[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Help-glpk] MIP termination
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] MIP termination |
Date: |
Tue, 19 Dec 2006 12:31:11 +0300 |
> I am wondering whether there is some way to set the mip termination
> criteria. For example:
>
> If abs(yyy xxx) < epsilon then return where xxx and yyy are
> defined in the description of lpx_integer (e.g. mip = xxx <rho> yyy
> gap (ppp; qqq))
You can insert the code directly into the b&b main loop. See the
routine mip_driver, file glpmip2.c. For example:
print("Processing node %d at level %d", p, level);
}
+
+ if (mip_relative_gap(tree) <= 0.10)
+ { ret = MIP_E_TMLIM;
+ goto done;
+ }
+
/* check if the time limit has been exhausted */
>
> I notice that there is a parameter called LPX_K_TOLOBJ. However,
> when I set it to 1 or 0.9, I get an error message say that the value
> is invalid.
It is a relative tolerance which must be not greater than 1e-3.