Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  epgap and logfile gap discrepancy

    Posted 09/24/20 06:49 AM
    In my .mod file, i print the epgap using cplex.epgap at the end of the run. I've included the last line from the log and it says 3.03%. However, the epgap printed is 0.0001 which is 0.01%.

    I would like to clarify which is the right optimality gap parameter?
    ------------------------------------------------------------------------------------------------------------------------------
    217331 131763 189601.5118 1489 191455.7136 185647.3678 1.92e+08 3.03%

    GUB cover cuts applied: 577
    Clique cuts applied: 1601
    Cover cuts applied: 10275
    Implied bound cuts applied: 407
    Flow cuts applied: 1538
    Mixed integer rounding cuts applied: 1815
    Zero-half cuts applied: 200
    Multi commodity flow cuts applied: 2
    Gomory fractional cuts applied: 341

    Root node processing (before b&c):
    Real time = 27.22 sec. (22316.59 ticks)
    Parallel b&c, 32 threads:
    Real time = 7182.68 sec. (3903924.80 ticks)
    Sync time (average) = 1260.30 sec.
    Wait time (average) = 0.84 sec.
    ------------
    Total (root+branch&cut) = 7209.91 sec. (3926241.39 ticks)

    <<< solve

    0.0001

    <<< post process
    <<< done
    -------------------------------------------------------------------------------------------------------------------------------------------------

    ------------------------------
    marvin cheung
    ------------------------------

    #DecisionOptimization


  • 2.  RE: epgap and logfile gap discrepancy

    Posted 09/24/20 08:56 AM
    Hi,

    what you did is get the cplex setting.
    Setting a parameter and reading some info are not the same.

    See in https://www.linkedin.com/pulse/making-decision-optimization-simple-alex-fleischer/

    • settings : options 1,2,3
    No alt text provided for this image

    In order to get the gap you should write in a scripting block:

    writeln("gap=",cplex.getMIPRelativeGap());​

    ------------------------------
    ALEX FLEISCHER
    ------------------------------



  • 3.  RE: epgap and logfile gap discrepancy

    Posted 09/24/20 01:43 PM
    Oh ok thanks alot Alex.

    ------------------------------
    marvin cheung
    ------------------------------