Iterating over Non-Zero variables

Answered

Alexander Paskov

March 13, 2024 17:22 Edited

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I have an LP (in standard form Ax=b, x>=0) with around 1 million decision variables, of which only about 1000 will be non-zero. After optimizing, is it possible to directly iterate over those non-zero variables? I currently iterate over every variable in my model and check whether var.x > 0.0001, but since I do this frequently it is becoming a bottleneck.

Re-stated, I imagine I just want to know which variables are in the basis.

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  Maliheh Aramon

  • Gurobi Staff

  March 14, 2024 00:14

  Hi Alexander, 

  Re-stated, I imagine I just want to know which variables are in the basis.

  You should query the attribute VBasis on each variable to find its status on the current basis. 

  Best regards,

  Maliheh

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