Getting LP sub-problems from a simple LP-based branch and bound

回答済み

Siddharth Nair

2022年05月31日 23:23

• 
• 

Hello,

I'm trying to solve a MILP of the form 

min {c'x+d'y | Ax+By=b, x>=0, y\in {0,1}^N}

with an LP-based branch and bound (without cuts). I'm interested in retrieving the LP sub-problems corresponding to the leaf nodes of the branch and bound solution tree. 

To be more specific, each LP sub-problem is of the form

min {c'x+d'y | Ax+By=b, x>=0, l<=y<=u}

where l,u are integer vectors in {0,1}^N. Is there some way to obtain l,u corresponding to the leaf nodes of the branch and bound solution tree?

Thanks!

0

• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:35

  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 try Gurobot, our chatbot interface offering instant, expert-level support.
• 

  Jaromił Najman

  • Gurobi Staff

  2022年06月01日 08:30

  Hi Siddharth,

  It is not possible to extract every node LP from the B&B algorithm used by Gurobi.

  If however, you implemented your own B&B algorithm and are using Gurobi to solve the node relaxations LPs, you can use the write method to write each of the LPs to a file.

  Best regards, 
  Jaromił

  0

投稿コメントは受け付けていません。