Incumbent while using MIPSOL
回答済みHello,
I am using MIPSOL callback to add lazy constraints as the constraints are designed for integer solutions. While I find the optimal for some of the instances, I could not find the optimal for the other instances. Instead, I found solutions that are very close to the optimal. I suspect that the incumbent is not updated properly in this case. May it be the case? What do you recommend?
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Gurobi Staff
It sounds like your lazy constraint cut off the optimal solution. Did you make sure that this is not the case?
What happens if you set the optimal solution as a MIP start?0 -
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Thanks for your response.
When I force the model to find the optimal, it finds. Also in most of the instances, it finds the optimal.
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Can you give more details?
In which cases is the optimal solution not found?
What do you mean by "force the model to find the optimal"? Does this help for all instances?0 -
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Sure. There was no particular feature I observed for the cases where the optimal is not found. For these cases, there was a slight difference between the optimal solution and the found solution. So for testing, I added some constraints to the initial model that will force the model to eliminate those differences. After this modification, the optimal was found for all instances.
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