1.2178305e+06   8.709334e+00   2.026832e+07     66s
   42050    1.2099896e+06   8.629244e+00   1.829876e+06     67s
   42536    1.1886116e+06   8.543045e+00   2.468598e+06     68s
   42938    1.1756759e+06   8.313498e+00   3.851428e+07     69s
   43340    1.1596300e+06   7.958206e+00   2.468602e+07     70s
   43541    1.1577001e+06   7.772651e+00   4.306199e+07     71s
   44103    1.1222246e+06   7.478512e+00   6.192818e+07     72s
   44459    1.1090568e+06   7.478184e+00   5.169727e+06     73s
   44950    1.0967825e+06   7.314043e+00   8.272014e+06     74s
   45352    1.0833460e+06   7.217395e+00   3.525701e+06     75s
   45760    1.0791188e+06   7.077283e+00   3.298588e+06     76s
   46162    1.0662630e+06   6.900593e+00   2.777702e+07     77s
   46576    1.0580349e+06   6.769714e+00   4.875833e+06     78s
   46978    1.0486887e+06   6.586307e+00   1.476893e+08     79s
   47380    1.0378717e+06   6.406397e+00   4.001094e+08     80s
   47782    1.0416914e+06   6.085896e+00   3.562793e+07     81s
   48400    1.0344056e+06   5.928022e+00   1.609385e+07     82s
   48601    1.0302249e+06   5.854829e+00   1.856740e+07     83s
   49003    1.0339364e+06   5.651875e+00   1.900367e+07     84s
   49405    1.0268721e+06   5.537800e+00   2.478806e+07     85s
   49807    1.0292215e+06   5.322352e+00   1.008402e+07     86s
   50209    1.0219775e+06   5.240324e+00   5.988129e+07     87s
   50611    1.0142949e+06   5.190854e+00   8.056769e+07     88s
   51044    1.0130793e+06   5.095060e+00   4.156107e+07     89s
   51446    1.0126201e+06   5.002662e+00   1.941214e+07     90s
   51848    1.0221785e+06   4.640072e+00   1.997960e+07     92s
   52049    1.0201294e+06   4.536259e+00   5.315206e+08     92s
   52451    1.0110322e+06   4.423517e+00   5.369808e+07     93s
   52861    1.0126303e+06   4.314627e+00   1.805669e+07     94s
   53263    1.0084743e+06   4.292046e+00   1.023464e+08     95s
   53665    1.0043634e+06   4.216541e+00   3.866697e+07     96s
   54067    9.9897706e+05   4.173676e+00   2.168897e+07     97s
   54483    9.9846846e+05   4.058021e+00   4.317831e+07     98s
   54852    9.9542096e+05   4.035087e+00   2.163435e+07     99s
   55254    9.9922543e+05   3.779114e+00   1.416850e+07    100s
   55656    9.9885331e+05   3.689955e+00   2.771453e+07    101s
   56127    1.0024071e+06   3.544982e+00   3.824594e+07    102s
   56560    1.0026832e+06   3.467031e+00   1.638209e+07    103s
   56962    1.0069194e+06   3.322600e+00   1.615421e+07    104s
   57364    1.0059527e+06   3.167068e+00   1.975791e+07    105s
   57766    1.0122354e+06   3.000625e+00   4.492849e+07    106s
   58168    1.0097811e+06   2.866153e+00   1.082318e+08    107s
   58570    1.0057895e+06   2.779550e+00   6.713394e+07    108s
   58771    1.0089005e+06   2.573146e+00   1.135537e+08    109s
   59217    1.0062090e+06   2.499590e+00   2.259793e+07    110s
   59619    1.0038347e+06   2.406319e+00   9.642494e+06    111s
   59820    1.0037429e+06   2.243639e+00   2.905638e+07    112s
   60222    1.0034395e+06   2.103137e+00   4.256932e+08    113s
   60624    1.0039507e+06   1.959833e+00   7.361105e+06    114s
   61026    9.9694508e+05   1.702275e+00   2.685225e+07    115s
   61227    9.9724654e+05   1.590865e+00   4.335849e+07    116s
   61629    9.9723243e+05   1.537638e+00   1.798563e+07    117s
   62031    9.9330775e+05   1.449358e+00   5.069640e+08    118s
   62443    9.9602759e+05   1.260563e+00   4.605490e+07    119s
   62644    9.9317638e+05   1.980331e+00   6.448571e+08    120s
   63046    9.9130838e+05   1.131386e+00   4.308154e+07    121s
   63247    9.9249424e+05   1.049341e+00   7.124967e+07    122s
   63649    9.9575672e+05   7.413095e-01   6.999510e+07    123s
   63850    9.9363323e+05   7.168463e-01   3.434077e+06    124s
   64252    9.9771911e+05   3.950873e-01   4.592598e+08    125s
   64654    9.9866242e+05   1.951864e-01   1.281413e+08    126s
   64988    6.6116239e+05   6.858192e-03   0.000000e+00    127s
   64990    4.3823441e+07   0.000000e+00   4.304607e+07    128s
   65214    4.3688910e+07   0.000000e+00   2.924458e+07    129s
   65432    4.3576339e+07   0.000000e+00   5.271910e+07    129s
   67422    3.9400708e+07   0.000000e+00   6.522695e+07    130s
   67857    3.9265216e+07   0.000000e+00   2.404846e+07    131s
   68291    3.9070462e+07   0.000000e+00   9.065375e+07    132s
   68972    3.8851143e+07   0.000000e+00   1.012095e+08    133s
   70187    3.7299547e+07   0.000000e+00   1.712733e+08    134s
   70622    3.7214662e+07   0.000000e+00   1.763967e+07    135s
   70839    3.7112155e+07   0.000000e+00   4.788967e+07    136s
   71273    3.7013789e+07   0.000000e+00   4.881358e+07    137s
   72363    3.5496971e+07   0.000000e+00   5.989853e+07    138s
   72795    3.5438866e+07   0.000000e+00   3.481543e+07    139s
   73228    3.5307324e+07   0.000000e+00   2.259519e+07    140s
   73445    3.5253366e+07   0.000000e+00   4.455240e+07    141s
   73877    3.5183989e+07   0.000000e+00   3.591694e+07    143s
   74093    3.5143939e+07   0.000000e+00   3.724175e+07    143s
   74309    3.4999980e+07   0.000000e+00   8.439684e+07    144s
   75148    3.3053591e+07   0.000000e+00   1.629793e+07    145s
   77035    2.9167319e+07   0.000000e+00   6.783083e+07    147s
   77458    2.8525510e+07   0.000000e+00   1.366390e+07    147s
   77965    2.8292132e+07   0.000000e+00   2.740644e+07    148s
   78181    2.8250550e+07   0.000000e+00   1.561649e+09    149s
   78613    2.8086542e+07   0.000000e+00   9.483405e+07    151s
   78829    2.8032050e+07   0.000000e+00   1.123422e+08    151s
   79364    2.7544380e+07   0.000000e+00   2.356686e+08    152s
   81456    2.3389506e+07   0.000000e+00   1.082240e+08    153s
   82127    2.2625027e+07   0.000000e+00   2.445064e+08    154s
   82343    2.2614831e+07   0.000000e+00   5.021367e+07    155s
   83530    2.0470153e+07   0.000000e+00   3.232032e+07    157s
   83746    2.0437500e+07   0.000000e+00   2.197282e+08    157s
   83962    2.0390724e+07   0.000000e+00   2.661988e+08    158s
   84394    2.0257274e+07   0.000000e+00   1.616307e+08    159s
   84826    2.0192810e+07   0.000000e+00   1.551616e+08    161s
   85042    2.0168520e+07   0.000000e+00   5.114561e+08    161s
   85258    2.0126538e+07   0.000000e+00   5.679296e+08    162s
   85474    2.0082338e+07   0.000000e+00   1.107576e+08    163s
   85690    2.0039143e+07   0.000000e+00   1.086461e+08    164s
   85906    2.0020510e+07   0.000000e+00   5.302113e+08    165s
   86338    1.9970932e+07   0.000000e+00   1.797137e+07    167s
   86554    1.9880155e+07   0.000000e+00   2.522136e+08    168s
   86770    1.9857170e+07   0.000000e+00   4.023063e+07    168s
   87202    1.9790493e+07   0.000000e+00   6.812435e+07    170s
   87418    1.9758026e+07   0.000000e+00   1.085938e+07    171s
   87634    1.9722709e+07   0.000000e+00   1.466550e+07    172s
   87850    1.9690983e+07   0.000000e+00   2.439268e+07    173s
   88066    1.9632424e+07   0.000000e+00   6.285544e+07    174s
   88282    1.9584529e+07   0.000000e+00   5.216508e+07    175s
   88498    1.9561658e+07   0.000000e+00   2.971810e+07    176s
   88714    1.9537223e+07   0.000000e+00   3.189900e+08    177s
   88930    1.9517675e+07   0.000000e+00   1.231003e+08    179s
   89146    1.9496946e+07   0.000000e+00   1.052069e+08    179s
   89362    1.9463980e+07   0.000000e+00   1.226943e+08    180s
   89578    1.9410047e+07   0.000000e+00   1.417150e+08    181s
   89794    1.9388248e+07   0.000000e+00   8.137746e+07    182s
   90010    1.9377295e+07   0.000000e+00   3.299425e+08    183s
   90226    1.9370066e+07   0.000000e+00   2.210946e+09    184s
   90658    1.9344455e+07   0.000000e+00   2.092769e+08    185s
   90874    1.9344302e+07   0.000000e+00   2.093107e+08    186s
   91364    1.9330854e+07   0.000000e+00   4.753414e+07    188s
   91580    1.9309514e+07   0.000000e+00   4.025894e+07    188s
   91796    1.9305205e+07   0.000000e+00   5.185878e+07    189s
   92012    1.9297959e+07   0.000000e+00   2.815594e+07    190s
   92228    1.9271938e+07   0.000000e+00   1.286222e+08    191s
   92444    1.9266183e+07   0.000000e+00   1.287178e+08    192s
   92660    1.9236224e+07   0.000000e+00   1.200191e+07    193s
   93092    1.9222776e+07   0.000000e+00   7.459843e+07    195s
   93308    1.9199154e+07   0.000000e+00   1.827752e+07    196s
   93740    1.9144769e+07   0.000000e+00   1.141011e+08    198s
   93956    1.9140720e+07   0.000000e+00   5.235197e+07    198s
   94172    1.9095140e+07   0.000000e+00   1.161402e+08    200s
   94388    1.9086763e+07   0.000000e+00   3.661855e+07    201s
   94604    1.9071064e+07   0.000000e+00   4.242166e+07    201s
   94820    1.9042805e+07   0.000000e+00   1.392264e+08    203s
   95036    1.9026977e+07   0.000000e+00   1.795865e+07    203s
   95252    1.9010875e+07   0.000000e+00   3.526721e+07    205s
   95468    1.8984180e+07   0.000000e+00   3.118456e+07    206s
   95684    1.8966945e+07   0.000000e+00   1.584638e+07    207s
   95900    1.8945634e+07   0.000000e+00   8.806754e+07    208s
   96116    1.8924385e+07   0.000000e+00   2.379631e+08    209s
   96332    1.8877514e+07   0.000000e+00   8.748414e+07    210s
   96548    1.8862608e+07   0.000000e+00   4.108250e+07    211s
   96764    1.8845873e+07   0.000000e+00   4.572891e+07    212s
   96980    1.8829025e+07   0.000000e+00   2.289263e+08    213s
   97196    1.8819868e+07   0.000000e+00   6.109773e+07    214s
   97412    1.8760316e+07   0.000000e+00   5.794384e+07    215s
   97628    1.8749993e+07   0.000000e+00   4.911616e+07    216s
   97844    1.8734652e+07   0.000000e+00   2.503325e+07    217s
   98060    1.8724576e+07   0.000000e+00   4.681079e+08    218s
   98276    1.8709875e+07   0.000000e+00   2.040407e+07    220s
   98492    1.8700839e+07   0.000000e+00   2.451560e+08    221s
   98708    1.8696844e+07   0.000000e+00   1.092685e+08    222s
   98924    1.8649446e+07   0.000000e+00   2.159665e+08    223s
   99140    1.8601946e+07   0.000000e+00   3.314651e+07    224s
   99356    1.8596039e+07   0.000000e+00   6.331453e+07    225s
   99572    1.8589050e+07   0.000000e+00   4.545440e+08    227s
   99788    1.8564047e+07   0.000000e+00   6.372700e+07    228s
  100004    1.8541317e+07   0.000000e+00   3.848027e+08    229s
  100220    1.8519865e+07   0.000000e+00   4.145360e+07    231s
  100436    1.8501540e+07   0.000000e+00   2.069034e+08    231s
  100652    1.8470913e+07   0.000000e+00   4.794390e+08    232s
  100868    1.8450730e+07   0.000000e+00   4.134113e+07    234s
  101084    1.8434343e+07   0.000000e+00   3.873537e+07    234s
  101300    1.8422795e+07   0.000000e+00   2.213327e+07    236s
  101516    1.8406303e+07   0.000000e+00   3.856638e+07    237s
  101732    1.8387251e+07   0.000000e+00   4.337186e+08    238s
  101948    1.8381715e+07   0.000000e+00   5.283241e+07    239s
  102164    1.8358600e+07   0.000000e+00   1.417343e+07    240s
  102380    1.8345284e+07   0.000000e+00   2.673497e+08    241s
  102596    1.8332935e+07   0.000000e+00   2.564377e+07    242s
  102812    1.8318154e+07   0.000000e+00   7.280921e+07    243s
  103028    1.8286922e+07   0.000000e+00   1.496675e+09    244s
  103460    1.8248337e+07   0.000000e+00   2.753322e+08    245s
  103676    1.8233915e+07   0.000000e+00   2.018000e+08    246s
  104108    1.8216204e+07   0.000000e+00   7.007757e+07    248s
  104324    1.8190590e+07   0.000000e+00   8.137397e+07    249s
  104540    1.8177315e+07   0.000000e+00   3.375840e+07    250s
  104756    1.8165538e+07   0.000000e+00   1.958337e+07    251s
  104972    1.8157703e+07   0.000000e+00   1.761270e+07    252s
  105188    1.8146063e+07   0.000000e+00   8.207205e+07    252s
  105404    1.8125395e+07   0.000000e+00   2.231676e+08    253s
  105938    1.8107105e+07   0.000000e+00   7.702947e+07    255s
  106154    1.8067684e+07   0.000000e+00   1.639010e+08    256s
  106370    1.8017819e+07   0.000000e+00   2.429687e+08    257s
  106586    1.7961038e+07   0.000000e+00   3.038728e+08    258s
  106802    1.7928171e+07   0.000000e+00   3.553136e+07    260s
  107018    1.7906765e+07   0.000000e+00   1.362961e+08    261s
  107234    1.7890005e+07   0.000000e+00   5.817541e+07    262s
  107450    1.7867826e+07   0.000000e+00   2.124586e+08    263s
  107666    1.7851214e+07   0.000000e+00   1.663902e+07    264s
  107882    1.7846136e+07   0.000000e+00   5.728950e+07    265s
  108098    1.7843121e+07   0.000000e+00   1.805817e+08    266s
  108314    1.7831998e+07   0.000000e+00   1.077996e+08    267s
  108530    1.7800734e+07   0.000000e+00   3.928765e+08    268s
  108746    1.7787688e+07   0.000000e+00   1.068514e+08    269s
  108962    1.7781289e+07   0.000000e+00   5.378130e+07    270s
  109178    1.7774455e+07   0.000000e+00   6.761674e+08    272s
  109394    1.7764405e+07   0.000000e+00   7.749174e+08    273s
  109610    1.7754037e+07   0.000000e+00   7.154503e+07    274s
  109826    1.7744654e+07   0.000000e+00   1.035154e+09    275s
  110042    1.7741410e+07   0.000000e+00   1.557136e+07    276s
  110474    1.7726463e+07   0.000000e+00   6.084600e+07    278s
  110690    1.7692486e+07   0.000000e+00   2.152002e+07    279s
  110906    1.7676300e+07   0.000000e+00   3.353253e+07    280s
  111122    1.7655922e+07   0.000000e+00   3.750095e+08    281s
  111338    1.7651070e+07   0.000000e+00   4.495412e+07    283s
  111554    1.7634850e+07   0.000000e+00   6.135921e+07    284s
  111770    1.7617797e+07   0.000000e+00   5.425806e+07    284s
  111986    1.7595013e+07   0.000000e+00   7.987432e+07    285s
  112202    1.7588782e+07   0.000000e+00   2.413979e+07    286s
  112418    1.7568089e+07   0.000000e+00   3.648398e+07    287s
  112634    1.7542584e+07   0.000000e+00   4.224956e+07    288s
  112850    1.7534245e+07   0.000000e+00   2.479945e+07    289s
  113066    1.7512154e+07   0.000000e+00   4.579735e+08    290s
  113498    1.7496620e+07   0.000000e+00   6.045227e+08    292s
  113930    1.7485798e+07   0.000000e+00   9.957399e+07    294s
  114146    1.7481695e+07   0.000000e+00   1.440133e+08    295s
  114362    1.7479342e+07   0.000000e+00   1.631695e+08    296s
  114578    1.7469354e+07   0.000000e+00   6.825442e+07    298s
  114794    1.7462498e+07   0.000000e+00   6.478435e+07    299s
  115010    1.7457737e+07   0.000000e+00   2.236442e+07    300s
  115226    1.7453394e+07   0.000000e+00   6.195909e+07    300s
  115442    1.7447350e+07   0.000000e+00   7.361153e+08    301s
  115957    1.7434595e+07   0.000000e+00   8.210059e+08    302s
  116173    1.7428300e+07   0.000000e+00   2.242420e+07    303s
  116655    1.7422811e+07   0.000000e+00   2.662923e+07    305s
  116871    1.7415149e+07   0.000000e+00   1.008833e+08    306s
  117087    1.7396814e+07   0.000000e+00   1.228979e+07    307s
  117303    1.7395093e+07   0.000000e+00   3.101173e+07    307s
  117519    1.7379633e+07   0.000000e+00   1.762451e+07    308s
  117735    1.7369519e+07   0.000000e+00   5.165335e+07    309s
  117951    1.7356896e+07   0.000000e+00   3.667739e+07    310s
  118167    1.7352192e+07   0.000000e+00   1.799886e+07    312s
  118383    1.7344832e+07   0.000000e+00   8.317640e+07    312s
  118599    1.7339767e+07   0.000000e+00   1.466589e+07    313s
  118815    1.7324782e+07   0.000000e+00   1.275959e+08    314s
  119031    1.7310385e+07   0.000000e+00   1.306398e+07    315s
  119247    1.7297929e+07   0.000000e+00   1.356868e+07    316s
  119463    1.7292075e+07   0.000000e+00   1.010904e+07    317s
  119679    1.7280160e+07   0.000000e+00   1.461026e+07    318s
  120113    1.7260642e+07   0.000000e+00   5.061195e+07    320s
  120329    1.7245332e+07   0.000000e+00   1.892547e+07    321s
  120545    1.7237198e+07   0.000000e+00   1.048196e+07    321s
  120761    1.7232872e+07   0.000000e+00   1.058963e+07    322s
  120977    1.7215995e+07   0.000000e+00   1.678218e+08    324s
  121193    1.7205534e+07   0.000000e+00   6.402907e+07    325s
  121409    1.7202457e+07   0.000000e+00   2.221348e+07    325s
  121625    1.7192246e+07   0.000000e+00   8.659591e+06    326s
  121841    1.7184408e+07   0.000000e+00   3.486963e+07    327s
  122273    1.7167623e+07   0.000000e+00   1.591685e+09    328s
  122489    1.7161486e+07   0.000000e+00   8.232237e+08    329s
  122705    1.7153820e+07   0.000000e+00   2.377170e+08    330s
Concurrent spin time: 0.15s

Solved with dual simplex (dual model)

Root relaxation: objective 1.695716e+07, 71940 iterations, 321.37 seconds

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

     0     0 1.6957e+07    0   35          - 1.6957e+07      -     -  332s
     0     0 1.6957e+07    0   35          - 1.6957e+07      -     -  341s
     0     2 1.6957e+07    0   35          - 1.6957e+07      -     -  375s
     1     4 1.6957e+07    1   35          - 1.6957e+07      -  27.0  376s
     3     8 1.6957e+07    2   35          - 1.6957e+07      -  12.7  377s
     7    12 1.6957e+07    3   35          - 1.6957e+07      -  16.7  378s
    15    20 1.6957e+07    5   35          - 1.6957e+07      -  12.3  379s
    23    28 1.6957e+07    7   36          - 1.6957e+07      -  10.6  380s
    27    36 1.6957e+07    8   51          - 1.6957e+07      -  12.3  381s
    35    49 1.6957e+07    8   34          - 1.6957e+07      -  12.6  382s
    48    75 1.6957e+07   10   34          - 1.6957e+07      -  12.7  385s
    74   109 1.6957e+07   20   24          - 1.6957e+07      -  13.2  390s
   108   209 1.6957e+07   27   24          - 1.6957e+07      -  19.6  400s
   208   425 1.6957e+07   46    8          - 1.6957e+07      -  20.1  421s
   424   587 1.6958e+07  102   23          - 1.6957e+07      -  18.4  442s
   586   886 1.6958e+07  141   23          - 1.6957e+07      -  20.9  471s
   885  1342 1.6958e+07  182    5          - 1.6957e+07      -  26.4  488s
  1341  1608 1.6958e+07  296    8          - 1.6957e+07      -  20.3  505s
  1617  1754 infeasible  369               - 1.6957e+07      -  20.8  519s
  1787  1852 1.7065e+07  374   18          - 1.6957e+07      -  23.3  534s
* 1870   944             548    1.695814e+07 1.6957e+07  0.01%  26.0  534s

Explored 1903 nodes (125562 simplex iterations) in 534.90 seconds
Thread count was 4 (of 64 available processors)

Solution count 1: 1.69581e+07 

Optimal solution found (tolerance 1.00e-02)
Best objective 1.695814336824e+07, best bound 1.695716834532e+07, gap 0.0057%
--- Integer stage complete, starting price computation stage ---
Gurobi Version 9.1.0 -- automatic LP solver
Academic license - for non-commercial use only - expires 2021-01-28
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (linux64)
Thread count: 32 physical cores, 64 logical processors, using up to 4 threads
Optimize a model with 341850 rows, 171810 columns and 851636 nonzeros
Model fingerprint: 0x9af2a5b6
Coefficient statistics:
  Matrix range     [4e-03, 3e+03]
  Objective range  [1e+00, 1e+06]
  Bounds range     [3e-02, 3e+01]
  RHS range        [9e-13, 2e+03]

Concurrent LP optimizer: dual simplex and barrier
Showing barrier log only...

Presolve removed 273450 rows and 143383 columns
Presolve time: 1.69s
Presolved: 68400 rows, 64918 columns, 232866 nonzeros

Ordering time: 0.05s

Barrier statistics:
 Free vars  : 17780
 AA' NZ     : 5.221e+05
 Factor NZ  : 3.195e+06 (roughly 80 MBytes of memory)
 Factor Ops : 2.559e+08 (less than 1 second per iteration)
 Threads    : 3

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   8.01031436e+09 -5.99283816e+08  9.52e+03 2.24e+04  4.94e+06     3s
   1   4.63886989e+09 -5.59914664e+08  5.55e+03 5.57e+03  2.69e+06     3s
   2   1.93209958e+09 -4.58161742e+08  2.33e+03 1.09e+03  1.02e+06     3s
   3   6.56615793e+08 -2.76660955e+08  6.76e+02 1.10e+02  2.92e+05     3s
   4   4.18034284e+08 -2.11903826e+08  3.76e+02 4.73e+01  1.62e+05     3s
   5   2.36406767e+08 -2.02157373e+08  1.63e+02 3.76e+01  7.29e+04     4s
   6   1.06232114e+08 -1.26516549e+08  3.82e+01 2.87e+00  1.87e+04     4s
   7   5.30649088e+07 -7.62273778e+07  1.18e+01 2.89e-02  5.94e+03     4s
   8   3.74595646e+07 -4.79622786e+07  6.58e+00 3.77e-03  3.11e+03     4s
   9   2.86859325e+07 -2.95206315e+07  3.20e+00 1.31e-03  1.53e+03     4s
  10   2.08400175e+07 -1.54725742e+07  9.02e-01 4.42e-04  5.91e+02     4s
  11   1.74224568e+07  9.10260122e+06  7.79e-02 3.27e-05  9.37e+01     4s
  12   1.70619222e+07  1.38480830e+07  1.20e-02 1.43e-05  3.43e+01     5s
  13   1.70348204e+07  1.44602029e+07  8.60e-03 1.26e-05  2.74e+01     5s
  14   1.70169960e+07  1.49027712e+07  6.17e-03 1.11e-05  2.25e+01     5s
  15   1.70056119e+07  1.51104051e+07  4.67e-03 1.02e-05  2.01e+01     5s
  16   1.69936672e+07  1.59439067e+07  3.28e-03 6.96e-06  1.11e+01     5s
  17   1.69782071e+07  1.61712940e+07  1.87e-03 5.99e-06  8.54e+00     5s
  18   1.69714328e+07  1.64348565e+07  1.15e-03 4.98e-06  5.68e+00     5s
  19   1.69660578e+07  1.66537528e+07  6.28e-04 4.41e-06  3.30e+00     6s
  20   1.69625737e+07  1.68443233e+07  3.34e-04 3.72e-06  1.25e+00     6s
  21   1.69607767e+07  1.69112399e+07  1.28e-03 3.16e-06  5.23e-01     6s
  22   1.69586439e+07  1.69397878e+07  2.97e-03 1.37e-06  1.99e-01     6s
  23   1.69582918e+07  1.69493819e+07  4.37e-04 6.22e-07  9.32e-02     6s
  24   1.69582052e+07  1.69571610e+07  2.56e-04 2.00e-07  1.01e-02     6s
  25   1.69581709e+07  1.69580242e+07  3.69e-04 9.94e-09  5.53e-04     6s
  26   1.69581648e+07  1.69580678e+07  4.05e-04 2.40e-08  5.38e-06     7s
  27   1.69581644e+07  1.69580679e+07  3.99e-04 1.16e-10  1.31e-06     7s
  28   1.69581644e+07  1.69580679e+07  3.69e-04 1.75e-10  6.88e-07     7s
  29   1.69581643e+07  1.69580679e+07  3.11e-04 1.72e-10  4.55e-07     7s
  30   1.69581643e+07  1.69580679e+07  5.59e-04 2.91e-10  4.56e-10     7s
  31   1.69581643e+07  1.69580679e+07  7.03e-04 1.75e-10  1.80e-10     7s
  32   1.69581643e+07  1.69580679e+07  5.15e-04 1.16e-10  1.31e-10     7s
  33   1.69581643e+07  1.69580679e+07  5.09e-04 1.75e-10  7.32e-11     8s
  34   1.69581643e+07  1.69580679e+07  3.26e-04 1.24e-10  1.58e-13     8s
  35   1.69581643e+07  1.69580679e+07  8.53e-05 1.75e-10  2.84e-15     8s
  36   1.69581643e+07  1.69580679e+07  7.72e-05 1.16e-10  2.12e-16     8s
  37   1.69581643e+07  1.69580679e+07  8.04e-05 1.16e-10  6.54e-18     8s
  38   1.69581643e+07  1.69580679e+07  6.88e-05 1.24e-10  5.47e-20     8s
  39   1.69581643e+07  1.69580679e+07  8.18e-05 1.16e-10  5.47e-23     9s
  40   1.69581643e+07  1.69580679e+07  9.05e-05 1.46e-10  5.47e-26     9s

Barrier solved model in 40 iterations and 8.73 seconds
Optimal objective 1.69581643e+07

Crossover log...

   46833 variables added to crossover basis                        9s

     163 DPushes remaining with DInf 0.0000000e+00                10s
       0 DPushes remaining with DInf 0.0000000e+00                10s

      26 PPushes remaining with PInf 8.3156557e-04                10s
       0 PPushes remaining with PInf 8.3156659e-04                10s

  Push phase complete: Pinf 8.3156659e-04, Dinf 1.6704658e-06     11s

Iteration    Objective       Primal Inf.    Dual Inf.      Time
     148    1.6958143e+07   8.315620e-04   0.000000e+00     11s

Solved with barrier
Solved in 148 iterations and 11.26 seconds
Infeasible or unbounded model
Error using miqps_gurobi (line 395)
miqps_gurobi: EXITFLAG from price computation stage = -4

Error in miqps_master (line 213)
            miqps_gurobi(H, c, A, l, u, xmin, xmax, x0, vtype, opt);

Error in opt_model/solve (line 190)
                miqps_master(HH, CC, A, l, u, xmin, xmax, x0, vtype, opt);

Error in most (line 2015)
        mdo.om.solve(mdo.QP.opt);

Error in run_SCUC_net (line 233)
    mdo = most(mdi, mpopt);
rdzman commented 3 years ago

It looks to me like it may still be related to the barrier method. At least in the output you included, it appears the algorithm is set to "automatic MILP solver", which I believe probably does a concurrent run of barrier and possibly multiple simplex algorithms. In this case, it appears the initial integer stage is solved successfully by dual simplex, while in the price computation stage the barrier method completed first (claiming infeasibility).

In order to select the dual simplex method, you have to set the gurobi.method option to 1 (not the string 'dual-simplex'). Can you confirm that you see this error with the gurobi.method option set to 1?

Also, I assume you are familiar with what the two stages (integer and price computation) are doing ... depending on your application, the price computation stage may be completely unnecessary.

xb00dx commented 3 years ago

Thanks for the fast response! Sorry I posted the error messages the first time I encountered this issue, where I used default MILP algorithm.

In my recent simulations, I included the following line

mpopt = mpoption(mpopt,'gurobi.method',1); % use dual simplex algorithm

The same issue still happened. I will post the error message using dual-simplex algorithm in the comments below

xb00dx commented 3 years ago 
running SCUC for day 161
Warning: the original case does not have consecutive bus numbers 
> In daily_SCED (line 18)
  In run_SCUC (line 100) 
Warning: DONE: renumber everything 
> In daily_SCED (line 37)
  In run_SCUC (line 100) 
creating load profiles
creating wind profiles
creating solar profiles
creating hydro profiles

=============================================================================
          MATPOWER Optimal Scheduling Tool  --  MOST Version 1.1
          A multiperiod stochastic secure OPF with unit commitment
                       -----  Built on MATPOWER  -----
  by Carlos E. Murillo-Sanchez, Universidad Nacional de Colombia--Manizales
                  and Ray D. Zimmerman, Cornell University
       (c) 2012-2020 Power Systems Engineering Research Center (PSERC)       
=============================================================================
- Building indexing structures.
- Building expected storage-tracking mechanism.
- Building constraint submatrices.
  - Building DC flow constraints.
  - Building CCV constraints for piecewise-linear costs.
  - Building contingency reserve constraints.
  - Building ramping transitions and reserve constraints.
  - Building unit commitment constraints.
- Building cost structures.
- Assembling full set of constraints.
- Assembling full set of variable bounds.
- Assembling full set of costs.
- Calling MILP solver.

============================================================================

Gurobi Version 9.1.0 -- dual simplex MILP solver
Academic license - for non-commercial use only - expires 2021-03-17
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (linux64)
Thread count: 32 physical cores, 64 logical processors, using up to 32 threads
Optimize a model with 384820 rows, 214828 columns and 959973 nonzeros
Model fingerprint: 0x60ef6a22
Variable types: 200897 continuous, 13931 integer (13931 binary)
Coefficient statistics:
  Matrix range     [9e-04, 4e+03]
  Objective range  [1e+00, 1e+06]
  Bounds range     [3e-02, 3e+01]
  RHS range        [9e-13, 2e+03]
Presolve removed 121828 rows and 119835 columns (presolve time = 1s) ...
Presolve removed 153662 rows and 119835 columns (presolve time = 2s) ...
Presolve removed 164233 rows and 120000 columns (presolve time = 3s) ...
Presolve removed 165347 rows and 120385 columns (presolve time = 4s) ...
Presolve removed 166562 rows and 121600 columns (presolve time = 5s) ...
Presolve removed 168014 rows and 121600 columns (presolve time = 6s) ...
Presolve removed 169051 rows and 122209 columns (presolve time = 7s) ...
Presolve removed 169051 rows and 122209 columns (presolve time = 8s) ...
Presolve removed 169406 rows and 122508 columns (presolve time = 9s) ...
Presolve removed 169644 rows and 122540 columns (presolve time = 10s) ...
Presolve removed 169644 rows and 122540 columns (presolve time = 11s) ...
Presolve removed 169827 rows and 122723 columns (presolve time = 12s) ...
Presolve removed 169858 rows and 122754 columns (presolve time = 13s) ...
Presolve removed 169858 rows and 122754 columns (presolve time = 14s) ...
Presolve removed 169895 rows and 122769 columns (presolve time = 15s) ...
Presolve removed 171794 rows and 124680 columns (presolve time = 16s) ...
Presolve removed 171794 rows and 124680 columns
Presolve time: 16.37s
Presolved: 213026 rows, 90148 columns, 570510 nonzeros
Variable types: 76680 continuous, 13468 integer (13468 binary)

Root simplex log...

Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0    1.7618325e+06   1.330642e+05   0.000000e+00     18s
    2931    2.6688951e+06   6.546809e+05   0.000000e+00     19s
    7659    2.7077141e+06   1.376905e+05   0.000000e+00     20s
   10258    2.7077173e+06   9.729232e+04   0.000000e+00     21s
   12375    2.7077194e+06   1.396232e+05   0.000000e+00     22s
   14472    2.7077213e+06   1.190876e+05   0.000000e+00     23s
   16083    2.7077225e+06   1.209776e+05   0.000000e+00     24s
   17767    2.7077238e+06   1.009681e+05   0.000000e+00     25s
   19377    2.7077251e+06   7.883726e+04   0.000000e+00     26s
   21021    2.7077263e+06   1.283601e+05   0.000000e+00     27s
   22666    2.7077275e+06   1.346826e+05   0.000000e+00     28s
   24039    2.7247806e+06   8.257410e+04   0.000000e+00     29s
   25389    2.7322209e+06   8.538645e+04   0.000000e+00     30s
   26389    2.7322219e+06   2.489279e+05   0.000000e+00     31s
   27389    2.7322231e+06   8.176272e+05   0.000000e+00     32s
   28376    2.7322243e+06   1.326416e+06   0.000000e+00     33s
   30126    2.7322262e+06   7.877573e+05   0.000000e+00     34s
   31376    2.7322274e+06   1.271134e+06   0.000000e+00     35s
   32626    2.7322286e+06   1.168266e+06   0.000000e+00     36s
   34126    2.7322300e+06   1.307243e+06   0.000000e+00     37s
   35376    2.7322311e+06   1.179000e+06   0.000000e+00     38s
   36376    2.7322320e+06   1.304296e+06   0.000000e+00     39s
   37376    2.7322328e+06   1.147549e+05   0.000000e+00     40s
   38376    2.7322335e+06   2.624817e+05   0.000000e+00     41s
   39376    2.7322342e+06   3.685077e+05   0.000000e+00     42s
   40626    2.7322351e+06   6.302395e+05   0.000000e+00     43s
   41626    2.7322358e+06   1.178970e+06   0.000000e+00     44s
   42626    2.7322366e+06   2.596832e+05   0.000000e+00     45s
   43376    2.7322374e+06   2.264671e+05   0.000000e+00     46s
   44376    2.7322382e+06   1.001514e+06   0.000000e+00     47s
   45376    2.7322389e+06   5.401778e+05   0.000000e+00     48s
   46376    2.7322397e+06   3.251146e+06   0.000000e+00     49s
   47126    2.7322405e+06   1.085039e+06   0.000000e+00     50s
   48126    2.7322414e+06   1.530027e+06   0.000000e+00     51s
   48876    2.7322420e+06   8.830234e+05   0.000000e+00     52s
   49876    2.7322429e+06   4.707355e+05   0.000000e+00     53s
   50876    2.7322438e+06   6.745890e+05   0.000000e+00     54s
   51626    2.7322449e+06   4.220676e+05   0.000000e+00     55s
   52376    2.7322457e+06   1.086825e+06   0.000000e+00     56s
   53376    2.7322471e+06   1.344693e+06   0.000000e+00     57s
Warning: Markowitz tolerance tightened to 0.03125
   54126    2.7322479e+06   3.469251e+05   0.000000e+00     58s
   54876    2.7322486e+06   5.025600e+05   0.000000e+00     59s
   55876    2.7322495e+06   8.592988e+05   0.000000e+00     60s
   56626    2.7322505e+06   4.776123e+05   0.000000e+00     61s
   57376    2.7322513e+06   3.102283e+05   0.000000e+00     62s
   58376    2.7322522e+06   1.296912e+06   0.000000e+00     63s
   59126    2.7322529e+06   3.313611e+05   0.000000e+00     64s
   59876    2.7322537e+06   6.947460e+05   0.000000e+00     65s
   60626    2.7322546e+06   2.498150e+05   0.000000e+00     66s
   61376    2.7322553e+06   4.237545e+05   0.000000e+00     67s
   62126    2.7322564e+06   1.480442e+05   0.000000e+00     68s
   62876    2.7322572e+06   4.008720e+05   0.000000e+00     69s
   63876    2.7322583e+06   5.797794e+05   0.000000e+00     70s
   64626    2.7322592e+06   2.252017e+06   0.000000e+00     71s
   65376    2.7322601e+06   3.623325e+06   0.000000e+00     72s
   66126    2.7322609e+06   1.838864e+05   0.000000e+00     73s
   66876    2.7322622e+06   7.451918e+05   0.000000e+00     74s
   67626    2.7322631e+06   4.818809e+05   0.000000e+00     75s
   68376    2.7322645e+06   3.679325e+05   0.000000e+00     76s
   69126    2.7322655e+06   1.534483e+05   0.000000e+00     77s
   69626    2.7322660e+06   8.826319e+04   0.000000e+00     78s
   70376    2.7322671e+06   1.124166e+05   0.000000e+00     79s
   71126    2.7322678e+06   2.740791e+04   0.000000e+00     80s
   71876    2.7322689e+06   1.958078e+04   0.000000e+00     82s
   72126    2.7322691e+06   2.257323e+05   0.000000e+00     82s
   72876    2.7322703e+06   1.349934e+05   0.000000e+00     83s
   73626    2.7322718e+06   6.857481e+05   0.000000e+00     84s
   74126    2.7322732e+06   2.504236e+04   0.000000e+00     85s
   74876    2.7322743e+06   1.070825e+05   0.000000e+00     86s
Warning: Markowitz tolerance tightened to 0.0625
   75376    2.7322750e+06   3.075718e+05   0.000000e+00     87s
   75876    2.7322762e+06   1.210053e+05   0.000000e+00     88s
   76626    2.7322778e+06   8.503890e+04   0.000000e+00     89s
   77126    2.7322792e+06   4.992115e+05   0.000000e+00     90s
   77879    2.7322805e+06   8.128360e+05   0.000000e+00     91s
   78379    2.7322815e+06   7.676338e+05   0.000000e+00     92s
   79129    2.7322834e+06   7.457786e+04   0.000000e+00     93s
   79629    2.7322839e+06   2.103272e+05   0.000000e+00     94s
   80379    2.7322862e+06   4.963677e+05   0.000000e+00     95s
   80882    2.7322873e+06   5.274094e+05   0.000000e+00     96s
   81390    2.7322894e+06   9.361721e+05   0.000000e+00     97s
   81906    2.7353597e+06   3.128263e+07   0.000000e+00     98s
   82684    2.7356911e+06   2.108364e+06   0.000000e+00     99s
   83214    2.7357249e+06   5.861180e+04   0.000000e+00    100s
   83738    2.7357913e+06   7.932711e+05   0.000000e+00    101s
   84517    2.7360073e+06   7.844316e+05   0.000000e+00    102s
   85034    2.7360094e+06   4.319795e+05   0.000000e+00    103s
   85836    2.7360157e+06   1.606266e+07   0.000000e+00    104s
   86374    2.7360188e+06   3.164310e+06   0.000000e+00    105s
   86938    2.7360215e+06   6.534135e+04   0.000000e+00    106s
   87504    2.7431388e+06   2.477002e+05   0.000000e+00    107s
   88021    2.7463151e+06   3.768344e+05   0.000000e+00    108s
   88271    2.7501414e+06   1.350388e+06   0.000000e+00    109s
   88782    2.7527765e+06   8.732693e+07   0.000000e+00    110s
   89297    2.7535711e+06   1.044442e+07   0.000000e+00    111s
   89875    2.7914478e+06   2.404675e+08   0.000000e+00    112s
   90429    2.7955310e+06   2.118807e+08   0.000000e+00    113s
   91117    2.8066661e+06   2.259149e+09   0.000000e+00    114s
   91663    2.8101535e+06   5.306205e+06   0.000000e+00    115s
   92234    2.8146336e+06   2.848539e+07   0.000000e+00    116s
   92851    2.8295009e+06   1.089729e+06   0.000000e+00    117s
   93457    2.8331695e+06   5.317686e+04   0.000000e+00    118s
   94039    2.8623737e+06   2.887949e+05   0.000000e+00    119s
   94591    2.8673694e+06   1.592573e+05   0.000000e+00    120s
   95215    2.8848486e+06   1.248004e+05   0.000000e+00    121s
   96103    2.9094578e+06   2.132080e+06   0.000000e+00    122s
   96631    3.0070588e+06   4.100111e+05   0.000000e+00    123s
   97197    3.0347852e+06   9.846965e+06   0.000000e+00    124s
   97727    3.1641934e+06   1.586977e+07   0.000000e+00    125s
   97977    3.1936020e+06   1.164351e+08   0.000000e+00    126s
   98756    3.2618924e+06   7.745795e+07   0.000000e+00    127s
   99006    3.2934419e+06   4.618649e+05   0.000000e+00    128s
   99554    3.3994789e+06   7.804937e+04   0.000000e+00    129s
  100057    3.4269801e+06   5.904211e+07   0.000000e+00    130s
  100307    3.4564532e+06   9.990466e+04   0.000000e+00    131s
  100807    3.5341150e+06   6.651215e+09   0.000000e+00    132s
  101307    3.7498718e+06   4.024430e+06   0.000000e+00    134s
  101557    3.7582078e+06   4.070895e+05   0.000000e+00    135s
  101807    3.7666547e+06   7.665019e+07   0.000000e+00    135s
  102057    3.7752711e+06   1.631941e+07   0.000000e+00    136s
  102566    3.7842051e+06   5.697985e+07   0.000000e+00    137s
  103128    3.7985923e+06   2.951098e+07   0.000000e+00    138s
  103647    3.8292297e+06   1.367351e+06   0.000000e+00    139s
  104175    3.8447444e+06   1.972459e+05   0.000000e+00    140s
  104705    3.8731578e+06   2.245488e+05   0.000000e+00    141s
  105205    3.9418206e+06   5.723489e+05   0.000000e+00    143s
  105455    3.9651940e+06   1.853427e+04   0.000000e+00    143s
  105705    3.9671870e+06   5.985689e+05   0.000000e+00    144s
  106205    3.9911515e+06   2.224705e+06   0.000000e+00    145s
  106455    4.0096030e+06   1.903683e+06   0.000000e+00    146s
  106955    4.0200469e+06   4.186758e+07   0.000000e+00    147s
  107205    4.0388597e+06   2.574943e+07   0.000000e+00    148s
  107705    4.0846817e+06   6.012126e+06   0.000000e+00    149s
  107955    4.0981955e+06   2.979844e+07   0.000000e+00    150s
  108455    4.1339433e+06   5.471799e+07   0.000000e+00    151s
  108971    4.1637835e+06   7.070235e+06   0.000000e+00    152s
  109221    4.1887281e+06   3.276203e+07   0.000000e+00    153s
  109471    4.1960142e+06   6.100554e+05   0.000000e+00    155s
  109721    4.2012876e+06   8.566960e+04   0.000000e+00    156s
  109971    4.2347511e+06   9.754949e+06   0.000000e+00    156s
  110221    4.2459291e+06   4.030415e+07   0.000000e+00    157s
  110471    4.2565128e+06   2.342408e+05   0.000000e+00    159s
  110721    4.2936517e+06   2.766633e+04   0.000000e+00    160s
  110971    4.3211994e+06   7.056454e+04   0.000000e+00    161s
  111221    4.3390223e+06   5.316053e+03   0.000000e+00    162s
  111471    4.3504183e+06   4.961536e+03   0.000000e+00    164s
  111721    4.3713047e+06   7.338447e+03   0.000000e+00    165s
  111971    4.3917975e+06   4.639979e+03   0.000000e+00    167s
  112221    4.4162793e+06   7.839246e+03   0.000000e+00    168s
  112471    4.4329010e+06   1.702185e+04   0.000000e+00    169s
  112721    4.4502713e+06   1.776934e+04   0.000000e+00    171s
  112971    4.4618410e+06   9.417468e+03   0.000000e+00    172s
  113221    4.4738792e+06   6.194667e+04   0.000000e+00    173s
  113471    4.4835156e+06   1.518198e+04   0.000000e+00    174s
  113721    4.5011203e+06   2.768963e+04   0.000000e+00    175s
  113971    4.5040182e+06   3.036670e+04   0.000000e+00    176s
  114221    4.5084108e+06   5.809772e+04   0.000000e+00    177s
  114471    4.5242013e+06   5.517611e+03   0.000000e+00    179s
  114721    4.5502563e+06   6.214836e+03   0.000000e+00    180s
  114971    4.5559878e+06   2.096532e+04   0.000000e+00    181s
  115221    4.5708186e+06   7.923891e+03   0.000000e+00    182s
  115471    4.5895332e+06   4.792941e+03   0.000000e+00    183s
  115721    4.6083675e+06   3.644764e+04   0.000000e+00    184s
  115971    4.6496602e+06   9.331555e+04   0.000000e+00    185s
  116221    4.6650954e+06   1.247847e+04   0.000000e+00    187s
  116471    4.6891736e+06   1.025424e+04   0.000000e+00    188s
  116721    4.7049224e+06   3.661460e+03   0.000000e+00    189s
  116971    4.7151277e+06   1.312103e+04   0.000000e+00    191s
  117221    4.7238065e+06   2.472865e+04   0.000000e+00    192s
  117471    4.7271291e+06   6.229431e+03   0.000000e+00    193s
  117721    4.7390834e+06   4.738068e+04   0.000000e+00    195s
  117971    4.7519410e+06   2.041549e+04   0.000000e+00    196s
  118221    4.7751195e+06   1.047139e+04   0.000000e+00    198s
  118471    4.8084352e+06   1.978888e+05   0.000000e+00    200s
  118721    4.8234644e+06   5.878905e+04   0.000000e+00    201s
  118971    4.8360368e+06   1.517178e+04   0.000000e+00    202s
  119221    4.8479670e+06   2.013367e+04   0.000000e+00    204s
  119471    4.8638998e+06   4.136539e+03   0.000000e+00    206s
  119721    4.8827219e+06   9.392067e+03   0.000000e+00    207s
  119971    4.9426095e+06   3.256028e+03   0.000000e+00    208s
  120221    4.9633973e+06   6.377425e+03   0.000000e+00    210s
  120471    4.9817898e+06   7.825575e+03   0.000000e+00    211s
  120721    4.9978389e+06   5.896361e+03   0.000000e+00    213s
  120971    5.0361263e+06   8.007725e+03   0.000000e+00    214s
  121221    5.0677996e+06   1.500151e+04   0.000000e+00    216s
  121471    5.0931475e+06   3.774310e+03   0.000000e+00    218s
  121721    5.1152934e+06   7.168952e+03   0.000000e+00    219s
  121971    5.1339480e+06   1.072143e+04   0.000000e+00    221s
  122221    5.1487582e+06   3.023489e+03   0.000000e+00    223s
  122471    5.1650998e+06   2.328477e+03   0.000000e+00    225s
  122721    5.1749809e+06   7.629333e+03   0.000000e+00    227s
  122971    5.2153986e+06   3.315505e+03   0.000000e+00    228s
  123221    5.2493362e+06   6.380534e+03   0.000000e+00    229s
  123471    5.2701391e+06   2.666358e+03   0.000000e+00    232s
  123721    5.2793132e+06   2.024824e+04   0.000000e+00    233s
  123971    5.2892856e+06   3.481728e+03   0.000000e+00    235s
  124221    5.3037300e+06   2.672360e+03   0.000000e+00    236s
  124471    5.3134747e+06   5.418569e+04   0.000000e+00    238s
  124721    5.3230863e+06   1.450942e+04   0.000000e+00    239s
  124971    5.3344260e+06   1.058054e+04   0.000000e+00    240s
  125221    5.3687548e+06   2.614196e+03   0.000000e+00    241s
  125471    5.4310217e+06   1.175120e+04   0.000000e+00    243s
  125721    5.4481694e+06   1.870417e+05   0.000000e+00    245s
  125971    5.4730332e+06   4.911552e+03   0.000000e+00    247s
  126221    5.5247972e+06   3.733503e+03   0.000000e+00    248s
  126471    5.5332155e+06   6.996172e+05   0.000000e+00    250s
  126721    5.6213117e+06   1.637814e+07   0.000000e+00    250s
  126971    5.7307821e+06   3.449873e+04   0.000000e+00    252s
  127221    5.7375327e+06   2.164374e+04   0.000000e+00    253s
  127471    5.7531547e+06   2.838591e+03   0.000000e+00    255s
  127721    5.8039166e+06   5.112055e+03   0.000000e+00    258s
  127971    5.8239598e+06   1.302283e+04   0.000000e+00    259s
  128221    5.8427458e+06   4.547207e+03   0.000000e+00    260s
  128471    5.8486962e+06   2.874353e+03   0.000000e+00    262s
  128721    5.9028080e+06   2.856645e+03   0.000000e+00    264s
  128971    5.9153068e+06   2.017118e+03   0.000000e+00    265s
  129221    5.9700383e+06   2.777084e+03   0.000000e+00    268s
  129471    5.9808381e+06   9.671617e+03   0.000000e+00    270s
  129721    5.9889998e+06   3.378039e+03   0.000000e+00    271s
  129971    6.0167102e+06   2.030844e+03   0.000000e+00    273s
  130471    6.0550260e+06   6.414088e+04   0.000000e+00    275s
  130721    6.0665653e+06   4.491200e+03   0.000000e+00    276s
  130971    6.4347244e+06   1.226080e+05   0.000000e+00    277s
  131221    6.4484206e+06   1.286947e+04   0.000000e+00    279s
  131471    6.4613608e+06   2.702850e+03   0.000000e+00    281s
  131721    6.4741138e+06   6.742344e+07   0.000000e+00    283s
  131971    6.4817429e+06   1.305559e+05   0.000000e+00    285s
  132221    6.4868306e+06   3.345921e+05   0.000000e+00    286s
  132471    6.5456411e+06   2.831224e+04   0.000000e+00    287s
  132721    6.5541301e+06   2.336322e+04   0.000000e+00    289s
  132971    6.5587874e+06   3.951725e+04   0.000000e+00    291s
  133221    6.5661071e+06   7.183210e+03   0.000000e+00    292s
  133471    6.6393850e+06   1.659746e+03   0.000000e+00    294s
  133721    6.6588316e+06   2.687390e+03   0.000000e+00    296s
  133971    6.7067928e+06   4.553377e+03   0.000000e+00    298s
  134221    6.7905134e+06   2.520845e+04   0.000000e+00    299s
  134471    6.8081028e+06   1.213417e+04   0.000000e+00    301s
  134721    6.8156142e+06   3.423272e+03   0.000000e+00    303s
  134971    6.8226724e+06   5.667380e+03   0.000000e+00    305s
  135221    6.8377422e+06   8.679916e+05   0.000000e+00    307s
  135471    6.8830044e+06   1.535558e+05   0.000000e+00    309s
  135721    6.9844159e+06   6.128942e+04   0.000000e+00    310s
  135971    6.9910430e+06   2.295258e+03   0.000000e+00    312s
  136221    7.0012938e+06   1.655586e+04   0.000000e+00    314s
  136471    7.0036272e+06   5.889746e+03   0.000000e+00    316s
  136721    7.0061153e+06   2.762410e+03   0.000000e+00    318s
  136971    7.0194431e+06   4.154606e+05   0.000000e+00    319s
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  257977    2.2893125e+07   7.037776e+03   0.000000e+00   1188s
  258227    2.2897766e+07   1.804226e+03   0.000000e+00   1190s
  258477    2.2901126e+07   2.787446e+03   0.000000e+00   1191s
  258727    2.2917362e+07   7.298804e+02   0.000000e+00   1192s
  258977    2.2922571e+07   1.270025e+03   0.000000e+00   1193s
  259227    2.2960794e+07   1.206492e+03   0.000000e+00   1195s
  259477    2.3031912e+07   5.027949e+03   0.000000e+00   1196s
  259727    2.3034565e+07   1.370381e+03   0.000000e+00   1197s
  259977    2.3069749e+07   7.563333e+01   0.000000e+00   1198s
  260227    2.3112916e+07   5.735980e+03   0.000000e+00   1200s
  260477    2.3134057e+07   2.313676e+04   0.000000e+00   1201s
  260727    2.3173203e+07   3.335834e+02   0.000000e+00   1202s
  261227    2.3267079e+07   2.644696e+03   0.000000e+00   1204s
  261477    2.3288604e+07   1.008385e+07   0.000000e+00   1205s
  261727    2.3350832e+07   6.146104e+04   0.000000e+00   1206s
  261977    2.3356158e+07   2.684700e+03   0.000000e+00   1207s
  262227    2.3398476e+07   2.521963e+04   0.000000e+00   1208s
  262477    2.3460947e+07   2.134253e+03   0.000000e+00   1209s
  262727    2.3466070e+07   5.625645e+01   0.000000e+00   1210s
  262977    2.3509752e+07   5.033943e+06   0.000000e+00   1211s
  263227    2.3585807e+07   1.528286e+04   0.000000e+00   1212s
  263477    2.3594473e+07   7.441876e+03   0.000000e+00   1214s
  263727    2.3648181e+07   3.307045e+03   0.000000e+00   1215s
  263977    2.3651563e+07   3.111766e+03   0.000000e+00   1216s
  264227    2.3662587e+07   2.398204e+02   0.000000e+00   1217s
  264477    2.3683666e+07   9.521677e+04   0.000000e+00   1218s
  264727    2.3723038e+07   1.276300e+03   0.000000e+00   1219s
  264977    2.3726480e+07   3.142216e+04   0.000000e+00   1220s
  265227    2.3794504e+07   1.672959e+03   0.000000e+00   1221s
  265477    2.3800880e+07   2.206119e+04   0.000000e+00   1222s
  265727    2.3820268e+07   1.970245e+03   0.000000e+00   1224s
  265977    2.3868784e+07   2.261351e+07   0.000000e+00   1226s
  266227    2.3881521e+07   8.568627e+03   0.000000e+00   1228s
  266477    2.3892759e+07   2.151166e+03   0.000000e+00   1229s
  266727    2.3894439e+07   3.267296e+03   0.000000e+00   1231s
  266977    2.3911671e+07   1.391605e+03   0.000000e+00   1232s
  267227    2.3945560e+07   6.088376e+05   0.000000e+00   1233s
  267477    2.3981447e+07   8.342222e+01   0.000000e+00   1235s
  267727    2.4010259e+07   1.340537e+04   0.000000e+00   1236s
  267977    2.4049364e+07   3.563667e+04   0.000000e+00   1238s
  268227    2.4076965e+07   1.509217e+03   0.000000e+00   1239s
  268477    2.4103952e+07   1.040616e+05   0.000000e+00   1240s
  268757    2.4108789e+07   1.009601e+02   0.000000e+00   1241s
  269007    2.4141113e+07   4.792583e+04   0.000000e+00   1242s
  269257    2.4155449e+07   6.441207e+02   0.000000e+00   1244s
  269507    2.4186500e+07   3.771411e+04   0.000000e+00   1245s
  269757    2.4194606e+07   3.581487e+03   0.000000e+00   1246s
  270111    2.4203025e+07   4.345654e+03   0.000000e+00   1247s
  270372    2.4206657e+07   7.357365e+04   0.000000e+00   1247s
  270622    2.4211948e+07   2.099791e+04   0.000000e+00   1249s
  270872    2.4213639e+07   2.329264e+03   0.000000e+00   1251s
  271185    2.4215801e+07   1.133843e+03   0.000000e+00   1252s
  271435    2.4217095e+07   7.879358e+03   0.000000e+00   1252s
  271685    2.4218535e+07   1.057778e+03   0.000000e+00   1253s
  271790    2.4218456e+07   0.000000e+00   0.000000e+00   1254s

Root relaxation: objective 2.421846e+07, 271790 iterations, 1236.04 seconds
Total elapsed time = 1257.80s
Total elapsed time = 1259.24s

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

     0     0 2.4218e+07    0  116          - 2.4218e+07      -     - 1261s
     0     0 2.4218e+07    0   99          - 2.4218e+07      -     - 1268s
     0     0 2.4218e+07    0   86          - 2.4218e+07      -     - 1284s
     0     2 2.4218e+07    0   84          - 2.4218e+07      -     - 1337s
     1     4 2.4218e+07    1   76          - 2.4218e+07      -  37.0 1338s
     3     8 2.4219e+07    2   75          - 2.4218e+07      -  31.0 1340s
     7    16 2.4219e+07    3   75          - 2.4219e+07      -  24.4 1342s
    15    32 2.4219e+07    4   75          - 2.4219e+07      -  21.2 1345s
    18    32 2.4219e+07    4   70          - 2.4219e+07      -  25.3 1346s
    31    64 2.4219e+07    5   75          - 2.4219e+07      -  24.2 1352s
    63    96 2.4219e+07    6   74          - 2.4219e+07      -  38.4 1360s
    95   128 2.4219e+07    7   68          - 2.4219e+07      -  59.5 1398s
   127   160 2.4224e+07    8   69          - 2.4219e+07      -  73.7 1404s
   159   192 2.4219e+07    8   69          - 2.4219e+07      -  73.3 1411s
   191   226 2.4220e+07    9   71          - 2.4219e+07      -  73.9 1415s
   225   263 2.4221e+07   10   64          - 2.4219e+07      -  69.4 1420s
   262   392 2.4221e+07   11   63          - 2.4219e+07      -  64.7 1448s
   391   663 2.4222e+07   14   72          - 2.4219e+07      -  61.3 1469s
   397   663 2.4223e+07   16   72          - 2.4219e+07      -  60.9 1470s
   662  1144 2.4223e+07   20   64          - 2.4219e+07      -  45.0 1508s
  1143  1919 2.4223e+07   34   63          - 2.4219e+07      -  36.9 1560s
  1918  2984 2.4224e+07   50   41          - 2.4219e+07      -  30.2 1627s
  2983  4511 2.4224e+07   84   32          - 2.4219e+07      -  25.0 1698s
  4510  5656 2.4225e+07  144   25          - 2.4219e+07      -  22.7 1767s
  5655  6812 2.4225e+07  175   24          - 2.4219e+07      -  24.8 1840s
  6811  8324 2.4225e+07  208   19          - 2.4219e+07      -  26.7 1911s
  8323  9814 2.4225e+07  237   24          - 2.4219e+07      -  26.7 1979s
* 9700  8252             293    2.422468e+07 2.4219e+07  0.02%  26.4 1979s

Cutting planes:
  Gomory: 16
  Flow cover: 12

Explored 9825 nodes (534800 simplex iterations) in 1981.36 seconds
Thread count was 32 (of 64 available processors)

Solution count 1: 2.42247e+07 

Optimal solution found (tolerance 1.00e-02)
Best objective 2.422468401458e+07, best bound 2.421884781807e+07, gap 0.0241%
--- Integer stage complete, starting price computation stage ---
Gurobi Version 9.1.0 -- dual simplex LP solver
Academic license - for non-commercial use only - expires 2021-03-17
Gurobi Optimizer version 9.1.0 build v9.1.0rc0 (linux64)
Thread count: 32 physical cores, 64 logical processors, using up to 32 threads
Optimize a model with 384820 rows, 214828 columns and 959973 nonzeros
Model fingerprint: 0x24a3d482
Coefficient statistics:
  Matrix range     [9e-04, 4e+03]
  Objective range  [1e+00, 1e+06]
  Bounds range     [3e-02, 3e+01]
  RHS range        [9e-13, 2e+03]
Presolve removed 313102 rows and 182912 columns
Presolve time: 4.11s
Presolved: 71718 rows, 70976 columns, 245465 nonzeros

Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0      handle free variables                          4s
    4589      handle free variables                          5s
   10707      handle free variables                          6s
   18462      handle free variables                          7s
   21553    1.1391136e+07   1.314806e+04   0.000000e+00     10s
Warning: Markowitz tolerance tightened to 0.125
   21765    1.1391136e+07   1.113417e+04   0.000000e+00     10s
   22463    1.1391136e+07   5.198002e+03   0.000000e+00     11s
   23302    1.1391136e+07   4.426838e+03   0.000000e+00     12s
   24819    1.1391136e+07   4.166450e+03   0.000000e+00     14s
   25424    1.1391136e+07   2.136283e+03   0.000000e+00     14s
   26892    1.1668269e+07   5.925378e+04   0.000000e+00     16s
   27882    1.2299130e+07   1.407371e+05   0.000000e+00     16s
   30524    1.4000445e+07   1.683071e+05   0.000000e+00     18s
   31957    1.4720988e+07   1.468787e+05   0.000000e+00     19s
   33362    1.5471243e+07   1.594428e+05   0.000000e+00     19s
   34651    1.5935867e+07   4.787914e+04   0.000000e+00     20s
   36010    1.6558513e+07   4.877104e+04   0.000000e+00     21s
   38838    1.8025264e+07   6.103413e+05   0.000000e+00     22s
   40271    1.8564394e+07   3.932230e+05   0.000000e+00     23s
   41664    1.9207057e+07   3.689915e+05   0.000000e+00     24s
   43097    1.9943878e+07   3.454983e+05   0.000000e+00     25s
   45963    2.1058458e+07   1.122702e+05   0.000000e+00     27s
   47396    2.1733444e+07   1.251915e+05   0.000000e+00     28s
   48829    2.2283260e+07   1.493312e+05   0.000000e+00     29s
   50262    2.2847785e+07   5.880740e+04   0.000000e+00     29s
   51695    2.3568288e+07   1.477289e+05   0.000000e+00     30s
   53128    2.4129469e+07   1.058929e+04   0.000000e+00     31s

Solved in 54179 iterations and 31.79 seconds
Infeasible or unbounded model
Error using miqps_gurobi (line 395)
miqps_gurobi: EXITFLAG from price computation stage = -4

Error in miqps_master (line 213)
            miqps_gurobi(H, c, A, l, u, xmin, xmax, x0, vtype, opt);

Error in opt_model/solve (line 190)
                miqps_master(HH, CC, A, l, u, xmin, xmax, x0, vtype, opt);

Error in most (line 2015)
        mdo.om.solve(mdo.QP.opt);

Error in daily_SCED (line 126)
mdo = most(mdi, mpopt);

Error in run_SCUC (line 100)
    [mdo, ms] = daily_SCED(mpc_day, xgd, area_load, wind_pen, solar_pen, hydro_pen,
    init, mpopt);
xb00dx commented 3 years ago

Also, I assume you are familiar with what the two stages (integer and price computation) are doing ... depending on your application, the price computation stage may be completely unnecessary.

rdzman commented 3 years ago

Hmmm ... I suspect it is a numerical issue with the solvers ... the question is what to do about it. Have you tried playing with some of the Gurobi tolerances? Maybe decreasing gurobi.opts.IntFeasTol?

It might actually be more fruitful to ask about this on a Gurobi forum. I'd be very interested in following the response.

And, yes, you are correct about the pricing stage. You can see here how I fix the integer variables before solving the LP.

xb00dx commented 3 years ago

I haven't tried to change the tolerance settings yet, will do so tonight. Thanks for your help!

xb00dx commented 3 years ago

tried 

mpopt = mpoption(mpopt,'gurobi.opts.OptimalityTol',1e-5); % default value is 1e-9
mpopt = mpoption(mpopt,'gurobi.opts.BarConvTol',1e-5); % default value is 1e-9
mpopt = mpoption(mpopt,'gurobi.opts.IntFeasTol',1e-5); % default value is 1e-9

and this issue seems gone

thanks for the suggestions!

rdzman commented 3 years ago

Great! That's helpful to know, in case I or others encounter this in the future.