Creating a new environment with an existing model
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Hi,
I am writing a branch-and-cut procedure in C using the Gurobi C APIs for my optimisation problem. I wish to use multi-threading to solve the various nodes of the search tree in parallel. I understand that it is not safe to create multiple threads to solve different models within the same environment. So I must create a different environment for each thread. However, since the models differ only slightly, it would be efficient if the same model could be extended within a new environment instead of creating one from scratch. Kindly let me know if that is possible or if there is a workaround.
Thanks and regards,
Pawan
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Hi Pawan,
If your changes are only in the linear objective function coefficients, variable bounds, or constraints right-hand sides, then you should have a look into Gurobi's Multi-Scenario feature.
However, since the models differ only slightly, it would be efficient if the same model could be extended within a new environment instead of creating one from scratch. Kindly let me know if that is possible or if there is a workaround.
It is often best to solve models in sequence, i.e., solve a model to optimality, perform changes, then re-optimize. This way, Gurobi may be able to re-use the previous solution either for a warm-start or as an initial solution.
Unfortunately, there is no good workaround to achieve thread safety. However, model creation usually takes a very small portion of the overall solution time so you could let each process create its own environment and model and then solve them all in parallel.
Best regards,
Jaromił1 -
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