CODEWITHSUNDEEP
optimizationgurobi
MrWoffle
MrWoffle

Reputation: 149

Gurobi resume optimization after model modification

As far as i know Gurobi resumes optimizing where it left after calling Model.Terminate() and then calling Model.Optimize() again. So I can terminate and get the best solution so far and then proceed.Now I want to do the same, but since I want to use parts of the suboptimal solution I need to set some variables to fixed values before I call Model.Optimize() again and optimize the rest of the model. How can i do this so that gurobi does not start all over again?

Upvotes: 0

Views: 382

Answers (1)

Greg Glockner
Greg Glockner

Reputation: 5653

First, it sounds like you're describing a mixed-integer program (MIP); model modification is different for continuous optimization (linear programming, quadratic programming).

When you modify a MIP model, the tree information is no longer helpful. Instead, you must resolve the continuous (LP) relaxation and create a new branch-and-cut tree. However, the prior solution may still be used as a MIP start, which can reduce the solve time for the second model.

However, your method may be redundant with the RINS algorithm, which is an automatic feature of Gurobi MIP. You can control the behavior of RINS via the parameters RINS, SubMIPNodes and Heuristics.

Upvotes: 1

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