Forcing a backtrack

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Nicolas

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Apr 19, 2018, 1:31:14 PM4/19/18
to Gurobi Optimization
Hello,

I have a question on managing the search during the solution of a MIP. Using callback when the search is in a MIP_NODE and the status is OPTIMAL, I retrieve the current fractional and test it against other information (in this case an archive a potentially non dominated solutions as the problem is a multi-objective one).

When the current relaxed solution has some properties compared to this archive, I would like to stop the exploration of this branch but not the search, just to backtrack. Is there a way to achieve that that escapes me ? Initially, I thought about modifying the primal bound but it is not possible as the only possibility is to provide the solution. But in my case, I have a bound (derived from the archive) but it is not associated to a solution (feasible or even relaxed).

Thank you in advance,

Nicolas.

Daniel Espinoza

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Apr 23, 2018, 6:39:53 PM4/23/18
to Gurobi Optimization
Hi Nicolas,

Unfortunately, Gurobi does not allow to change through callbacks the branching behavior. You can use branch priorities (which are set at the beginning of the optimization).

Best,
Daniel

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