I am solving a MINLP model using LINGO 12, and the objective bound is -17, whereas the best objective value is -14, after a big number of iterations. I want to stop the run, but I do not know how to evaluate the obtained best objective value.
Any answer is appreciated.
I think that you can set the number of iterations at which lingo terminates with best solution found. I amnot sure that this option allowed in Lingo or not but I use it when using Cplex. By the way, if you linearized your model , you can solve it in a relatively smaller CPU.
Thank you Dr Ahmed for your answer.
I am asking about the optimality gap, how the objective bound be calculated.
How I know that the best solution so far is good or not. In other words, is there any criteria for the discrepancy between the objective bound and the best solution to set the number of iterations before the run?
You need to assess the difference between the values that were obtained during the two adjacent iterations, it should go to zero. It was interesting to see a graph of the difference of the number of passed iterations. You evaluate the convergence of the method that you select.
I am very surprised many researcher did not know the simple and important information of LINDO products.
1. Demo version, manuals and Linus textbooks are free. If English speakers read those book, you can understand the Set expression and others. If you can understand Japanese, see my announcement of DEA, Cancer Gene Diagnosis, several translations and original two books.
2. Linus reviewed many papers and books. He made over 500 sample models. I need not survey the papers and develop new approach about DEA model by modification of sample DEA.
3. Linus explains many sample models. Data are defined in Data section. But, you define those data on Excel. You can read it by @OLE function and output Excel. If you must a big data, you choose the DB.
4. I developed “100-fold cross validation for small sample method and Matryoshka Feature Selection method for microarray datasets.” See the Chap.2 and Chap.9 of my Springer book (2016).
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Your question is very unclesr.
MINLP is a mixture of Integer and LP?
I guess you solve the MAX model.
If you know the expected object value is 17, You set Hurdle option=17.
It cuts every branch under 17.
Or, you use relative option.
If you send me your model, I solve it and suggest good comment.
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