Hardstop intlinprog & return the current solutions

Hi,

I am trying to use intlinprog to optimize a production schedule for three different goods with six different product configuration. I have used the problem-based approach for my solution & I am pretty confident on correctness of my code. I would like to hardstop intlinprog after some iterations of Branch & Bound.

I tried changing the MaxTime & RelativeGapTolerance using optimoptions, but I am getting errors all the time. I think I am not able to correctly associate the options in the problem structure. Can somebody help me with that.

An example code snippet to illutrate the problem is-:

x = optimvar('x');
y = optimvar('y');
prob = optimproblem;
f = exp(x)*(8x+3y + 1);
prob.Objective = f;
cons1 = x + y  >= 1.5;
cons2 = 5x-3y >= -10;
prob.Constraints.cons1 = cons1;
prob.Constraints.cons2 = cons2; 
z=prob2struct(prob);
soln=intlinprog(z);

Note-: This is not my code, just included an example so that someone can show me how to integrate options in intlinprog when input is problem structures.

Questions-:

1) Can someone show me how to change the default Maxtime or relative tolerance to stop the run after some iterations & return the current values of variable?

2) I read somewhere that default MaxTime for intlinprog is 7200 hrs. So shouldn't the program stop after that time & give you the current results automatically?

[Matt J]

Could you modify your example so that it reproduces the difficulty? The example has no integer-constrained variables, so I think intlinprog will just fall back to linprog.

[Samyak Singh]

Hi,

Thank you for your answer. Unfortunately, I cannot post my code here because of confidentiality reasons, but I figured out the solution from Alan's answer.

Answer 1

[Alan Weiss]

You don't have to call prob2struct to solve your problem. Just call

[sol,fval] = solve(prob,'Options',opts)

Now, what should opts contain? Try this:

opts = optimoptions('intlinprog','MaxNodes',1e5); % The default value is 1e7

I don't know whether this will give you what you want, but it sounds like what you have been trying. You could also try

opts = optimoptions('intlinprog','MaxTime',10*60); % 10 minutes instead of 120

For options details, see intlinprog options. You could also consult Tuning Integer Linear Programming.

Alan Weiss

MATLAB mathematical toolbox documentation

[Samyak Singh]

Hi,

Thank you Alan for your answer. It worked for me wonderfully. Earlier, I was trying to pass optimoptions & problem structure as input to intlinprog, which as you know was not working out well for me.