Hurdle |
If you know the objective value of a solution to a model, you can enter it as the Hurdle tolerance. This value is used in the branch-and-bound solver to narrow the search for the optimum. More specifically, LINGO will only search for integer solutions in which the objective is better than the hurdle value. This comes into play when LINGO is searching for an initial integer solution. LINGO can ignore branches in the search tree with objective values worse than the hurdle value, because a better solution exists (i.e., the solution whose objective value equals the hurdle tolerance) on some alternate branch. Depending on the problem, a good hurdle value can greatly reduce solution time. Once LINGO finds an initial integer solution, however, the hurdle tolerance no longer has an effect. At this point, the Relative Optimality tolerance comes into play.
Note: | Be sure when entering a hurdle value that a solution exists that is at least as good or better than your hurdle. If such a solution does not exist, LINGO will not be able to find a feasible solution to the model. |
The default hurdle value is None. In other words, a hurdle value is not used by the solver.