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MIP stopping criteria - Rate of objective value change

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  • Riley Clement
    Gurobi Staff Gurobi Staff

    Hi Kalyana,

    You could achieve this using callbacks.

    See "How do I use callbacks to terminate the solver?"

    You would use the MIPSOL callback and store the solution value and current time when it is called, so that you can compare against them next time the callback is triggered to calculate a "rate".  You would also update the TimeLimit parameter so that if no further solutions are found within a certain time frame then the solve is terminated.

    See also:
    callback.py (there are equivalents in other APIs found here).
    Callback codes

    Please let me know if anything needs clarification.

    - Riley

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  • Kalyana Namburi
    First Comment
    First Question

    Thanks Riley. Appreciate the insights.

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