Dual values of MIP

Answered

Benedicte Rimmereid

• May 22, 2024 07:58

Hi,

We are investigating dual variables from MIP problems by first solving an original MIP problem, then fixing the solution of the integer variables and solving a corresponding linear program. We then inspect the dual variables of the linear program. This is quite a standard method to get duals from MIPs, but it has some limitations for our application area which is unit commitment problems. By investigating the literature, we have some hypotheses that relevant information can be obtained from investigating the LP problems solved during the Branch-and-bound search tree for the original MIP problem. Is there any way to dump/inspect the LP-problems solved at the nodes in the B&B seacth tree? Maybe not for all notes but at least the node that leads to the optimal solution?

Related to

• Branch-and-Cut

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  Riley Clement

  Gurobi Staff

  • May 23, 2024 02:33

  Hi Benedicte,

  Unfortunately there is no such way.  I suspect this would expose the internals of the Gurobi engine beyond a limit that we are not wanting to cross.

  - Riley

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