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From: | Yuri |
Subject: | How to retrieve intermediate solutions of MIP problems without interrupting the solver? |
Date: | Sun, 9 Aug 2020 11:04:58 -0700 |
User-agent: | Mozilla/5.0 (X11; FreeBSD amd64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0 |
I'm interested in all solutions, beginning from the first integer solution in finds.
I couldn't find a callback that is called when a better solution becomes known.
For example, in this run it called glp_intopt which progressively found 3 solutions, each better than the previous one:
Long-step dual simplex will be used + 633: mip = not found yet >= -inf (1; 0) + 1006: >>>>> 1.098691667e+01 >= 5.512339583e+00 49.8% (18; 0) + 4134: >>>>> 1.098525000e+01 >= 6.681520833e+00 39.2% (31; 22) + 7210: >>>>> 1.098458333e+01 >= 1.043275926e+01 5.0% (24; 87) + 7654: mip = 1.098458333e+01 >= tree is empty 0.0% (0; 195) INTEGER OPTIMAL SOLUTION FOUND I am looking for access to all of them as they become available. Yuri
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