Feasible heuristic solution?

Answered

Antonio Medrano

• February 18, 2020 18:27

My apologies if doing this is simple and obvious, but I have been unable to find the appropriate documentation. I have a binary IP that takes a while to solve, and I'm interested instead in getting a quick feasible heuristic solution without taking the extra time to solve to optimality. Is this possible with Gurobi? Thank you.

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  Eli Towle

  Gurobi Staff

  • February 18, 2020 20:38

  Hi Antonio,

  Yes, you can do this by setting the SolutionLimit parameter to 1.

  There are a variety of other ways you can direct Gurobi to terminate early. For example, you can tell Gurobi to terminate after a certain amount of time has elapsed or once a certain objective bound value has been reached. See the "Termination" section here for other ideas.

  I hope this helps!

  Eli

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