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[Help-glpk] stop simplex after certain precision for obj value was reach

From: Andrei Agapi
Subject: [Help-glpk] stop simplex after certain precision for obj value was reached?
Date: Fri, 21 Nov 2008 18:56:27 +0300

Hi all,

I was wondering whether there's any way to stop the simplex solver from
looking once a certain precision for the objective value (a float) has
been reached...
For instance, say we want to minimize a number between 0 and 1 and the
optimal value is 0.5131231. Is there a way to tell glpsol to stop
optimizing if the improvement would be less than, say, 0.001 ? In this
case, 0.514 would be OK.
I tried to do this by declaring the objective as an integer between 0 and
1000 and dividing it by 1000.0, but that transforms the problem to MIP and
triggers the MIP solver and I still want it to be solved by simplex
(--nomip doesn't work for this either, since it takes way too long to

Thanks for your help,

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