I’m trying to solve a MILP where Gurobi (within CVX) takes more than a week to solve. Can anyone suggest me how it is possible to instruct Gurobi through CVX settings to terminate when the cost is below a certain threshold? I intend to compute the threshold from upper bound and lower bound of cost.
Is there any other way to solve the optimization faster? Does anyone recommend use of MIPGap through CVX settings? If so it would be great to have a direction?
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