Getting LP sub-problems from a simple LP-based branch and bound
AnsweredHello,
I'm trying to solve a MILP of the form
min {c'x+d'y | Ax+By=b, x>=0, y\in {0,1}^N}
with an LP-based branch and bound (without cuts). I'm interested in retrieving the LP sub-problems corresponding to the leaf nodes of the branch and bound solution tree.
To be more specific, each LP sub-problem is of the form
min {c'x+d'y | Ax+By=b, x>=0, l<=y<=u}
where l,u are integer vectors in {0,1}^N. Is there some way to obtain l,u corresponding to the leaf nodes of the branch and bound solution tree?
Thanks!
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Hi Siddharth,
It is not possible to extract every node LP from the B&B algorithm used by Gurobi.
If however, you implemented your own B&B algorithm and are using Gurobi to solve the node relaxations LPs, you can use the write method to write each of the LPs to a file.
Best regards,
Jaromił0
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