Is it possible to termination LP after upper bound and lower bound within x%, or it returns a feasible solution after y seconds?
I didn't found any function has such kind of input. The reason I need this is that we need to solve a LP with different parameters again and again to get some trade off curve of impact of different parameters. Each instance of the LP problem usually takes more than 3 mininutes even with Intel Xeon 2.4GHz. But I don't need the exact solution. Thanks Rong, Ying
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Is it possible to termination LP after upper bound and lower bound within
x%, or it returns a feasible solution after y seconds?
I didn't found any function has such kind of input.
The reason I need this is that we need to solve a LP with different
parameters again and again to get some trade off curve of impact of
different parameters. Each instance of the LP problem usually
takes more than 3 mininutes even with Intel Xeon 2.4GHz. But I don't need
the exact solution.
Thanks
Rong, Ying
|
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