MIP start and Heuristic callback

Answered

Martina Gherardi

February 03, 2024 20:19

• 
• 
• 

Hi,

I would like to receive a message about constraint violation when using heuristic callback. When I warm start the model, if there is an infeasibility, I obtain

 

user MIP start violates constraints constraint_name by value

Instead, in the Heuristic callback, the message is

Heuristic_solution_rejected

but there is no additional explanation about violation of constraints.

In the MOI.callback.jl of gurobi.jl (MOI.HeuristicCallback), a solution is created, then the solution is passed to GRBcbsolution and the objective function value is got back and checked with respect to GRB_INFINITY to eventually return

MOI.Heuristic_solution_accepted

Otherwise, rejected.

Is there a way to get some additional information about the infeasibility of the partial solution passed with the heustistic callback?
I want to know if the partial solution is infeasible or if gurobi does not complete the (feasible) partial solution I submitted.

Thank you in advance

Related to

• MIPStart
• Heuristics

0

• 

  Riley Clement

  • Gurobi Staff

  February 05, 2024 02:57

  Hi Martina,

  Unfortunately it does not look like further information can be obtained about why the solution is rejected.

  Looking at the code for Gurobi.jl it looks like MOI.HEURISTIC_SOLUTION_REJECTED is used when the solution is infeasible and MOI.HEURISTIC_SOLUTION_UNKNOWN if Gurobi postpones completing it.

  I think the easiest way to troubleshoot is to write your heuristic solutions to files inside the callback.  Once the solve is terminated you can either use the solution as a MIP start to get some information, or more thoroughly use the solution to fix variable values (via upper and lower bounds) and compute an IIS.

  - Riley

  0

Please sign in to leave a comment.