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Halting MIP Branch and Bound when a "good enough" solution has been found

Question asked by Rhyd Lewis on Feb 19, 2010
Latest reply on Feb 22, 2010 by Rhyd Lewis

Hi there


I want to be able to halt the branch-and-bound MIP optimizer as soon as I get a solution that I deem to be good enough. More specifically, I want to be able to specify a particular target cost (objective function value) such that when an integer solution is found that has a better cost than this, the algorithm halts immediately.


Write now I'm using the following:




However, the 1000 here relates to the *gap* between the best bound determined by the algorithm and the best solution found so far. What if I don't care about the best bound, and just want to halt when my best solution is better than some pre-defined target cost?




Rhyd Lewis