Hello ! I have shared some code with a research associate, aiming to compute the solution to a continuous optimization problem. Due to problem size, we use a time limit.
The problem is that I use CPLEX, and my associate uses Gurobi. With CPLEX, I can use objective_bound at time limit to retrieve the current best known bound, but this doesn’t work with Gurobi, as it turns out the corresponding attribute doesn’t exist (ERROR: LoadError: Gurobi.GurobiError(10005, “Unable to retrieve attribute ‘ObjBound’”).
They seem to have everything up to date - Julia 1.5.1, JuMP 0.21.4, Gurobi.jl 0.8.1.
Is there any way to retrieve a bound on the objective with Gurobi ?
Thank you for reading.