In order to use a loop that keeps increasing the maximum number of iterations of the simplex method, is it possible to use a “max_iter” parameter like the following sentence?
“option gurobi_options $gurobi_options ’ iterlim=max_iter’;”
For example, defining max_iter like “param max_iter integer default 50;” gives an error (Gurobi 10.0.2: Invalid “max_iter” value for “lim:iter” option).
Here is an example of a loop that keeps increasing the maximum number of iterations:
for {max_iter in 50..125 by 25} {
option gurobi_options ('iterlim=' & max_iter);
solve;
};
You may be able to use a similar kind of loop for your purposes. Note that gurobi_options is set using an AMPL string expression — ('iterlim=' & max_iter) — where & is the AMPL string concatenation operator.