5
$\begingroup$

(I apologize. I saw this question but, I do not know these may be the same or not.)

I am trying to solve a MIP problem and have an issue about that. The problem's LP relaxation has the objective value about $63$ but, when the problem is solved by MIP solvers like CPLEX, Gurobi and SCIP, the relax solution is reported $59$. (even though I disable pre-solving, cuts and heuristics). 

Root relaxation: objective 5.900000e+01

In all of the cases, the value of the variables are the same and the problem is solved optimality.

I was wondering if, is there any way to get the root relaxation value equal to $63$ by using MIP solvers or this is an advanced technique in which the solvers use to speed up the solving time?

Improve this question
$\endgroup$
19
  • $\begingroup$ How did you calculate the LP value? Gurobi has the command m.relax() when you optimize this you get 63? $\endgroup$
    – user3680510
    Jun 5, 2020 at 21:53
  • $\begingroup$ @user3680510, thanks. I'm using GAMS and the syntax for solving the LP relaxation is rmip. By using this you could get the value of the root node and it is $63$ but, by setting the syntax to mip the value is $59$. I think the value of the root node in LP relaxation or MIP directly should be the same but those are different!!! $\endgroup$
    – A.Omidi
    Jun 5, 2020 at 22:01
  • $\begingroup$ I would try to write an lp file and read in this file directly into the solver and see if this behaves the same way. $\endgroup$
    – user3680510
    Jun 5, 2020 at 22:31
  • $\begingroup$ @user3680510, I do that and the behaviour is the same!!! $\endgroup$
    – A.Omidi
    Jun 6, 2020 at 3:51
  • 1
    $\begingroup$ Please keep in mind that in a MIP, more preprocessing etc. can be done than in an LP. Thus, the MIP root node can be stronger than the LP relaxation. $\endgroup$
    – T_O
    Jun 6, 2020 at 9:45

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.