AnsweredAssumed Answered

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:

 

setparam("XPRS_MIPABSSTOP",1000)

 

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?

 

Cheers

 

Rhyd Lewis

Outcomes