Michel Soares
Optimization Specialist at BITKA Analytics
 Total activity 113
 Last activity
 Member since
 Following 0 users
 Followed by 0 users
 Votes 2
 Subscriptions 59
Comments
Recent activity by Michel Soares
Hi! My first suggestion would be to let it run for longer to understand whether it has already reached an optimal solution and has problem proving its optimality or whether it cannot find a better ...

Yes, that it is indeed the case, Gurobi will always maintain a search space with the optimal solution in it.I am unaware of papers with "generic heuristic constraint reductions", but there are many...

In your example you could not remove C2.Let's say your objective function is to maximize X + Y. The optimal solution of the original model would be in the intersection of C2 and C4. If you take out...

You could presolve a model and export it: reduced_model = model.presolve() reduced_model.write("reduced_model.lp") Based on this LP file your can get to a new model with fewer constraints.

Hi Paul, Generic algorithms for this reduction are exactly what presolve does and there many techniques behind this. Here is a paper on some of presolve techniques used in Gurobi.Specific ideas f...

Ok, let me explain a few things that can help and the challenges in having a result for this model in 30 seconds. 1. If the presolve takes the full 30 seconds, you will not have a solution within y...

Hi Dante, You should be able to access the best solution found when the optimization ends, the same way you would retrieve the solution when it finds the optimal solution. It is not clear if this i...

Hi Constantin, Indeed it seems to be related to numerical stability. Ideally, you would improve your model to avoid this, if possible. In terms of parameters, you can try increasing the value of Nu...

You can get the number of cuts added using callbacks. You can get the number of cuts added so far (MIP_CUTCNT) in a MIP node (MIPNODE and MIPNODE_NODCNT = 0): that should give you the number of cut...

Hi Saeedeh, The root node of a MIP is indeed the solution of the relaxed model. Indeed, there are many cuts that can be added in the root node to speed up finding a good integer solution. If you wa...