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Computational Progress in Linear and Mixed Integer Programming

Gurobi_Progress_LP_MIP

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Example 2: MIP really is HARD<br />

A customer model: 44 constra<strong>in</strong>ts, 51 variables, maximization<br />

51 general <strong>in</strong>teger variables (<strong>and</strong> no bounds)<br />

Branch-<strong>and</strong>-bound: Initial <strong>in</strong>teger solution -2186.0<br />

Initial upper bound -1379.4<br />

…after 1.4 days, 32,000,000 B&B nodes, 5.5 Gig tree<br />

<strong>Integer</strong> solution <strong>and</strong> bound: UNCHANGED<br />

What’s wrong? Bad model<strong>in</strong>g. Free GIs chase each other off to <strong>in</strong>f<strong>in</strong>ity.<br />

© 2015 Gurobi Optimization<br />

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