CODEWITHSUNDEEP
mathematical-optimizationscipoperations-research
orpanter
orpanter

Reputation: 115

Tips for fast first feasible solution of a MILP using scip

I have a MINLP problem. I can solve it quite fast (seconds) for small instances using SCIP. However, in big instances, it takes a long long time (hours) in getting to a feasible solution. I wanted to know if anyone here has some tips on how to reach to a fast solution faster.

I can't know beforehand any initial solution, and setting the heuristic to be more aggressive or fast or null has not helped.

Upvotes: 0

Views: 419

Answers (1)

Erwin Kalvelagen
Erwin Kalvelagen

Reputation: 16797

It may help to make the model more elastic. I.e. allow (some) constraints to be violated at a cost. Often that makes economic sense (i.e. renting extra capacity).

Upvotes: 1

Related Questions