Continuous variable behaviour on MIP

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  • Jaromił Najman

    Hi Steffan,

    Heuristics provide feasible solution for MIPs. This means that the pair of integers and the single continuous variable your mentioned, determine one feasible point for your problem. It is not guaranteed to be the global optimum for your problem unless the lower bound converged with a MIPGap of 0.

    It is very well possible that one heuristic finds a solution with integer vector \(I\) and continuous variable \(c_1\) while a different heuristic finds a feasible point a bit later with better objective value given as the same integer vector \(I\) and a different continuous variable \(c_2 \neq c_1\). This may happen often as some heuristics use available feasible points to generate new ones.

    Best regards,
    Jaromił

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  • Steffan Widemann

    Thanks Jaromił!

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