Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  How to stop solving process?

    Posted 04/20/15 07:32 AM

    Originally posted by: Mimmo88


    Hi,

    I have an upper bound value for my problem and I'm going to solve the lower bound model. I need that the solving process of this lower bound will stop as soon as an integer solution is lower than the upper bound value.

    I'm developing in C++.

     

    Thanks in advance,

    Domenico


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: How to stop solving process?

    Posted 04/20/15 09:52 AM

    Originally posted by: Mimmo88


    I solved it.

    Simply setting IloCplex::IntSolLim to 1 and introducing a constraint on my objective function:

    objective <= UpperBoundValue

    In this way, solving process stops and it gives me the feasible solution which I want.

     

    Greetings,

    Domenico


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: How to stop solving process?

    Posted 04/20/15 10:42 AM

    Instead of adding a constraint on the objective you should set CPX_PARAM_CUTUP to your upper bound. This is simpler, numerically safer, and does not modify your model.


    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: How to stop solving process?

    Posted 04/20/15 11:02 AM

    Originally posted by: Mimmo88


    It works great. Thanks a lot


    #CPLEXOptimizers
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