Suppose that I have a time limit of one day with JuMP and CPLEX: using JuMP, CPLEX, Dates set_optimizer_attributes(model, "CPX_PARAM_TILIM" => Dates.value(Second(Day(1))) # CPU limit in seconds Can I also have another time limit, let us say n hours, for instance 2 hours such that, if the gap does…

I do not know if there is a “direct” method for doing this, but you can terminate the solving process in a callback with: ret = CPXcallbackabort( cb_data ) You can access information in the callback with, for instance: #float infos function cpx_callbackgetinfodbl( cb_data::CPLEX.CallbackContext, …

Stop JuMP optimization when gap doesn't improve enough

Specific Domains Optimization (Mathematical)

blegat January 30, 2024, 10:40am 2

You can probably achieve this with the CPLEX callbacks.

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Stop JuMP optimization when gap doesn't improve enough

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