Bound update rule

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2 comments

  • Yuriy Zinchenko

    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

    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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