set max iteration for lpsolve?

[ling]

Hello,

I'm using yalmip+lpsolve to solve an MILP problem (scheduling problem with N tasks ), but the model is too large (with almost 600+constraints and 200+ variables).

so lpsolve can not solve it within an acceptable time. (the same problem with smaller N can be solved since constraints is around 300).

so i am wondering if there is a way to set the maximum iteration for lpsolve? or any other ways such as set a timeout? set to stop calculation when object value is better than a certain value? I know there are some lpsolve API such as "set_break_at_value", "set_timeout", but i don't know how to call them with yalmip.

taken from lpsolve API manual "I am only interested for a solution that has an object value which is at least a given value, but not necessarily (and most probably) the most optimal solution"

many thanks!

[Johan Löfberg]

YALMIP does not support options in lp_solve (and it will most likely not be added either, as lp_solve is a very low priority solver so everything related to lp_solve is way down on the todo list). I recommend you to install a better solver, such as cplex, gurobi, mosek (free for academia) or the open source solver scip.