Dynamic stopping criteria Intlinprog
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Dear all,
I am using the intlinprog solver in a for loop running the optimisation for ~80 times. Would it be possible to use a stopping criteria such as if a feasable solution has been found with a relative gap below 0.05 stop after 15.000 nodes, if not continue to find one for 150.000 nodes? Now I am using both the tolgaprel and maxnodes stopping criteria, TolGapRel is set to 0.02 and MaxNodes to 50.000, since often the solution is near enough to 0.02 and I don't want it to keep finding for better solutions for ages until TolGapRel is <0.02. However sometimes it cannot find a solution in 50k nodes.
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Alan Weiss
on 19 Feb 2015
You can write an output function to stop intlinprog according to any criterion you like. You have to be able to define the stopping criterion unambiguously, which might be difficult.
Alan Weiss
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