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