Hello,
I was wondering if it is possible to specify variable optimality gaps, which increase with runtime. For example, my current options file sets optCR=0.01 and reslim to 3600. However, I notice from time to time that A model might be stuck at a certain gap for a long time and seem to ‘bottom out’ (see attached picture). It would be extremely helpful if we could instead formulate the stopping criteria to change with the amount of time the solution has run for, or based on the slope of the optimality gap. For example, here is some pseudocode to what I mean
Idea 1: Time based
if solution time < 10 seconds, optcr =0.01,
is solution time < 100 seconds and > 10 seconds, optcr = 0.02
if solution time <1000 seconds and > 100 seconds, optcr = 0.05
Idea 2: Gradient based
If Best Integer Solution_t - best integer solution t-100 < .01%, then stop
Let me know if anything like this is even remotely possible,
Zack