Is it possible to see a solution related to upper bound?

Specific Domains Optimization (Mathematical)
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1

Hi guys,

I use CPLEX as an optimizer and JuMP apackage. I have a big IP that needs at least 2hours to generate a soultion.
I wonder is there a way to stop it early? when running a model that takes a long time to give you an optimal soultion:
1- is it possible to ste time limit?
2- is it possible to see soultions associated with upper and lower bound that CPLEX shows?
3- is it possiblr to see the cuts?

Thank you for your help

2

  1. Models · JuMP

  2. No. If minimizing the lower bound is a statement about the objective. It doesn’t have an associated solution.

  3. No. In most cases these are the solvers secret sauce that costs the money!

3

Thanks for the answer, you made my day :slight_smile:

4

The lower bound is obtained by solving continuous relaxations (LPs), so there should be corresponding solutions (whether or not they’re available in a solver is another question).

5

The lower bound is obtained by solving continuous relaxations

A lower bound can obtained by solving continuous relaxations. But if CPLEX printed a particular bound, there might not be a continuous solution to go along with that. (It might have used some rounding heuristic from an LP solution.)

So perhaps the more nuanced answer to (2) is: if you use a callback then you can see the points in the continuous relaxation visited by CPLEX, as well as the current incumbent (upper bound) at each callback during the solve:

6

Thanks for the link.