Hardstop intlinprog & return the current solutions

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Samyak Singh
Samyak Singh on 22 Oct 2021
Commented: Samyak Singh on 25 Oct 2021
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;
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.
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?
Samyak Singh
Samyak Singh on 25 Oct 2021
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.

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Accepted Answer

Alan Weiss
Alan Weiss on 22 Oct 2021
Edited: Alan Weiss on 22 Oct 2021
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
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Samyak Singh
Samyak Singh on 25 Oct 2021
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.

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