Re: [Help-glpk] MIP termination

[Andrew Makhorin]

> I am wondering whether there is some way to set the mip termination
> criteria. For example:
>  
> If abs(yyy – xxx) < epsilon then return where xxx and yyy are
> defined in the description of lpx_integer (e.g. mip = xxx <rho> yyy
> gap (ppp; qqq))

You can insert the code directly into the b&b main loop. See the
routine mip_driver, file glpmip2.c. For example:

         print("Processing node %d at level %d", p, level);
      }
+
+     if (mip_relative_gap(tree) <= 0.10)
+     {  ret = MIP_E_TMLIM;
+        goto done;
+     }
+
      /* check if the time limit has been exhausted */

>  
> I notice that there is a parameter called LPX_K_TOLOBJ. However,
> when I set it to 1 or 0.9, I get an error message say that the value
> is invalid.

It is a relative tolerance which must be not greater than 1e-3.