coin-or / coin-or/python-mip

Feature request: user defined stopping rule

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#195 1 comment 1 reaction 0 assignees View on GitHub
enhancement
Dominant language
Linear Programming
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Description

We can stop a long running optimization process by setting one or more of the following criteria **before** starting the optimization:
- max_mip_gap
- max_mip_gap_abs
- max_nodes
- max_seconds
- max_solutions

It would be helpful if we can place a handler that will be called from time to time during the solution process to gracefully end the optimization, independent of one of the above criteria.

For example if we can change the max_nodes or max_seconds property of a running process, we could force a graceful termination and receive the current solution, even if it might take some time until a node is processed.

Any ideas on how to achieve this?

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