How to set Stop Criteria for Math Programs

  • 28 March 2019
  • 6 replies
  • 182 views

Userlevel 2
When you solve a Mathematical Program in AIMMS, the default behavior is that AIMMS will let the solver solve the problem to (local) optimality. There might be situations where you want to stop the solve procedure after a set time period, or once a solution within a given percentage of the best value is available.

This article will show you how to apply different stop criteria to a 'solve' statement in AIMMS.

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6 replies

Userlevel 1
Hi Aimms Community,
Something to add to the article is that the MIP absolute optimality tolerance and MIP relative optimality tolerance can be found in:
Settings -> Project options.. -> Solvers general -> MIP options
Userlevel 5
Thanks @JuanEstebanCalle ! We'll have a look and see if we can expand that article a bit 🙂
Hi @User Support @JuanEstebanCalle @Jess Es .

I have have tried these methods and change the gap to 0.5%, 1.0%, 5.0% and 10.0% to analyse whether the solving time can be reduce by changing the gap:

  1. Mathematical Program Identifier is set to MIP
  2. changing the MIP Relative Optimality Tolerance in the Options Tree
code:
OptionSetValue('MIP Relative Optimality Tolerance', 0.10)


and
code:
solve MathProg where MIP_Relative_Optimality_Tolerance := 0.1;




However, the CPLEX stop at 0.00%. Is there any way to stop the CPLEX at 10% of gap?
Userlevel 5

Hi, @User Support. It seems that “time_limit” criteria is not working for a MIP problem solved with CBC 2.9. Aimms v4.74.8 and AIMMS v4.21. It works with CPLEX 12.6.3 and 12.10~.

Also,
 

 

I wasn’t able to find the solvers that these options are applicable:

 

Thanks!

Userlevel 3

Hi @mateusarakawa. I am not able to reproduce the time limit issue with CBC; in the examples that I tried it seems to work fine. Can you share your project such that we can investigate the issue (by sending your project to our support if it contains sensitive information)?

 

The options in Solvers General apply to all suitable solvers unless specified otherwise. The 'Time Limit’ option applies to all solvers (while an option like 'MIP Relative Optimality Tolerance’ only applies to MIP solvers).

Userlevel 5

Hi @mateusarakawa. I am not able to reproduce the time limit issue with CBC; in the examples that I tried it seems to work fine. Can you share your project such that we can investigate the issue (by sending your project to our support if it contains sensitive information)?

 

The options in Solvers General apply to all suitable solvers unless specified otherwise. The 'Time Limit’ option applies to all solvers (while an option like 'MIP Relative Optimality Tolerance’ only applies to MIP solvers).

Thanks, @Marcel Hunting. I just sent it to support@aimms.

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