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当和/或相对差距不再改善时,我如何intlinprog在“分支和绑定”阶段退出?fval我尝试了很多选择,但到目前为止都没有成功。对于下面的示例,我知道最佳值为6834。例如,如果连续五个步骤没有改善,我该如何实施提前停止?

 nodes     | total    | num int   | integer      | relative 
 explored  | time (s) | solution  | fval         | gap (%)

   4980       33.87        13       6.843000e+03   1.256575e+00
  54403      295.20        14       6.834000e+03   1.126554e+00
  64403      347.04        14       6.834000e+03   1.126554e+00
  74403      398.97        14       6.834000e+03   1.126554e+00
  84403      452.28        14       6.834000e+03   1.126554e+00
  94403      503.83        14       6.834000e+03   1.126554e+00
 104403      557.71        14       6.834000e+03   1.126554e+00
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1 回答 1

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the convergence of this algorithm does not depend only on function value in each iteration, you can increase the function value tolerance in options or try scaling the problem.

于 2018-08-12T10:29:44.230 回答