problem when using cbSetSolution

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Peng Lin

2024年05月25日 16:52

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Hello,

I use Python to call Gurobi to solve MIP models.

I start an additional process to search for feasible solutions for the given model. I want to put the feasible solutions to normal solving of Gurobi once the additional process finds one new best solution, to help improve the Incumbent.

I use the model.cbSetSolution() function to put the solution to Gurobi, eg:

if where == GRB.Callback.MIPNODE:
        update, vals = cbData.getNewSol()
        if update:
            model.cbSetSolution(cbData.modelVars, vals)
            print(f'cbUseSolution: {model.cbUseSolution()}')

However, I found that it sometimes rejects my feasible solution. I am sure the given solution is feasible and better than the incumbent of Gurobi.

Moreover, if I give the solution at the earlier time of the solving, such as at 10s, it accepts the solution!

 

I am so confused, looking forward to your help!

The log is like this:

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  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:24

  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

  2024年06月18日 11:42

  Hi Peng Lin,

  You are using the methods correctly, so the most probable explanation is an issue with the solution.
  Maybe it is rejected because it is "slightly" infeasible due to some numerical issues?
  Is the objective function in this model and your heuristics exactly the same? If not, the solution value for this model's objective function might be higher than the current incumbent and is therefore rejected?
  It is hard to debug this issue on our side.

  Best regards,
  Mario

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