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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?

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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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