Retrieve dual multipliers for each leaf node in a MIP problem

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Montree Jaidee

2023年05月24日 13:13 編集済み

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Hi,

I am trying to implement a code similar to the following paper: Inference-Based Sensitivity Analysis for Mixed Integer/Linear Programming | Operations Research (informs.org).

As an example, assume that I would like to solve the above problem with branch-and-bound and obtained a tree like this

Is it possible to obtain the lower bound and upper bound of x at each leaf node (highlighted node)? If that node is infeasible how can I extract dual multipliers from it? I think I have to use  FarkasDual or Pi attribute to get it.

Thank you in advance,

Montree

関連

• Callbacks
• Infeasible
• Sensitivity

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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:43

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Mario Ruthmair

  • Gurobi Staff

  2023年05月25日 13:13

  Hi,

  Gurobi's branch-and-bound algorithm is based on node relaxations (relaxing integrality), and involves a lot of other strategies that deviate from classical textbook branch-and-bound algorithms.
  Your figure shows a combinatorial enumeration tree which is different to what is implemented in Gurobi's solver engine. Additionally, you cannot retrieve branching decisions (e.g., binary variable fixings) in some node of Gurobi's branch-and-bound tree.

  So, if you want to have detailed access to all branch-and-bound node information, you might need to implement your own branch-and-bound algorithm, and for example use Gurobi as a solver for your nodes' problems.
  Then, provided the node problem is a linear program (without integer variables), you can access duals via constraint attribute Pi, or if infeasible via attribute FarkasDual. In the latter case you need to set parameter InfUnbdInfo=1.

  Best regards,
  Mario

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