Callback add heuristic solution only when the gap is small

Answered

Tang Try

August 21, 2020 07:05

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I tried to use callback function to add some heuristics. But the heuristic is time consuming, so I wish I can add them only when the gap is already low, for example less than 10%
I noticed that I have to use
where == MIPNODE and STATUS== OPTIMAL
to retrieve cbGetNodelRel value to generate the solutions. However, the MIP_OBJBST and MIP_OBJBND are not right under the two conditions. It seems that the values are right only under where== Callback.MIP.
So how to achieve the goal I want?

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 03:08 Edited

  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?.
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  Jaromił Najman

  • Gurobi Staff

  August 21, 2020 11:10

  Hi,

  You can compute the MIPGap in a \(\texttt{where=MIP}\) callback by retrieving the \(\texttt{MIP_OBJBST}\) and \(\texttt{MIP_OBJBND}\) and use the formula shown in this Knowledge Base article. Please be careful when computing the gap in cases where the objective and the best bound have different signs.

  Best regards,
  Jaromił

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