I want to stop my LP when |primal obj - dual obj| <= 1.and want decision variable values and optimal solution values.

Answered

Ishit Bajpai

July 25, 2022 07:08 Edited

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Below code was suggested to me by an expert , however it terminates once it reaches a gap = 1  and i am unable to get decision variable values and optimal solution.

import sys
import gurobipy as gp
from gurobipy import GRB

def mycallback(model, where):
    if where == GRB.Callback.BARRIER:
        # Barrier callback
        itcnt = model.cbGet(GRB.Callback.BARRIER_ITRCNT)
        primobj = model.cbGet(GRB.Callback.BARRIER_PRIMOBJ)
        dualobj = model.cbGet(GRB.Callback.BARRIER_DUALOBJ)
        priminf = model.cbGet(GRB.Callback.BARRIER_PRIMINF)
        dualinf = model.cbGet(GRB.Callback.BARRIER_DUALINF)
        cmpl = model.cbGet(GRB.Callback.BARRIER_COMPL)
        if abs(primobj - dualobj) <= 1:
            print("Custom gap reached")
            model.terminate()
        print("%d %g %g %g %g %g" % (itcnt, primobj, dualobj, priminf, dualinf, cmpl))

if len(sys.argv) < 2:
    print("Usage: callback.py filename")
    sys.exit(0)

# Read model from file
model = gp.read(sys.argv[1])
model.params.Method = 2 # fix to barrier
model.optimize(mycallback)

 

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 16, 2025 23:32

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
• 

  David Torres Sanchez

  • Gurobi Staff

  August 01, 2022 10:23

  Cross-posted from: How to terminate a Linear program once i get a desired difference(say 1) between primal and dual solution?

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