Passing heuristically generated solutions during B&B would improve the solution time for our problem by a factor of >2. We cannot use this feature in the productive set-up, because the Compute Server does not support this.
Unfortunately, this is documented only for version 10, and not for 9.5 (https://www.gurobi.com/documentation/9.5/remoteservices/developing_for_compute_ser.html). It would even be better to also document such restrictions in the interface documentation instead of a separate page.
We use a branch & cut approach where additional constraints are added in a MIPSOL callback. The additional constraints cut of the solution that Gurobi found and it takes Gurobi long to find new ones. But we can repair the solution and could thus provide a good solution that is feasible also for the additional constraints. This has proven to be very efficient in local set-ups, so we also want to use it on the remote licences.
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