Accessing intermediate (best available) integer feasible solution in the middle of run

GAMSPy
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1

I would like to access intermediate (best available)integer feasible solution in the middle of a long MILP run where desired MIP Gap is not yet reached.

Eg: In Pyomo this is achieved by Ctrl+C keyboard interrupt where the simulation solve stops and python continues on next steps in script to report best available solution

Is there something like this available via GAMSPy?

2

Sure. You can do the same thing with GAMSPy. Just hit CTRL+C and you will get the best solution so far. You can print the objective value with model.objective_value.

1 Like
3

Thanks - will try this one :smiley: