I have a MILP problem and I am trying to solve it using CPLEX package through JuMP in Julia Language. However, the problem takes a long time to be solved. Is there a way to stop the program and return decision variables when the optimality gap reaches for example 10%. Thank you.

Stop Julia at certain optimiality gap and return decision variables

odow February 20, 2019, 2:28am 7

JuMP has been updated.

The new syntax is

m = Model(with_optimizer(CPLEX.Optimizer, CPX_PARAM_EPGAP=1e-2))

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