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I have a minimization problem, that is modeled to be solved in Gurobi, via python.

Besides, I can calculate a "good" initial solution for the problem separately, that can be used as an upper bound for the problem.

What I want to do is to set Gurobi use this upper bound, to enhance its efficiency. I mean, if this upper bound can help Gurobi for its search. The point is that I just have the objective value, but not a complete solution.

Can anybody help me how to set this upper bound in the Gurobi? Thanks.

Mostafa
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I think that if you can calculate a good solution, you can also know some bound for your variable even you dont have the solution exactly ?

Issouf
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  • Not actually. The only thing I have done is to set a new constraint and set the objective variable less than my upper bound. But I am not sure this is the best way. – Mostafa Aug 08 '18 at 06:32
  • you can put those contraints in the objectf, like lagrangian method. If the MIP dont find a best, it will respect it. – Issouf Aug 09 '18 at 19:31