Rounding LB with callbacks

Answered

Daniel Khachay

• August 17, 2022 09:50

Dear Colleagues,

I’m trying to implement a rounding feature for the best lower bound in Gurobi using callbacks. To be more specific, if the current best bound at node N is 5999.999, then my ‘cut’ should change it to 6000.

Perhaps there is some built-in method that allows to round the best bound during the optimization process?

Thanks in advance.

0

• 

  Jaromił Najman

  Gurobi Staff

  • August 17, 2022 12:15

  Hi Daniel,

  You could add the cut "objective \(\geq\) rounded value" in a callback. However, this is not always a good idea, cf. How do I pass an objective bound to Gurobi?

  What would be the benefit in your particular case? Rounding 5999.999 to 6000 does not sound like it would do much unless you are trying to reach a very tight MIPGap.

  Best regards, 
  Jaromił

  0

Please sign in to leave a comment.