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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• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:59

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  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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