MIPRELSTOP
|
Description
|
Branch and Bound: This determines when the global search will
terminate. Global search will stop if:
| MIPOBJVAL - BESTBOUND| ≤ MIPRELSTOP x max(| BESTBOUND|,| MIPOBJVAL|) where MIPOBJVAL is the value of the best solution's objective function and BESTBOUND is the current best solution bound. For example, to stop the global search when a MIP solution has been found and the Optimizer can guarantee it is within 5% of the optimal solution, set MIPRELSTOP to 0.05. |
|
Type
|
Double
|
|
Default value
|
0.0001
|
|
Note
|
This control is a stopping criteria only and different values of the control will not affect the solution path before termination. Unlike other stopping criteria, like time and node count, termination on
MIPRELSTOP will cause the final solution to be declared optimal and the problem to be returned to its original state.
|
|
Note
|
Tolerances, such as
MIPRELCUTOFF and
MIPABSCUTOFF, determine how much the objective value of a new MIP solution has to differ from the incumbent for it to be accepted. These controls therefore also influence the final gap at the end of a MIP solve.
|
|
Affects routines
|
|
|
See also
|
© 2001-2020 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.