Michel Soares
Optimization Specialist at BITKA Analytics
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Votes on activity by Michel Soares-
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...
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Integer models are solved through branch and cut combined with several heuristics. What you described makes part of the algorithm, having this gap between a relaxed solution and the best integer fe...
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Hi, I assume the pre-solve time would be longer in problem 2. As for the solve time, depending on the order the pre-solve techniques are applied (meaning that it will not necessarily remove the K v...
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Hi Chenshi, I assume you might be referring to some of these 0.9999999 numbers. Indeed there are some "rounding errors" that may cause this behaviour (usually quite small, less than 1e-5). When che...
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Yes, it should keep the original form. You may also add/remove constraints/fixations from a single model, which may be easier in some cases. See this other answer for more information.
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No, Gurobi does not use neural networks in its main algorithms. Look for Simplex algorithm, interior-point method and Branch and Bound for an understanding of the main algorithms used in a mathemat...
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Hi Dominico, It is likely that, if the constraints are being violated at all, it is by a very small margin. Numerical issues are a big topic in computer science, it arises from the simplest problem...
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Hi Jonathan, A big difference between simplex and interior point methods is the ability to use well warm-starts. That is usually the reason behind simplex is usually used in the branch and bound no...
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I am not sure if this is the cause, but it might be related to numeric problems. Have you tried slightly increasing the value for the cutoff?Additionally, can you post the logs for two runs (one wi...
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Hi, You can fix the values of all integer variables by iterating through the result and adding constraints to these variables. Example: variable X takes value 0, therefore you add a constraint that...