[Cbc] Stopping at a feasible solution

Victor Miller victorsmiller at gmail.com
Fri Oct 26 14:12:03 EDT 2012


I have a collection of hard MIP's for which I'm only interested in finding
a feasible solution (I have reason to believe that there is only one
feasible solution, but I haven't proved it).  Since the objective doesn't
matter, I have been making it identically 0.  However, after reading some
recent papers on randomization, I've come to believe that it might be
better to choose a random objective (say with all the coefficients in
[0,1]).  However, I'd like CBC to stop as soon as it finds a feasible
solution, and not continue to try to prove optimality.  I assume that I
would do this with some call back, but what are the details?

Victor
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