Setting bound for variable slows down computation time?

Answered

Michael Hölscher

June 30, 2023 15:14 Edited

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I noticed that Gurobi needs more time to solve if i set an upper bound for a variable instead of using GRB.Infinity. I thought it would "help" the solver to set the tightest possible bound for variables or could I make the general assumption that its always best practice to set upper bounds to GRB.Infinity?

Thank you!

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  Maliheh Aramon

  • Gurobi Staff

  June 30, 2023 21:43

  Hi Michael, 

  We would like to avoid very large or very small values in the model. Therefore, infinite bounds are usually better than large finite bounds for variables. Check the documentation on Recommended ranges for variables and constraints for more details.

  Best regards,

  Maliheh

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