MIP best objective and bound output with runtime

Answered

Wu Hao

• July 07, 2020 18:27

Hi, I am using Gurobi to solve a max MIP via Python. Is there any way that I could collect information on current best objective (lower bound) and bound (upper bound) with respect to runtime (while Gurobi is still optimizing)? Thank you very much!

Best,

Wu 

0

• 

  Eli Towle

  Gurobi Staff

  • July 07, 2020 21:15
  • Edited

  Hi Wu,

  Yes, you can do this with a callback. A similar question was answered here.

  I'll re-post the code below. It generates a list of times, incumbent objective values, and best bounds using a callback. Then, these values are saved to a CSV file.

  import gurobipy as gp
  import csv
  import time
  
  
  def data_cb(model, where):
      if where == gp.GRB.Callback.MIP:
          cur_obj = model.cbGet(gp.GRB.Callback.MIP_OBJBST)
          cur_bd = model.cbGet(gp.GRB.Callback.MIP_OBJBND)
  
          # Did objective value or best bound change?
          if model._obj != cur_obj or model._bd != cur_bd:
              model._obj = cur_obj
              model._bd = cur_bd
              model._data.append([time.time() - m._start, cur_obj, cur_bd])
  
  # Build model m here
  
  m._obj = None
  m._bd = None
  m._data = []
  m._start = time.time()
  m.optimize(callback=data_cb)
  
  with open('data.csv', 'w') as f:
      writer = csv.writer(f)
      writer.writerows(m._data)

  Thanks,

  Eli

  0
• 

  Wu Hao

  • July 07, 2020 22:22

  

  

  

  Thank you very much!

  0

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