Convergence rate dependency on variables bounds

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Anas Dkier

2021年12月13日 11:27

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Hello, 

does a MILP with bound integer variables (i.e. defining an upperbound whenever possible), converge faster than the same mathematical formulation but leaving these variables free ? 

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:43 編集済み

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  Jaromił Najman

  • Gurobi Staff

  2021年12月14日 14:09

  Hi Anas,

  It is often beneficial to provide finite bounds for integer variables, because these bounds can be used by bound strengthening heuristics to possibly derive valid cuts and/or shrink the feasible set by a good chunk. However, in general it is not possible to tell a priori whether some upper bounds for integer variables would improve performance for a given problem. Usually, this has to be tested on a case by case basis.

  Best regards,
  Jaromił

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