Sorry, I reformulate my question because I wrote it totally wrong. I meant that I want GAMS to stop when it has found a feasible solution with at least a certain (known) objective value. (Maximization problem).

Best,

Fede

On Mon, Feb 7, 2011 at 4:41 PM, Steven Dirkse wrote:

Fede,

You say you want GAMS to stop when it has found an optimal solution,

but how do you know it is optimal unless it has been proved? Or do

you mean you want to stop as soon as you are feasible?

There are several GAMS parameters to control when the solver stops,

including the cheat and cutoff options (check the User’s Guide for

details) but the most commonly used ones are the absolute gap optca

and especially the relative gap (optcr) tolerances. For example,

setting optcr=3 would have the solver stop when the best found is

within 300% of the best bound. If you choose optcr and/or optca large

enough, you’ll stop as soon as you get MIP feasible.

-Steve

On Sun, Feb 6, 2011 at 12:20 PM, fedperea wrote:

Hello!

I have an ILP problem, and I want GAMS to stop when it has found an

optimal solution (no need for optimality to be proved). What I did was

just to remove the objective function

zrtn =e= sum((p,q)$(g(p,q) ne 0),g(p,q)*p_rtn(p,q));

and substitute it by

zrtn =e= 1

Any ideas about the problem of this method and/or whether it can be

improved?

Thanks in advance!

Fede

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GAMS Development Corp., Washington DC

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