Shuvomoy Das Gupta
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Activity overview
Latest activity by Shuvomoy Das Gupta-
Shuvomoy Das Gupta commented,
Hi Jaromił, Thanks for your very clear answer, accessing the solution point of the relaxation of the root node works fine for my purpose.
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Shuvomoy Das Gupta created a post,
Accessing the piecewise-linear approximation of a nonconvex quadratic optimization problem
AnsweredI am trying to solve a nonconvex quadratic optimization problem of the form: $$p^{\star}=\left(\begin{array}{ll} \textrm{minimize} & c^{\top}x\\ \textrm{subject to} & a_{i}^{\top}x+x^{\top}Q_{i}x-b...
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Shuvomoy Das Gupta commented,
Hi Jaromił, Thanks very much for the update, the second paragraph is exactly what I need to access: a fraction solution to the LP relaxation (it does not need to satisfy the quadratic and/or inte...
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Shuvomoy Das Gupta commented,
Hi Jaromił, Thank you very much for your response. To clarify, for the heuristic, I need a fractional solution only that satisfies the linear constraints (I do not need a feasible solution of the M...
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Shuvomoy Das Gupta created a post,
Custom heuristic implementation for MIQCP
AnsweredI am trying to solve an MIQCP, for which a fractional solution at a MIP node can be converted to an integer feasible solution rather easily using a heuristic. Does Gurobi support custom heuristics ...
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Shuvomoy Das Gupta commented,
Great, thanks so much!
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Shuvomoy Das Gupta commented,
Hi Jaromił, Thanks very much for your quick response. Okay, I will turn off all heuristics and see what happens. Here is a Gurobi log of an optimization run (I am using Julia+JuMP to model the prob...
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Shuvomoy Das Gupta created a post,
Tips for speeding up MIP solution process when the warm-start point is almost always optimal
AnsweredDear All, I am trying to solve a MIP in Gurobi. For this particular problem, I have a feasible point that is globally optimal for the MIP. So, essentially when I am warm-starting with this point, G...
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Shuvomoy Das Gupta commented,
Thanks for your info, Jaromił! I am using Gurobi with JuMP in Julia programming language, and your suggestion works. I found out that there are two ways to provide an initial point in JuMP. They ar...
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Shuvomoy Das Gupta created a post,
Warm start Non-Convex Quadratic Optimization
AnsweredDear All, I am trying to solve a non-convex quadratic optimization problem in Gurobi, and Gurobi can solve it without any issue though it takes a while to solve it. However, for this particular pro...