Question about new constraint and reoptimize
AnsweredI'm implementing the GrötschelHolland algorithm for solving the matching problem using linear programming. The key of this algorithm is that its use a few restriction of the matching polyhedron and, if the solution hasn't integer coordinates, find a good cutplane and optimize again. I'm working in Python.
My question is: If I create a model "m",I optimize it using m.optimize() and I add some constrains using m.addConstr, when I optimize again Gurobi use again the presolve or it use some information of the previous optimization process.
I'm a little surprised because I'm doing a timecomputation analysis versus the integer programming method with Gurobi and I'm getting: for less than 1000 edges, GH is better, and for more the integer solver is better.
Thank you.

Hi Rafael,
Well, if you are solving an LP, and you want to reuse previous information (e.g. the basis), then I recommend either disabling dual reductions, or even disabling all presolve. That might ever further speedup the LP approach. Also, it might be that finding your good cut is too time consuming in python, I would do some time profiling of that part.
Please sign in to leave a comment.
Comments
2 comments