root node with integer variables, then relax some for branching phase
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I have some very large MIPs to solve. I can relax integrality conditions on some variables but realized that doing so makes the root node solve time explode. I guess Gurobi applied cuts and strengthens bounds/coefficients based on the integrality conditions, making the LP relaxation easier to solve at first (with integrality conditions).
Can I solve the root node with integer variables, and after that change the type of some variables, continuing the branching phase with fewer integers, but still benefiting from new cuts/bounds?
Many thanks
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Hi Leonardo,
No, you can not change variable types once optimizatoin has started, you could try using branch priorities so the solver focus more on those you think are more important.
I Hope it helps,
Daniel
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