Gurobi Heuristics

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Bowen1990

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Jan 8, 2016, 12:36:01 AM1/8/16
to Gurobi Optimization
Hi all,

I am new to Gurobi and still checking things out.

When I read the documents, it says Gurobi uses some heuristics to find feasible solutions. However throughout the documents I couldn't find what heuristics Gurobi uses.

Is there anywhere that I can find out about these heuristics being used? 

Thanks
Bo

Tobias Achterberg

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Jan 18, 2016, 10:01:44 AM1/18/16
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Hi Bo,

you will probably not find an exact description of all the heuristics that
commercial MIP solvers implement, because this is one of the important trade
secrets.

A few of them are explicitly mentioned in the Gurobi documentation, and you can
control them with parameter settings:
- Minimum Relaxation Heuristic (MinRelNodes)
- Feasibility Pump Heuristic (PumpPasses)
- RINS Heuristic (RINS)
- Zero Objective Heuristic (ZeroObjNodes)

There is quite a bit of literature on MIP heuristics, and most of Gurobi's
heuristics are along the lines of the ones you can find in the literature. For
example, you could take a look at the master's and PhD thesis of Timo Berthold:
https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/1029
https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/5448


Regards,

Tobias
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