Gurobi, advanced
Speaker:
Yuriy Zinchenko, Gurobi Inc. and University of Calgary
Date and Time:
Friday, November 8, 2019 - 10:00am to 12:00pm
Location:
Fields Institute, Stewart Library
Abstract:
Advanced Gurobi algorithms and tuning. This session will take a deeper dive into the techniques that underlie Gurobi’s continuous and mixed-integer optimization algorithms. Example topics include branching strategies, heuristics, cutting planes, and advanced presolve techniques. This session is meant for someone who is already familiar with textbook LP and MIP algorithms, and would like an introduction to more advanced solution techniques. We will examine common performance pitfalls, and how to use tuning techniques and the Gurobi tuning tool to overcome them. We will also discuss how to use MIP starts, variable hints, and callbacks to guide the MIP search towards known (or suspected) good solutions.