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Bound update rule

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3 comments

  • Official comment
    Simranjit Kaur
    Gurobi Staff Gurobi Staff
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  • Yuriy Zinchenko
    Gurobi Staff Gurobi Staff

    Can you add your own cut in the callback, using the newly-determined value for the objective cut-off?

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  • Can Li
    Gurobi-versary
    First Comment
    First Question

    Hi Yuriy,

     

    Thanks for your reply. The thing is that the "real value" is higher than the upper bound found by the solver. I don't know how to prevent the solver from updating the upper bound with the incumbent solution of the MILP. I'm not very sure what you mean by "objective cut-off". The "real value" can only provide an upper bound for the minimization problem.

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