Originally posted by: Biyu

Hi all,

How can I output the objective value of an incumbent feasible solution and the elapsed time when "branch and bound" algorithm first encounter the incumbent solution, by using the function interface provided by CPLEX?

Another question is: is it possible to make the search terminate when the "branch and bound" algorithm reaches an incumbent solution with a specific objective value specified by the user as an input?

Thanks in advance!

Biyu

You can use an incumbent callback or set parameter CPX_PARAM_INTSOLFILEPREFIX to a non-empty string. The latter will create a file for each incumbent found. From the file date you can derive the time at which the solution was found. The file contains solution and objective values of the incumbent.

Using an incumbent callback is a little simpler but will implicitly disable dynamic search. You can abort optimization from any callback by calling the callback's abort() function.

Originally posted by: Biyu

Great answer. Thank you very much!