Originally posted by: saeedmarvi

Hi all,

I am using opl and CPLEX to solve an MIP problem. I was wondering if it is possible to ask CPLEX to stop and return the current incumbent solution if the relative MIP gap has not been improved for a specific amount of time or number of iterations? I want CPLEX to stop automatically when this stopping rule is met.

Thanks!

Hi

yes you can:

execute

{

cplex.nodelim=100;

cplex.epgap=0.05;

}

regards

Originally posted by: saeedmarvi

Hi Alex,

Thanks for your response. I know that I can limit the run time, or number of nodes, or number of solutions. But this is not exactly what I want. So I do not want to limit the TOTAL number of nodes. nodelim limits the total number of nodes. I would like CPLEX to stop if for the relative gap has not changed for the LAST n nodes or for the last t seconds regardless of the total number of nodes we have had from time zero.

Thanks!

Hi

then I suggest you to write this in a main. (flow control)

You will write a loop that will call cplex.solve(); with a timelimit and after the solve you check whether the situation improved enough, if yes, go on, if no stop

regards