Gurobi c API GRBcbsolution objP interpretation outside of MIPNODE

Answered

Tomáš Votroubek

December 31, 2022 14:53

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Since gurobi 9.5 it is possible to set a heuristic solution when "where" is either MIP, MIPNODE or MIPSOL; however, unless at MIPNODE the resulting objective seems to always be infinity indicating that no solution was found, regardless of whether the solution will be used or not. I assume this is an omission in the documentation and the actual interpretation of the value is that: if at MIPNODE an infinite value indicates a heuristic could not be used to compute an objective, while at MIP and MIPSOL it indicates the solution could not be computed at this stage, but may or may not be used later. Is that correct? Sorry, I would have provided more detail, but can not log in to this site using Firefox... Thank you.

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  Marika Karbstein

  • Gurobi Staff

  January 02, 2023 12:12

  Hi Tomáš,
  Your interpretation is right. In the MIP and MIPSOL callback, the processing of the provided solution is delayed until the next possible point in the solution process, while in the MIPNODE callback the solution can be processed immediately. Because the solution is not checked at this point in the MIPSOL and MIP callback, the obj value is infinity. But still, the solution should be used later provided that Gurobi does not find a better solution in the meanwhile.
  We will check how we could improve our documentation.

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