Hello,

I am using Cplex to solve a MIP, I put a time limit of 3600s, if no optimal solution is found, no solution is returned. Now I would like to return the last feasible solution if Cplex is not apble to prove the optimality. Is there any way or any parameters that I could use when the time is out to verify if Cplex has found a feasible solution and return it ?

Thank you !

Dear Imadeddine,

It looks like you could use CPLEX callbacks:

https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.9.0/ilog.odms.cplex.help/CPLEX/UsrMan/topics/progr_adv/callbacks/whatToDoCallbacks.html

to get the current incumbent.

I hope this helps!

Cheers,