I have an lp file (produced by Cplex) for a difficult MIP. I tried running it on both Gurobi and Cplex to compare. In both cases I didn't set any parameters. Cplex almost immediately finds a fairly good lower bound, even in the root, but struggles to find good solutions. On the other hand, Gurobi does fantastically with finding a good primal -- much much better than anything that I've been able to get from Cplex, but it's really struggling to find a good lower bound. Even after branching of over 2000 nodes, the lower bound is much worse than the one that Cplex found in the root! Are there any suggestions as to what settings I should make to improve matters?
Also, there's a slight glitch that I encountered. When Cplex wrote out the lp file it wrote something like
a - b => 0
for a constraint, but Gurobi didn't like this. I edited the file to change all the => to >=, and then things worked. Is this a bug with Cplex (not adhering to the lp standard) or an omission by Gurobi?
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