Adding lazy cuts when a feasible solution is found by branching (indicated by * in logfile)

Answered

Manish Bansal

December 05, 2022 20:52

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How can I generate lazy cuts whenever a new feasible solution has been found by branching (indicated by character * at the beginning of an output line of logfile)? I am using MIPSOL and MIPNODE to generate lazy cuts whenever an integral solution is found in the branch-and-bound tree. The code is working except for the "feasible solution found by branching". Am I missing something? I will appreciate your help/guidance.  

Related to

• Lazy Constraints
• Callbacks

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  Jaromił Najman

  • Gurobi Staff

  December 06, 2022 08:43 Edited

  Unfortunately, this is currently not possible.

  Currently, the only way to extract the information about whether a solution has been found by branching or not is by parsing the log messages. You could do that via the MESSAGE callback. Note that it is possible that you get into the MIPSOL callback (multiple times) before the message is printed. Thus, you would have to save the solution information, wait for the MESSAGE callback and check the first character of the string for '*' or 'H'. This however destroys the purpose of your lazy constraints which should have been added when the solution has been found.

  Could you briefly explain why you would like to handle a solution found by branching differently than any other solution found by a heuristic?

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  Manish Bansal

  December 06, 2022 21:34

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  Hi Jaromil, 

  Thank you for the quick response. Actually, I do not want to handle a solution found by branching differently than any other feasible/integral solution. I want to simply add lazy cuts whenever a feasible solution is found. For the same, I started using MIPSOL callback which is adding cuts correctly, except whenever a solution is found by branching. Is it possible that the MIPSOL callback is not called when a solution is found by branching? 

  FYI. I am also using MIPNODE to detect integral solutions that are not detected by MIPSOL because of minor numerical discrepancy. Even this is not called when a solution is found by branching.  

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  Jaromił Najman

  • Gurobi Staff

  December 07, 2022 08:19

  Hi Manish,

  Is it possible that the MIPSOL callback is not called when a solution is found by branching? 

  Any incumbent solution is provided through the MIPSOL callback (note that an incumbent is a new best solution, not any feasible solution). It is irrelevant whether the incumbent has been found by a heuristic or by branching. Do you have any indication that an incumbent is found through branching and is not provided in the MIPSOL callback?

  FYI. I am also using MIPNODE to detect integral solutions that are not detected by MIPSOL because of minor numerical discrepancy. Even this is not called when a solution is found by branching.  

  I don't understand this argument. If the solution is not an incumbent or is not integral, then it will not be provided in a MIPSOL callback. Could you clarify what exactly you mean by "Even this is not called when a solution is found by branching."?

  Best regards, 
  Jaromił

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  Manish Bansal

  January 10, 2023 02:24

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  Actually my lazy cut was supposed to cut the solution found by branching, which was not happening. That is why I asked "Is it possible that the MIPSOL callback is not called when a solution is found by branching?". However, now I have found that the issue was a minor numerical error in my code. It has now been fixed and everything is working. 

  This implies that an incumbent found through branching is also provided in the MIPSOL callback. 

  Thank you very much for your input. 

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