1 year ago

#346015

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Aashaka

Why does Gurobi's best bound for the objective goes over the optimal objective value

I am solving an integer programming problem in Gurobi for objective minimization. I know that there is an integer solution that gives an objective of 322.48, and I verified this by also setting that solution as constraints and solving with Gurobi. However, when solving, Gurobi's best bound starts from 322.48, but always goes beyond it, even going to 323.80, when in fact I know that a better solution exists. Does anyone know why this would be happening?

I run Gurobi with the following parameters:

opt.Params.Method = 2
opt.Params.Threads = 1
opt.Params.MIPFocus = 1
opt.Params.MIPGap = 1e-9
opt.Params.IntegralityFocus = 1
opt.Params.IntFeasTol = 1e-9
opt.Params.FeasibilityTol = 1e-9

When I set Params.Method to default, the relaxation objective itself turns out to be 323.60, which is incorrect as I previously verified that there is a solution with 322.48 objective. Something is off, does anyone have any idea what?

gurobi

mixed-integer-programming

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