Callback add heuristic solution only when the gap is small

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Tang Try

2020年08月21日 07:05

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I tried to use callback function to add some heuristics. But the heuristic is time consuming, so I wish I can add them only when the gap is already low, for example less than 10%
I noticed that I have to use
where == MIPNODE and STATUS== OPTIMAL
to retrieve cbGetNodelRel value to generate the solutions. However, the MIP_OBJBST and MIP_OBJBND are not right under the two conditions. It seems that the values are right only under where== Callback.MIP.
So how to achieve the goal I want?

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:08 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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  Jaromił Najman

  • Gurobi Staff

  2020年08月21日 11:10

  Hi,

  You can compute the MIPGap in a \(\texttt{where=MIP}\) callback by retrieving the \(\texttt{MIP_OBJBST}\) and \(\texttt{MIP_OBJBND}\) and use the formula shown in this Knowledge Base article. Please be careful when computing the gap in cases where the objective and the best bound have different signs.

  Best regards,
  Jaromił

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