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From: | Xypron |
Subject: | Re: [Help-glpk] info |
Date: | Mon, 30 Jul 2012 19:59:32 +0200 |
User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:10.0.5) Gecko/20120624 Icedove/10.0.5 |
Hello Daniele, * The routine ios_relative_gap computes the relative mip gap using the * formula: * * gap = |best_mip - best_bnd| / (|best_mip| + DBL_EPSILON) Minimization example: - Best integer solution 2 - Best bound -1.3 => Gap = (2 - -1.3) / 2 = 1.65 If you called glpsol --mipgap 1.7 -m problem.mod the solver would stop with this soution. Beware: The mip gap may rise while you solution gets better: Integer optimization begins... + 213: mip = not found yet <= +inf (1; 0) + 481: >>>>> -4.000000000e+00 <= 7.000000000e+00 275.0% (10; 0) + 875: >>>>> -3.000000000e+00 <= 2.600000000e+00 186.7% (15; 3) + 1215: >>>>> -1.000000000e+00 <= 1.000000000e+00 200.0% (15; 11) + 1397: mip = -1.000000000e+00 <= tree is empty 0.0% (0; 47) INTEGER OPTIMAL SOLUTION FOUND The mip gap rose from 1.867 to 2. while the objective rose from -3 to -1 in this maximization problem. Best regards Xypron On 30.07.2012 16:22, Daniele Micarelli wrote: hi |
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