MIP best objective and bound output with runtime

回答済み

Wu Hao

2020年07月07日 18:27

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Hi, I am using Gurobi to solve a max MIP via Python. Is there any way that I could collect information on current best objective (lower bound) and bound (upper bound) with respect to runtime (while Gurobi is still optimizing)? Thank you very much!

Best,

Wu 

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:10 編集済み

  This post is more than three 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 why not try our AI Gurobot?.
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  Eli Towle

  • Gurobi Staff

  2020年07月07日 21:15 編集済み

  Hi Wu,

  Yes, you can do this with a callback. A similar question was answered here.

  I'll re-post the code below. It generates a list of times, incumbent objective values, and best bounds using a callback. Then, these values are saved to a CSV file.

  import gurobipy as gp
  import csv
  import time
  
  
  def data_cb(model, where):
      if where == gp.GRB.Callback.MIP:
          cur_obj = model.cbGet(gp.GRB.Callback.MIP_OBJBST)
          cur_bd = model.cbGet(gp.GRB.Callback.MIP_OBJBND)
  
          # Did objective value or best bound change?
          if model._obj != cur_obj or model._bd != cur_bd:
              model._obj = cur_obj
              model._bd = cur_bd
              model._data.append([time.time() - m._start, cur_obj, cur_bd])
  
  # Build model m here
  
  m._obj = None
  m._bd = None
  m._data = []
  m._start = time.time()
  m.optimize(callback=data_cb)
  
  with open('data.csv', 'w') as f:
      writer = csv.writer(f)
      writer.writerows(m._data)

  Thanks,

  Eli

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  Wu Hao

  2020年07月07日 22:22

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  Thank you very much!

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