[BCP] Bounding in BCP

alikoc at mail.utexas.edu alikoc at mail.utexas.edu
Thu Feb 14 21:01:36 EST 2008


Hi all,

I am trying to see how early-termination works with BCP.

If I want to terminate the search tree as soon as I am within \epsilon
neighbourhood of the incumbent, either absolute or relative, what would I do?

One thing worked is returning 'BCP_DoNotBranch_Fathomed' in method
'select_branching_candidates()' as soon as i am within \epsilon. But, in two
more other locations, 'BCP_lp_main_loop class' is comparing the upper and lower
bounds, namely, after checking the true lower bound, and after generating the
heuristic solution. In those places, I cannot instruct BCP to use my 'absolute'
or 'relative' termination gap.

Also, I tried two parameters: BCP_TerminationGap_Relative, and
BCP_TerminationGap_Absolute, but could not succeed early termination. What are
these parameters for?

Maybe I am confused. Appreciate any help.

Thanks.



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