Will Gurobi retain lazy cuts after changing the objective coefficients?

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  • Eli Towle

    Hi Austin,

    I'll assume you're asking about "lazy constraints" as opposed to "user cuts." For more information on the difference between these two, see this article.

    Lazy constraints are required for the underlying application; they cut off integer feasible solutions that would otherwise be feasible to the original model. All of these constraints are valid for the application, but are left out of the model formulation, usually because there are too many to enumerate (e.g., subtour elimination constraints in the traveling salesman problem). Changing the objective coefficients and re-solving the model will (almost certainly) result in a very different branch-and-bound tree that generates different lazy constraints. As such, Gurobi will discard any lazy constraints generated in an earlier solve of the model.

    I hope this helps!

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  • Fan YANG

    Hi Eli,

    I meet a similar problem. Before re-solving, I need to change some constraints instead of the objective. I guess the Gurobi will also discard all of lazy constraints generated in an earlier solve. It this right?

    Many thanks.

     

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  • Eli Towle

    Yes, that's correct.

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  • Fan YANG

    Dear Eli,

    Thanks for your reply! :)

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