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Answer by prubin for How to use tight upper and lower bounds to get to the optimal value via branch and bound?

In addition to the issues it creates (covered by the link @RobPratt provided), it's worth nothing that the upper bound probably contributes nothing to the solver's performance. It will possibly give you a more realistic gap measure (if the solver uses it), but I don't see it guiding the solver's behavior in a useful way.

If you want to test this, introduce a variable z to represent your objective function, maximize z, add a constraint z = original objective function, and use the a priori upper bound as an upper bound on the z variable. I think this will cause fewer problems than the constraint <= UB would cause.


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