Originally posted by: smilingchin

I was wondering if there is any way I can access the list of integer infeasible variables directly from the solution of root node relaxation of a MIP.

Basically, I am trying to access the variables which are fractional in the root node relaxation solution and round them up or down by using a logic. In this regard , i am using the CutCallback at root node to access the solution and checking the variables. But my model has around 200k variables while the LP relaxation reports only 887 integer infeasibilities and hence checking each variables value is too time consuming.

It will be great if I can access directly the integer infeasible variables in the solution.

Please let me know if there a way for that.

Thanks,
Chinmoy
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Originally posted by: SystemAdmin

Do you want to do this rounding in each iteration of the cut loop or only at the end of the root node?
If you only want to do this at the end of the root node then a BranchCallback seems more suitable. And I think if you do it only once you do not need to worry about the overhead of scanning all variables once.
If you want to do it in the cut loop I don't know of a way that would save you from scanning the variables.
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