Dynamic MIP Search Method
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Hi,
I am an old CPLEX user that is trying to move to Gurobi. I have an academic application (the main topic of a paper to be submitted by a doctorate student) where powerful user cuts are added through callbacks. By the messages that it prints in the screen, I realize that Gurobi is trying to apply the MIP search method that is referred to in CPLEX as "dynamic search": the best dual bound value stops progressing and it starts to explore nodes with worse bounds, probably trying to build a new search tree that is more advantageous. However, for this application, it is a time loss because my user cuts are applied only when the gap is large. So, all the accumulated knowledge exploring the whole tree is misleading when processing nodes that are close to the root. How can I disable this feature and use the traditional branch-and-cut? I did not find a parameter for that in Gurobi.
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Hi Artur,
the best dual bound value stops progressing and it starts to explore nodes with worse bounds, probably trying to build a new search tree that is more advantageous. However, for this application, it is a time loss because my user cuts are applied only when the gap is large.
Could you elaborate a bit more on what exactly you are doing? Are you adding lazy constraints / user cuts in a callback? Is it a performance issue? If it is a performance issue and you are not adding lazy constraints /user cuts you could share your model and maybe we can find something to improve the performance.
How can I disable this feature and use the traditional branch-and-cut?
Unfortunately, there is currently no parameter to turn off the more-or-less equivalent of CPLEX' "dynamic search" and there is no parameter to run a "vanilla" B&B algorithm. You could try to turn off Cuts and experiment with the MIPFocus parameter to lead the solver in a particular direction.
Best regards,
Jaromił0
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