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Convergence rate dependency on variables bounds

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Anas,

    It is often beneficial to provide finite bounds for integer variables, because these bounds can be used by bound strengthening heuristics to possibly derive valid cuts and/or shrink the feasible set by a good chunk. However, in general it is not possible to tell a priori whether some upper bounds for integer variables would improve performance for a given problem. Usually, this has to be tested on a case by case basis.

    Best regards,
    Jaromił

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