Stop MIP solve on `simplex_iteration_limit` (or other LP iteration limit) - Access iteration count via callback?

ERGO-Code / HiGHS

Linear optimization software

MIT License

848 stars 164 forks source link

Stop MIP solve on `simplex_iteration_limit` (or other LP iteration limit) - Access iteration count via callback? #1814

Open spoorendonk opened 1 week ago

spoorendonk commented 1 week ago

I would like to stop the MIP solve early using the number of LP iterations. This seems only to be checked when the problem is a pure LP.

On a side note, it could be nice to also have access to the simplex_iteration_countin the callback out data object. Then one can control the stop dynamically via the kCallbackMipInterrupt

jajhall commented 4 days ago

It's easy to put in, and I'll do it, but for MIP it doesn't strike me as a natural interrupt criterion - unlike LP.