Finding a better solution than the current one

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XB G

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Nov 29, 2018, 1:35:51 AM11/29/18
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Dear Johan,
I'm working on a mixed integer (linear) problem, I have known a suboptimal solution x* to the original problem. What I care about is that if there exists better (feasible) solutions than x*.

Can YALMIP (or any MILP solver compatible with YALMIP) stop when a better solution is found? I'm not trying to find the global solution or a solution with smaller MIP Gap. 

Thanks,
XB

Johan Löfberg

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Nov 29, 2018, 1:48:18 AM11/29/18
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Mpost solvers have specific options to set to have the process terminate when a sufficiently good feasible solution is found, or if the lower bound has been shown to be larger than some value. Solver specific notation of course

Simple hack otherwise is to just add a constraint objective <= knownobjective-at_least_this_much_better and then solve a feasibility problem

XB G

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Nov 29, 2018, 1:57:57 AM11/29/18
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Thanks for the fast response! I will use the simple hack.


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