Early Stopping Using Float Cutoff on Dual

chelseas
Fri, 15 Apr 2022 05:01:25 +0000
Optimization (Mathematical)

I cannot figure out how to do the following. I would like for JuMP to stop once the dual bound (lower bound for minimization) is above some value. OR similarly, once the dual bound (upper bound for maximization) is below some value.
I’m not sure if maybe this needs to be done with the solver directly? Or if it can be done through JuMP.
I am using either Gurobi or CPLEX. So if you know how to do this in either one, that would be helpful.

3 posts - 3 participants