Terminating after reaching specified objective value...

I have an iterative method where I solve a master problem (minimization), then a subproblem (maximization), and they magically converge…

I want to terminate my subproblem when it is, say, at least 10% higher than my master problem. That is, I dont want to spend lots of time solving it to optimality.

Using ideas from the interactive method below (see link), I can do this for the first iteration. Basically, it creates this “readop” file if the condition is met. But then, I need to delete “readop” before the next iteration. This is the part I can’t figure out in GAMS. What GAMS command will allow me to delete a file?

Thanks,
Andreas


http://support.gams.com/doku.php?id=solver:terminate_the_optimization_after_gams_cplex_reaches_a_certain_value_of_the_objective


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ok - so it seems that the ‘readop’ file is automatically deleted once it is called. done. no need to do it manually. thanks,
andreas

On Thursday, August 22, 2013 3:43:02 PM UTC-4, Andreas Thorsen wrote:

I have an iterative method where I solve a master problem (minimization), then a subproblem (maximization), and they magically converge…

I want to terminate my subproblem when it is, say, at least 10% higher than my master problem. That is, I dont want to spend lots of time solving it to optimality.

Using ideas from the interactive method below (see link), I can do this for the first iteration. Basically, it creates this “readop” file if the condition is met. But then, I need to delete “readop” before the next iteration. This is the part I can’t figure out in GAMS. What GAMS command will allow me to delete a file?

Thanks,
Andreas


http://support.gams.com/doku.php?id=solver:terminate_the_optimization_after_gams_cplex_reaches_a_certain_value_of_the_objective


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Hi Andreas,

If I have understood you correctly, you can use the following code to delete de file:

$CALL ‘del [file]’


Cheers,
Pedro



On Thu, Aug 22, 2013 at 8:43 PM, Andreas Thorsen wrote:

I have an iterative method where I solve a master problem (minimization), then a subproblem (maximization), and they magically converge…

I want to terminate my subproblem when it is, say, at least 10% higher than my master problem. That is, I dont want to spend lots of time solving it to optimality.

Using ideas from the interactive method below (see link), I can do this for the first iteration. Basically, it creates this “readop” file if the condition is met. But then, I need to delete “readop” before the next iteration. This is the part I can’t figure out in GAMS. What GAMS command will allow me to delete a file?

Thanks,
Andreas


http://support.gams.com/doku.php?id=solver:terminate_the_optimization_after_gams_cplex_reaches_a_certain_value_of_the_objective


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PEDRO JAVIER RAMÍREZ TORREALBA
Ingeniero Civil Eléctrico PUC
MSc en Ingeniería Eléctrica PUC
Londres, REINO UNIDO

Celular: +44-(0)75-8069-3119


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Hi Andreas



You can call OS-commands using „execute“. For example, on a Windows machine, you can use it to run DOS commands.



For example, if you add the line:



Execute “del myfile.txt”



this will delete the file “myfile.txt”



(you can find more information in the McCarl extended guide when you search for “execute”).



Cheers



Renger




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Modelworks

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+41 79 818 53 73

Info@modelworks.ch

blog.modelworks.ch







From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Andreas Thorsen
Sent: Donnerstag, 22. August 2013 21:43
To: gamsworld@googlegroups.com
Subject: Terminating after reaching specified objective value…



I have an iterative method where I solve a master problem (minimization), then a subproblem (maximization), and they magically converge…



I want to terminate my subproblem when it is, say, at least 10% higher than my master problem. That is, I dont want to spend lots of time solving it to optimality.



Using ideas from the interactive method below (see link), I can do this for the first iteration. Basically, it creates this “readop” file if the condition is met. But then, I need to delete “readop” before the next iteration. This is the part I can’t figure out in GAMS. What GAMS command will allow me to delete a file?



Thanks,

Andreas





http://support.gams.com/doku.php?id=solver:terminate_the_optimization_after_gams_cplex_reaches_a_certain_value_of_the_objective


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