Timeout counter on a gurobi MIP problem

(Simon Thorsteinsson) #1

Hey everyone

Im using cvx with the Gurobi solver to solve a linear programming problem containing binary indicator variables. The solution is part of an MPC controller.

Most of the time the solution is found within a second but a few times it refuses to close the gap. This leads to my questions, (1) Is there a way to follow the solve time while the problem is being solved? If (1), then relax the gap demands on the fly.

Initial gap limit 0.001%

after timeout exeeded

gap limit = 0.01%

Best Regards Simon