I am running a MIP for a finite time and it terminates with a non-zero gap. I want to access the solution (the decision variables and the objective) of the best LP relaxation (best lower bound for a minimization problem) so that I can think of ways to add/generate valid inequalities. Is there a way to get this information.
Any help would be greatly appreciated. Thanks!
Here’s what I tried so far.
- I’ve tried the NodeCallback which helps find the objective function estimates but it does not help get the values of the decision variables.
- ControlCallback seems to give this information for all nodes, but I don’t know how to find it for nodes that are unexplored. It also slows down the code.
- MIPCallback seems to give information only on the incumbent (integer) solution.
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