Originally posted by: Mambo12345

Good evening everybody,

I have a binary quadratic optimization problem and I want to solve it with

[x,fval] = cplexmiqp(H, f, A, b', Aeq, beq', [], [], [], [], [], ctype ,x0,options);

Since it is very large I want to use a cutoff value.
I am sorry that I did not found anything by myself.
I was searching for hours but I cant find a way to say Matlab/Cplex that I want to set a cutoff value.

I found this: " Cplex.Param.mip.tolerances.uppercutoff = x" but when I add this to my code it is not working.
Do I have to set this cutoff with something similar like "options = cplexoptimset('Display', 'iter');" ?

Can please someone help me or show me a nice example ?

Best regars, sorry that I could not find it by myself and thank you for your help !

 

Correct, like any other parameter, the cutoff parameter is set via cplexoptimset(). See the reference documentation for this function, it has examples how to set arbitrary parameters (in the example the node limit and the search strategy are set).

Originally posted by: Mambo12345

Thank you very much for the quick answer ! When I write:

options = cplexoptimset(
'Display', 
'iter', 
'UpperCutoff', x);

[x,fval] = cplexmiqp(H, f, A, b', Aeq, beq', [], [], [], [], [], ctype ,x0,options);

it is not working. I understood how to set a node limit but I cant find the correct function for the cutoff. It is not listed in the references.
Sorry for the simple questions, but I havent found an example for that function of the upper cutoff.
Do you think it makes sense to set such an upper cutoff? Actually it is always good because the worst thing that can happen is that I have a bad Upper cutoff value and it didnt cut off any branches. But if my upper cutoff value is good it will cutoff some branches and reduce the time. Is that right ?

Best regards and thanks for your help !

This is not the way how to set a cutoff for the toolbox API. How did you even come up with that 'UpperCutoff' parameter name?

How to set parameters in matlab is described here.

The cutoff parameter and its name in the different APIs is defined here. Note that the name there is for the class API. You have to adopt appropriately for the toolbox functions as described n the link above.