Processing of the root node
Answered
Hello,
I have a MIP problem A with a set of variables Va and a problem B with a set of variables Vb = Va + Vb’. The objective of the root relaxation is the same for both problems before postprocessing. However, after the postprocessing on the root node which generates cutting planes and tries various heuristic to reduce the problem size, the objective of the root relaxation is better for the problem A (gap of 10% for A and 20% for B).
In theory, is it possible ? Is the generation of cutting planes a heuristic ?
In the practice case it happens, the size of the problems are the following: |Va| = 90’000, |Vb’| = 10’000 and so |Vb| = 100’000.
Thank you for your reply!
-
Hi,
It can indeed happen, the number of cut passes (how often and how aggressive Gurobi does apply cutting planes) depends on many factors and so it can happen that you end up with a different MIP gap after the root node is processed.
Best regards,
Sonja
0
Please sign in to leave a comment.
Comments
1 comment