How to set an upper bound on a JuMP minimizing model?

user_10094437 0
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I would like to set an upper bound for my JuMP model. That is, given I am minimizing, all nodes and solutions that have a value higher than my upper bound should not be considered by JuMP. How should I do that? What could I have searched on JuMP's documentation or Google to find out? I tried bound but couldn't find anything.

julia-jump julia optimization
2 Answers

JuMP does not solve problems. Instead, it formulates them, and passes the solution off to a solver. You might want to read: https://jump.dev/JuMP.jl/stable/background/algebraic_modeling_languages/

You can tell some solvers that there is a solution limit. For example, Gurobi has: https://www.gurobi.com/documentation/9.5/refman/cutoff.html#parameter:Cutoff

model = Model(Gurobi.Optimizer)
set_optimizer_attribute(model, "Cutoff", 1000)

Note that this is specific to Gurobi. If you use a different solver, you will need to look at their documentation for the corresponding attribute (which may not exist).

Why do you want this? Cutoffs are rarely helpful.

user_135911600

Alright, I found a way to do so, I do not know if it is the way recommended but at least it works.

I use my objective as follows:

@objective(m, f(x,y))

While supposing that f(x,y) is defined for arrays x and y

Then I set a constraint on f:

threshold = 1000 # Or any other relevant value
@constrait(m, f(x,y) <= threshold)
user_100944370
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