Incorporating implied bounds on variables in a model’s objective function

Awaiting user input

Behnam Jabbari

March 24, 2024 16:01

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Is it possible to involve the bounds implied by a set of constraints on decision variables in the objective function? The variables are assumed to be unrestricted in the first place and only limited by linear inequality constraints.

Related to

• Presolve

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  Jaromił Najman

  • Gurobi Staff

  March 25, 2024 10:51

  As long as you do not turn off presolve (Presolve=0), Gurobi will automatically use linear equality constraints to compute implied bounds on variables. Thus, in your case you should not have to worry about variable bounds.

  Or do you observe any suspicious behavior?

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  Behnam Jabbari

  March 25, 2024 15:08

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  The solver's behavior is fine. I just need to identify the variable with the tightest bounds within the constraints.

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