When MIP solver times out due to time limit during dual-simplex root relaxation phase, it may have found a heuristic incumbent solution and reported it, but it would not report the current gap wrt. the heuristic solution. And in a callback event, cuOpt will report the gap as -inf while the dual-simplex is in progress.
Feature request:
- include the MIP gap reporting (in logs) when a heuristic solution is found. For instance, report it as:
"heuristic found a new solution : xxx , new mip_gap: xxx"
- also report the MIP gap during dual simplex when the callback event is raised due to a new incumbent, instead of -inf.
This is useful in cases where the end user needs most up-to-date mip gap from the callback in order to adjust the further progress of the algorithm.
When MIP solver times out due to time limit during dual-simplex root relaxation phase, it may have found a heuristic incumbent solution and reported it, but it would not report the current gap wrt. the heuristic solution. And in a callback event, cuOpt will report the gap as -inf while the dual-simplex is in progress.
Feature request:
"heuristic found a new solution : xxx , new mip_gap: xxx"
This is useful in cases where the end user needs most up-to-date mip gap from the callback in order to adjust the further progress of the algorithm.