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I want to take advantage of the MIP solver's presolve techniques and also the cutting planes it adds to the LP relaxation at the root node. Then just before branching begins, I would like to add my own cutting planes to the current LP relaxation, which would be significantly different than the original LP because of presolve and cuts. I believe this is how most cutting plane experiments work, when implemented through callback interfaces in C, C++, etc. Hence, it would be nice if there is a AMPL suffix that stores the fractional solution after I have terminated MIP solve at root node by setting a node limit of 0.
A work-around of course is to reverse the experiment: solve the original LP relaxation as you mentioned, generate user cuts with respect to its solution, add them as user cuts or lazy constraints in AMPL, and then solve the model as a MIP and see how much root node gap reduction is obtained by user cuts. But it would be nice to be able to do the former experiment since that is the customary way and perhaps most editors/referees are expecting it.
On Tue, Mar 5, 2019 at 7:54 PM UTC, AMPL Google Group <am...@googlegroups.com> wrote:
There is still no option to ask for the fractional root node solution. However, the root node solution is computed by solving the continuous relaxation of the MIP, which you can get by setting an appropriate solver option. Is there some reason why requesting the continuous relaxation of the MIP would not be helpful for you? An example would be helpful.
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Robert Fourer
am...@googlegroups.com
Hi Bob,
Inquiring again after two years --- is there any such feature in AMPL now ? You mentioned possibility of callbacks and Python/Gurobi back in 2019 but I don't see this mentioned on the AMPL website. Any information would be very helpful since I really prefer not having to code in lower-level languages if I just want to check if some cutting plane ideas work or not.
On Mon, Mar 11, 2019 at 1:49 PM UTC, AMPL Google Group <am...@googlegroups.com> wrote:
That is reasonable, though it's currently not supported by AMPL's MIP solver interfaces. We are currently investigating ways of making additional information available to users through callbacks, and will announce some possibilities for Python/Gurobi this spring.
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Robert Fourer
am...@googlegroups.com