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Change objective function during optimization

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Replacing parts of the objective function would mean that Gurobi has to process the change through the whole B&B tree thus far and possibly adjust cuts and all relevant datastructures, resulting in a significant workload. This may in worst case even mean to throw away the whole B&B tree progress. Thus, we currently do not plan to implement this feature.

    I understand, that in some cases it might be possible that the state of the tree may remain unchanged but this seems to be a very specific situation. You could try to terminate the solution process, save the solution point, add the cut, adjust the objective function, provide the saved solution point as a MIP start, and re-optimize. This might not 100% reflect your idea but it might be just good enough.

    Best regards, 
    Jaromił

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