How to insert new heuristic solution in Callback?

Yuan Gao

• May 19, 2020 02:55

Hello!

Recently, I have a problem when using callback in a MIP problem.

In the condtion "where == GRB_CB_MIPNODE" and "getIntInfo(GRB_CB_MIPNODE_STATUS) == GRB_OPTIMAL", I construct a better feasible solution and pass it to Gurobi by function "setSolution". However, it seems that Gurobi does not know the feasible solution. 

I use the branch and cut schema. Is it possible that my REAL feasible solution is not as good as the "current-feasible" solution obtained by Gurobi? Since some cuts have not been added to Gurobi.

1

• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:46

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Matthias Miltenberger

  Gurobi Staff

  • May 19, 2020 13:32

  Hi Yuan,

  Are you sure that your solution is feasible? You can check the solution using the cbUseSolution callback.
  Please check that you followed the guidelines for how to set solutions via callbacks.

  Cheers,
  Matthias

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• 

  Yuan Gao

  • May 20, 2020 07:35

  

  

  

  Hi Matthias, thank you for replying.

  The solution is feasible, since it is easy to find a feasible one in the hub location problem. I have tried function "useSolution", which returned a value equal to the objective value of the feasible solution.

  Fortunately, this problem does not affect the final solution. Well, I have another question. How does Gurobi know an "incumbent" is always feasible? Note that I keep inserting new cuts, is it possible that an "incumbent" solution becomes infeasible after new cuts are inserted?

  Thank you.

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