Hi, I have a large MIP problem that has been modeled in GAMS and I am using CPLEX solver of the GAMS. Because of the big size of my problem, I set time limitation of 3600 seconds just want the execution to be stopped. When reaching this time limitation, still no solution can be found by CPLEX/GAMS, and I want to just the CPLEX/GAMS report me best lower bound and upper bound that have been found up to that time. I know that the CPLEX/GAMS log have a column called "BEST BOUND" that it would be best lower bound but I can not find the best upper bound there. Please help me. Regards Mehdi.T.
asked
mosahab |

Hi It looks that cplex's heuristics are unable to find a solution. I suggest you write one yourself and let cplex use it as an incumbent callback (you will need to run it with java or c++ I guess, I am not sure it is possible to do it with GAMS). Since you know the problem, you should be able to do it better than cplex's heuristics which are generic. What is the problem you are working on by the way?
answered
V A |

Supposing your GAMS model is named MyModel, you can use the following commands:
answered
Ehsan ♦ |