ILOG CPLEX terminates MIP optimization under a variety of circumstances. First, ILOG CPLEX declares integer optimality and terminates when it finds an integer solution and all nodes have been processed. Optimality in this case is relative to whatever tolerances and optimality criteria you have set. For example, ILOG CPLEX considers the cutoff value and the objective difference parameter in this context.

In addition, ILOG CPLEX terminates optimization when it reaches a limit that you have set. You can set limits on time, number of nodes, size of tree memory, size of the node log file, and number of integer solutions. Table 5.6 summarizes those parameters and their purpose.

The limit on tree memory terminates optimization only when the parameter controlling the node file (in the Interactive Optimizer, mip strategy file, in the Concert Technology Library, IloCplex::NodeFileInd, in the Callable Library, CPX_PARAM_NODEFILEIND) is 0, the default. If the value is other than 0, optimization will continue.

ILOG CPLEX also terminates when an error occurs, such as when ILOG CPLEX runs out of memory or when a subproblem cannot be solved. If an error is due to failure to solve a subproblem, an additional line appears in the node log file to indicate the reason for that failure.

When ILOG CPLEX terminates a MIP optimization before it achieves optimality (for example, because it has reached a limit you set), it still has significant information about the current branch & cut tree. You can save this information by writing it to a file of type TRE (a binary, proprietary ILOG CPLEX format). Later, you can then read the saved TRE file and restart the optimization from where ILOG CPLEX left off.

To save a MIP in a TRE file:

• In the Interactive Optimizer, use the command write filename.tre or write filename tre.

• From the Callable Library, use the routine CPXtreewrite().

A TRE file may be quite large (corresponding to the current size of an active tree) so it may consume considerable disk space.

If you modify the model of a MIP after you create its TRE file, then the TRE file will be of no use to you. ILOG CPLEX will accept the old TRE file if the basic dimensions of the problem have not changed, but the results it produces from it will likely be invalid for the modified model.