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

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Ishit Bajpai

2022年07月25日 07:08 編集済み

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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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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 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.
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  David Torres Sanchez

  • Gurobi Staff

  2022年08月01日 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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