Setting bound for variable slows down computation time?

回答済み

Michael Hölscher

2023年06月30日 15:14 編集済み

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I noticed that Gurobi needs more time to solve if i set an upper bound for a variable instead of using GRB.Infinity. I thought it would "help" the solver to set the tightest possible bound for variables or could I make the general assumption that its always best practice to set upper bounds to GRB.Infinity?

Thank you!

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  Maliheh Aramon

  • Gurobi Staff

  2023年06月30日 21:43

  Hi Michael, 

  We would like to avoid very large or very small values in the model. Therefore, infinite bounds are usually better than large finite bounds for variables. Check the documentation on Recommended ranges for variables and constraints for more details.

  Best regards,

  Maliheh

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