Can we improve solution time when integer variables are determined by continuous variables?

Answered

Comments

2 comments

  • Yuriy Zinchenko

    Hello Daniel,

    I do not think that in general one can exploit this information --the uniqueness of continuous portion of the solution as a function of discrete variables' values-- to speed up the solution process.  If possible, I would rather experiment with several alternative model formulations instead, to see if one formulation could be computationally superior to another.

    Regards,

     

    0
    Comment actions Permalink
  • Yuriy Zinchenko

    One more quick addition to the above, Daniel.

    It may also be the case that placing more emphasis on branching during the solve could be beneficial here. So, you may consider adding branchPriorities for some (important) binary variables, https://www.gurobi.com/documentation/9.0/refman/branchpriority.html

    and reducing the importance off cuts, https://www.gurobi.com/documentation/9.0/refman/cuts.html

    but without experimenting it is really impossible to predict the outcome.

     

    Regards.

    1
    Comment actions Permalink

Please sign in to leave a comment.

Powered by Zendesk