Objective function tolerance

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  • Yuriy Zinchenko

    To manage how you prune a node from a branch and bound tree you would need to define your own callback that would add a locally "valid" cutting plane that would render the node infeasible.  For more information on callbacks, a good point would be to go through our examples, e.g.,

    https://www.gurobi.com/documentation/9.0/examples/cb_py.html

     

    You can also try your luck building a much more crude alternative to this using the Cutoff parameter,

    https://www.gurobi.com/documentation/9.0/refman/cutoff.html

    but you would need to solve your model in sort of "stop-and-go" mode, stopping the solution process from time to time, updating the Cutoff, and re-starting.

     

    Hope this helps.

     

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  • Yauhen Yakimenka

    I will try my luck with callbacks :) Thanks!

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