Decision Optimization

Decision Optimization

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


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  • 1.  Timeout on Optimizations?

    Posted 09/07/08 01:20 PM

    Originally posted by: SystemAdmin


    [northwest_trail said:]

    Hello,

    I have a pretty large lp problem formulation and am afraid it will take a very long time to solve entirely. I've been told that near-optimal solutions are usually found fairly quickly. Is there a way to set a timeout when running 'optimize' on my problem? If there isn't, but something else would work better, any input would be appreciated.

    Thank you!

    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Timeout on Optimizations?

    Posted 09/08/08 05:20 AM

    Originally posted by: SystemAdmin


    [northwest_trail said:]

    Found the answer... it's a set parameter, 'timelimit'. Thanks!
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Timeout on Optimizations?

    Posted 09/08/08 04:16 PM

    Originally posted by: SystemAdmin


    [chm.duquesne said:]

    If having exactly the best solution is not a major concern for you, you can also try to play with CPX_PARAM_EPGAP (IloCplex::EpGap in C++). For example, if you want to stop cplex as soon as it has found a feasible integer solution proved to be within five percent of optimal, set the relative mipgap tolerance to 0.05.

    It could be usefull for you...
    #CPLEXOptimizers
    #DecisionOptimization


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