"good enough" objective value stopping criteria (not OPTCA !)

General
1

I have an MIP maximization problem. Assume that I know a value B. I would like CPLEX to:stop (and return the incumbent solution) whenever the incumbent solution has objective value greater than B. If the optimal solution has objective value less than B, CPLEX should solve to optimality (as usual). Said differently, I would like the solver to stop with the first “good enough” solution (if one exists). Note that I am not defining “good enough” relative to the best bound. Is there any GAMS or CPLEX option that would enable this?

2

CPLEX option mipstopexpr is your friend here. You have to use it from CPLEX options file. You can add the following to your option file (cplex.opt, you also need modelname.optfile=1 before the solve statement):

mipstopexpr objval >= B

then CPLEX will stop upon finding “a” solution greater than B.

Best, Atharv

3

Thank you, this is exactly the CPLEX option that I needed.

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