Suppose I have a minimization problem (an MILP) to solve. I wonder if there is a way to change how Gurobi updates its upper bound.
To be more specific, in the original implementation, gurobi will try to update the upper bound once it finds a feasible solution at a given node. But now I want to prevent gurobi from updating the upper bound based on feasible solutions of the MILP. Instead, I want to define a lazycallback such that whenever gurobi finds a feasible solution, in the callback I will evaluate the solution and come up with a "real value" of this solution, which is different than the value of this solution in the MILP. I want to use that "real value" in the callback to update the upper bound of the MILP. I wonder if this is doable in Gurobi.
Thanks in advance!
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