Incorporating implied bounds on variables in a model’s objective function
Awaiting user inputIs 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.
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Gurobi Staff
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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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The solver's behavior is fine. I just need to identify the variable with the tightest bounds within the constraints.
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