root node with integer variables, then relax some for branching phase

Answered

Leandro Coelho

• June 07, 2019 08:13

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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  Daniel Espinoza

  • June 12, 2019 17:08

  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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