Is it possible to retrieve the best (lower) bound of a MILP problem that did not reach the optimal solution?
回答済みI have a MILP model, which I solve using time_limit. Many times the optimal solution is not reached. I can retrieve the incumbent solution, but I want to retrieve the fractional solution of the best (lower) bound generated during the Branch and Bound process. Is there a way to get it? I am using C++ API.
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Hi Efrain,
You can access the best bound via the ObjBound attribute.
Best regards,
Jaromił0 -
Sorry, I was not clear enough I want to retrieve the value of the variables of the best lower bound solution, not the value of the objective function.
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I have just found how to do it using a callback. You have to use
if (where ==GRB_CB_MIPNODE && getIntInfo(GRB_CB_MIPNODE_STATUS) == GRB_OPTIMAL)
to find out if the node is optimal for the LR of the problem
then use
getNodeRel () to obtain the value on the variables. Thank you Jaromil, for your help
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