I need a feasible solution, an optimal solution is just nice-to-have

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Dániel Varga

2023年11月16日 10:03

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I have a really large integer program with linear constraints. It will probably run for weeks, extrapolating from smaller exploratory runs. I really need to find a feasible (integer) solution. We expect the optimal solution to have nicer properties, but that's a secondary concern at this point. Is there a way to tell Gurobi to emit any feasible solution it finds, and then keep working towards an optimal solution?

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• MIP
• Solutions

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  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:34

  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11月16日 16:48

  Hi Dániel,

  There are several solver parameters that focus on finding feasible solutions while proving optimality is only the secondary goal:

  • MIPFocus=1: search focus on finding good solutions
  • NoRelHeurTime: activation of optional NoRel heuristic to find a first feasible solution
  • Heuristics: time slice for heuristics
  • ZeroObjNodes, MinRelNodes: activation of special heuristics if no feasible solution can be found
  • PartitionPlace: use partition heuristic if your variables have a natural partition structure

  You could also solve a feasibility relaxation if your constraints are so restrictive that finding a solution is extremely difficult.

  Best regards,
  Mario

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  Dániel Varga

  2023年11月17日 19:05

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  Thanks a lot, Mario! It will take significant time to try out all these suggestions, but I am optimistic that it will lead to results.

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