Set ObjBound

Answered

Jose Vindel

• February 04, 2022 18:36

Hello, 

Just a question, can you update the ObjBound in a MIPSOL?

I was reading the documentation and came across 

Var.setAttr(GRB.Attr.UB, 0.0)

My question is can I do something like this?

def lazy(model, where):

   if where == GRB.Callback.MIPSOL:

      new_obj = model.cbGet(GRB.Callback.MIPSOL_OBJST)

      Var.setAttr(GRB.Callback.MIPSOL_OBJBND,new_obj)

0

• 

  Maliheh Aramon

  Gurobi Staff

  • February 08, 2022 04:07

  Hi Jose,

   

  No, you cannot. The Var.setAttr() method sets the value of a variable attribute. The GRB.Callback.MIPSOL_OBJBND is not an attribute of a Var object. It is a piece of information that can be only queried inside a callback when a new incumbent solution is found, i.e., \(\texttt{where} = \texttt{MIPSOL}\).

   

  Best regards,

  Maliheh

  1
• 

  Jose Vindel

  • February 08, 2022 11:33

  

  

  

  Hello Maliheh,

  Thanks for your response. Basically, the only way to update the objective bound would be through a cut that cuts off that solution? A similar question if one wants to update the incumbent solution.

   

  Best,

  Jose Alexander

  0
• 

  Maliheh Aramon

  Gurobi Staff

  • February 09, 2022 20:00

  Hi Jose, 

   

  Yes, you can use the Model.cbCut() and Model.cbLazy() methods to respectively add cutting planes and new lazy constraints to a MIP model (see the article What is the difference between user cuts and lazy constraints? for their difference). 

   

  The Model.cbSetSolution() can be used to import a new heuristic solution to the model.

   

  Best regards,

  Maliheh

  0

Please sign in to leave a comment.