Does Gurobi have an optimization mechanism for updated coefficients?

Answered

Sinan Kivanc

• April 04, 2019 23:30

I have an lp where I change a single coefficient 10 000 times and want to recalculate the optimal solution. Does Gurobi take less time to find the optimal with only 1 coefficient changed?

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  Robert Luce

  Gurobi Staff

  • April 05, 2019 05:45

  Yes, Gurobi will take advantage of the resident basis to compute an optimal solution after a problem modification such as a coefficient change.

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