Dear all. I am using CPLEX engine solver in C# environment to solve a mixed integer program and I want to set a conditional termination criterion. For example, if computational time is less than 30 minutes, the model should be solved with relative_gap=0. However, if computational time is more than 30 minutes, I want that the model to be solved with relative_gap=5%. Can I know if it is possible and in case of possibility how?

Thanks

asked 05 Feb, 02:55

Amin-Sh's gravatar image

Amin-Sh
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Set a time limit of 30 minutes. If the solver stops due to hitting the time limit, change the relative gap to 5%, change the time limit to something longer, and restart the solver. As long as the model itself has not changed, the solver will resume where it left off.

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answered 05 Feb, 08:21

Paul%20Rubin's gravatar image

Paul Rubin ♦♦
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accept rate: 19%

Dear Rubin. Thanks.Can I know how it would be possible to run the CPLEX until a feasible solution is found? I want to solve the original problem without changing the objective. Generally, how this condition should be declared in C#? Thanks

(07 Feb, 13:45) Amin-Sh
1

I don't know anything about C#, but I'm pretty sure there is a parameter that sets a limit to the number of feasible solutions found. Check the parameters manual (MIP section). Setting that to 1 should stop CPLEX as soon as the first feasible solution is found.

(07 Feb, 13:53) Paul Rubin ♦♦
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