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Parameter UpperCutoff not working #412
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My bad, in a maximization it is the parameter LowerCutoff that should be used and it would not prevent a solution of value 19 to be obtained but a solution of value <18... |
Correct. See the documentation here: https://www.ibm.com/docs/ro/cofz/12.10.0?topic=parameters-lower-cutoff Closing because this is not a bug in CPLEX.jl. |
The parameter CPXPARAM_MIP_Tolerances_UpperCutoff should enable to cut any node of the branch and bound which is above a given value.
I try to use it on a toy knapsack example but it does not seem to work. I set the cutoff value to 18 but a solution of value 19 is returned:
Is it normal? Did I miss something?
I just want to add that I am aware that the use of this parameter alone can be replaced by the addition of a constraint (e.g., expression of the objective <= 18). However, I want to use this parameter to stop the optimization once a solution under 18 is found (as presented here). I also know that it could be done through a lazycallback but the use of callbacks slow the resolution and I would like to avoid that.
Cplex version: 12.10
Cplex.jl version: 0.9.3
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