how can i use gurobi 11 to quickly get the lower bound of my MINLP model?

Awaiting user input

yinhong lin

• December 12, 2023 03:42
• Edited

Hi, I built a MINLP model by Gurobi 11+YALMIP. The nonconvex terms in my model are bilinear terms and square terms. Now I hope that I can use Gurobi to quickly get the lower bound of my model, since it took a long time for Gurobi to get the globally optimal solution. However, I found that the lower bound during the solution process is not tight enough. How can I use Gurobi to get a more tight lower bound quickly? Is there any parameter that I can set through yalmip sdpsettings?

Related to

• Best Bound
• MINLP

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  Jaromił Najman

  Gurobi Staff

  • December 13, 2023 09:33

  Hi Yinhong,

  I do not know YALMIP well enough so I cannot help with direct YALMIP code but I will try to provide some general input.

  How can I use Gurobi to get a more tight lower bound quickly? Is there any parameter that I can set through yalmip sdpsettings?

  For nonconvex models, trying different formulations often helps. You should also always try to provide tight lower and upper bounds for all variables participating in a nonlinear term. As for parameters, you could experiment with Presolve, MIPFocus, Cuts, Heuristics.

  Could you please share Gurobi's log output. If you want, you could also share your model. To generate an MPS model from YALMIP, please refer to How do I write an MPS model file from a third-party API? Note that uploading files in the Community Forum is not possible but we discuss an alternative in Posting to the Community Forum.

  Best regards, 
  Jaromił

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