fastest way to find first integer solution

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William Vitari

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Jul 22, 2016, 3:41:39 AM7/22/16
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What parameters can i modify to make gurobi find an integer solution in the fastest way??
I don't care about the quality of the solution or if the solution is very "far" from the continuous relaxation

Daniel Espinoza

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Jul 22, 2016, 7:55:40 AM7/22/16
to Gurobi Optimization
In MIP is always hard to make general predictions, but if you want to find feasible solutions quickly I would suggest 

1.- playing with all heuristics settings,
2.- Set the gap criteria to 100% or more, or change the limit of integer solutions to just one

Parameters are described here

Best,
Daniel

Tim Chippington Derrick

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Jul 22, 2016, 8:08:42 AM7/22/16
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Just as a general comment, have you considered using a hand-crafted heuristic to create an initial solution (e.g. a simple greedy heuristic) that can then be fed into the solver as a starting solution candidate. We have found this approach can be very useful for some large problems.

Tim

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Dr Tim Chippington Derrick
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