Save incumbents as the solver runs

Answered

Rohan Bhatia

November 11, 2021 19:27

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Is there a way for Gurobi to save all of the incumbents as it runs? I'm trying to understand the 'overfitting' in ILP solvers just like this paper does for Bayesian Optimization: https://arxiv.org/pdf/2104.08166.pdf.

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 02:44 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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  Maliheh Aramon

  • Gurobi Staff

  November 13, 2021 08:17

  Hi Rohan, 

  The easiest option would be to write the incumbents found during the optimization into files by setting the parameter SolFiles. 

  If this does not work for you, please let us know.

  Best regards,

  Maliheh

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