Interrupt the optimization process of one of the optimization steps in a multi-objective MIP problem without stopping the hierarchical optimization process. Only available for multi-objective MIP models and when the where member variable is not equal to GRB.Callback.MULTIOBJ (see the Callback Codes section for more information).
You would typically stop a multi-objective optimization step by quering the last finished number of multi-objectives steps, and using that number to stop the current step and move on to the next hierarchical objective (if any) as shown in the following example:
import time def mycallback(model, where): if where == GRB.Callback.MULTIOBJ: # get current objective number model._objcnt = model.cbGet(GRB.Callback.MULTIOBJ_OBJCNT) # reset start time to current time model._starttime = time.time() # See if we want to stop current multiobjective step else if time.time() - model._starttime > BIG or solution is good enough: # stop only this optimization step cbStopOneMultiObj(model._objcnt) model._objcnt = 0 model._starttime = time.time() model.optimize(mycallback)
You should refer to the section on Multiple Objectives for information on how to specify multiple objective functions and control the trade-off between them.
objnum: The number of the multi-objective optimization step to interrupt. For processes running locally, this argument can have the special value -1, meaning to stop the current step.