Rounding LB with callbacks

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Daniel Khachay

2022年08月17日 09:50

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Dear Colleagues,

I’m trying to implement a rounding feature for the best lower bound in Gurobi using callbacks. To be more specific, if the current best bound at node N is 5999.999, then my ‘cut’ should change it to 6000.

Perhaps there is some built-in method that allows to round the best bound during the optimization process?

Thanks in advance.

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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:30

  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.
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  Jaromił Najman

  • Gurobi Staff

  2022年08月17日 12:15

  Hi Daniel,

  You could add the cut "objective \(\geq\) rounded value" in a callback. However, this is not always a good idea, cf. How do I pass an objective bound to Gurobi?

  What would be the benefit in your particular case? Rounding 5999.999 to 6000 does not sound like it would do much unless you are trying to reach a very tight MIPGap.

  Best regards, 
  Jaromił

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