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Re: [Help-glpk] stop simplex after certain precision for obj value was r

From: Andrew Makhorin
Subject: Re: [Help-glpk] stop simplex after certain precision for obj value was reached?
Date: Fri, 21 Nov 2008 19:04:28 +0300

> 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
> solve).

Probably you mean the mip solver, not the simplex one.

If you are using glpsol, you can specify the option '--mipgap GAP',
where GAP is a relative mip gap tolerance. In your case GAP might be,
for example, 0.10 (that corresponds to 10%).

If you are using glpk api, see the reference manual for description
of parameters passed to glp_intopt.

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