Query which binary variables have known values during optimization in order to add additional constraints

回答済み

Tobias Völk

• 2022年06月10日 22:02

If it doesn't exist yet, it would be a cool feature to have. Having binary variables x_1, x_2, ... Gurobi does rule out values for variables during optimization, right? For example, if it has decided that there's no feasible solution with x_1 = 0 or that there is at least one optimal solution with x_1 = 1, then how can I help Gurobi with additional constraints based on that new information? For example, in my model, if I know the decisions at an earlier timestep, I can restrict values in past and future time periods in a problem specific way which Gurobi might have trouble figuring out by itself (I guess). Best regards, Tobi

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  Jaromił Najman

  Gurobi Staff

  • 2022年06月13日 12:19
  • 編集済み

   If it doesn't exist yet, it would be a cool feature to have. Having binary variables x_1, x_2, ... Gurobi does rule out values for variables during optimization, right?

  Correct, Gurobi can fix some variables through branching, probing, or other heuristics. This feature will most likely not be implemented, because it would require Gurobi to provide all available branching information at a given node.

  For example, if it has decided that there's no feasible solution with x_1 = 0 or that there is at least one optimal solution with x_1 = 1, then how can I help Gurobi with additional constraints based on that new information?

  You can use indicator constraints for such cases. You can then model \(x_1=0 \rightarrow a^T x \leq b\).

  Best regards, 
  Jaromił

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  Brannon King

  • 2022年07月19日 13:36

  

  

  

  Surely Gurobi's nodes know both their parent and their variable that they branched on, no?

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  Jaromił Najman

  Gurobi Staff

  • 2022年08月09日 07:37

  Surely Gurobi's nodes know both their parent and their variable that they branched on, no?

  Correct. However, the issue is not about having the information at hand but about disclosing parts of Gurobi's IP. I cannot tell whether we decide to disclose branching information in the future but currently there are no plans for this.

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