Printing best bound solution for MIP problem
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Hello All,
Is it possible to print the LP solution corresponding to the best bound objective value at a given time during the optimization, for example when an integer solution to the MIP is found?
I would be interested in comparing the two.
Regards.
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Hi Alexia,
You can access the relaxation solution of the current node via the \(\texttt{MIPNODE_REL}\) code in the \(\texttt{MIPNODE}\) callback. A list of all information which can be queried from Gurobi via callback can be found in the Callback Codes documentation.
Best regards,
Jaromił0 -
Hello Jaromil,
Thank you for your reply. This prints the relaxed solution for the current node being explored but this does not necessarily corresponds to the Best Bound solution. What I am looking for is the following: when a solution is found using Gurobi heuristics for example, I would be interested in seeing the difference between the heuristics solution and the current best bound relaxed solution.
Would you know how to do so?
Thank you.
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Hi Alexia,
There is no function to get the best bound solution whenever a new incumbent solution has been found. However, with a bit of bookkeeping, you can still manage to have the best bound solution point at hand. In the \(\texttt{MIPNODE}\) callback, whenever a better best bound has been found, you can save the corresponding best bound solution point obtained by \(\texttt{MIPNODE_REL}\). You then have to replace the best bound solution point and its value only when a better bound has been reported in the \(\texttt{MIPNODE}\) callback. This way, you will have the best bound solution at hand whenever a new incumbent has been found.
Best regards,
Jaromił0
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