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Is the branch and bound tree saved for future re-optimization?

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  • 正式なコメント
    Simranjit Kaur
    • Gurobi Staff
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  • Jaromił Najman
    • Gurobi Staff

    Hi Hauk,

    In general, when you optimize a model with Gurobi and you interrupt it for some reason and then continue the optimization without altering the model, all previous information, i.e., also the B&B tree, will be preserved. However, when you add a constraint in between, this changes the problem structure. Gurobi will try to warm-start the second optimization run, but cannot re-use all previous information, i.e., the B&B tree is not re-used in this case.

    Best regards,
    Jaromił

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  • Kenny Girón
    • Gurobi-versary
    • First Comment

    Hi,

    I am optimizing a MILP problem using Gurobi through Yalmip. I execute an optimization problem, then optimize some other different MILP problems as a verification. Depending on the information given by the second stage verification problem, I alter a parameter in the constraints on the first stage/tier optimization problem. 

    Would it be wise to study if Gurobi can still use the information from the previous optimization as a map for further optimizations?

    I also want to avoid spending time on solutions that will also be included in the new optimization problem.

    0
  • Jaromił Najman
    • Gurobi Staff

    Hi Kenny,

    Would it be wise to study if Gurobi can still use the information from the previous optimization as a map for further optimizations?

    It might be worth trying to re-use the optimal solution point found in the first optimization run as a MIPStart for your verification run, cf. How do I use MIP starts?

    This might save some solution time in your verification optimization run.

    Best regards, 
    Jaromił

    0

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