I have a maximization model where the objective function is a real variable. But this variable is a sum of binary variables multiplied by integer weights. When solving the formulation with Gurobi, I get an upper bound of say 100.5, the current best solution is 100. Hence, I can guarantee that my solution is optimal already, but Gurobi keep exploring the Branch-and-Bound tree.
Is it possible to say to Gurobi that the objective function should be integer? Just so that it checks if the gap < 1. Currently I'm setting the objective function variable to be integer instead.
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