Manually set a best bound

Answered

Anthony Frion

• July 26, 2020 19:59

Hi,

Is there any way to manually set a best bound to a problem ? It might speed up computations if one has a way to find a more restrictive bound than the LP relaxation one.

Thank you very much,

Anthony

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• 

  Jaromił Najman

  Gurobi Staff

  • July 30, 2020 08:16

  Hi Anthony,

  One way would be to add a constraint to bound your objective, e.g., \(obj \geq myBound\). Note that this is not guaranteed to accelerate the optimization process.

  You could also try using callbacks to add user cuts in the case that you can somehow recompute better bounds than the ones provided by the solver.

  Best regards,
  Jaromił

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  Jaromił Najman

  Gurobi Staff

  • August 26, 2020 07:42

  Hi Anthony,

  Please also have a look at our Knowledge Base article How do I pass a lower bound to Gurobi?

  Best regards,
  Jaromił

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