How to fix variables of the presolved model and get the solution of original model ?

Answered

liu heng

• November 02, 2023 11:19

I want to try many kinds of fixations of the original model m and solve it. However, the optimization of m take much time on presolving. So i want to presolve m first(only once) and then do the fixations, in order to save time. p=m.presolve() , p.optimize() is impractical because i can't get the solution of m

Related to

• Presolve

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• 

  Eli Towle

  Gurobi Staff

  • November 02, 2023 16:38

  The mapping between the original model and the presolved model is not exposed. We don't recommend working on the presolved model, because in general there's no way to recover a solution to the original model. Additionally, the variables you're interested in fixing may not even be present in the presolved model.

  Some alternative ideas:

  • Convert your model to a multi-scenario model, where you define a new scenario for each set of variable fixings. When solving a multi-scenario model, Gurobi performs a single presolve step, then attempts to find optimal solutions for all scenarios.
  • Limit the amount of time Gurobi spends in presolve by modifying the PrePasses/Presolve parameters.

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