When using the C callable library to solve a large LP, how can I get the best bound after calling the method
CPXXlpopt? Does it depend on the algorithm used to solve the LP? I need this for cases in which the LP is too large and the Time Limit is reached without necessarily having an optimal LP solution.
When solving a MIP I can call the method
CPXXgetbestobjval, however this only works for problems with integer variables. Is there something equivalent for pure LPs?