Originally posted by: Mondano
Maybe you could iteratively set the MIP gap and then call postProcess and solve, like
//preparation
cplex.epgap = 0.9
cplex.solve()
cplex.postProcess() // with the execute block after main the writing should be triggered
cplex.epgap = 0.8
cplex.solve() // it starts from the previously optained solution, since nothing has been ended
...
and so on. Maybe you could also decrease the epgap-parameter in a loop.
#DecisionOptimization#OPLusingCPLEXOptimizer