Hello Gurobi community,
We are currently solving a MILP (minimisation problem) where all objective function coefficients are integral.
Furthermore, we require decision variables to be integer as well. This will then result in the objective function value being integral as well as far as I am concerned.
Is there any way to incorporate this idea (for instance by explictly telling the solver that the objective function value will be integer) to update the "best bound"? This would then result in a faster termination of the branch-and-bound.
Min Problem with incumbent of z=23.0.
Best Bound: 22.34215
I think the best bound could be rounded up to 23.0, therefore proving optimality of the found incumbent.
As of now, the gap only slowly closes, even though we have already found the optimal solution and could terminate the algorithm.
Or is my thinking wrong here?
Appreciate the help!
Edit: TL;DR: Is there a way to round the best bound (up or down depending on min or max problem) if we know that the objective function value has to be integer?
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