I have a mixed integer nonconvex nonlinear programming problem and it takes forever to solve. I use Couenne through pyomo and couenne is based on branching and bound. So there is algorithm guarantee on the global optimization.
Basically, I used midaco to solve the same problem and it is much quicker. However, since midaco is based on ant colony, there is no guarantee of the global optimization.
I firstly tried to use the solution of midaco as the initial value of the couenne, there is no improvement on the speed. Then I want to use the objective value obtained from midaco as the upper bound of couenne solver (this is a minimization problem). However, pyomo could only set the sense = minimize. Does anybody know how to set the stopping criteria for pyomo?