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Reduce time to prove optimality in a partial MIP algorithm

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1 comment

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Could you please provide a minimal reproducible example? For this you could provide 2 models, 1 which is solved with an initial point which starts with a% gap and is solved up to b% gap and a second one which is solved afterwards. This would make understanding of the issue easier. Note that uploading files in the Community Forum is not possible but we discuss an alternative in Posting to the Community Forum.

    At the particular iteration t you mentioned, do you fix some variables after solving the model up to b% optimality gap? Or do you just provide the last point as initial point?

    Please note that it is not possible to save MIP cuts generated by Gurobi during the optimization run and pass them to a next run, except for when you do only minor model changes. Thus, it is possible that Gurobi has to recompute some of the cuts to reach b% gap again.


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