Decision Optimization

Decision Optimization

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


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  • 1.  How can I get optimality gap?

    Posted 11/14/11 01:27 PM

    Originally posted by: taito


    I want to get an optimality gap like a getMIPRelativeGap function in cplex 11.2.
    I am using cplex 11.1.
    Or, How can I calculate optimality gap?

    I am sorry not to write a question well by English.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: How can I get optimality gap?

    Posted 11/14/11 03:10 PM

    Originally posted by: SystemAdmin


    With CPLEX 11.1, you could use something like the following to calculate the relative MIPGAP:
    double relativeGap = abs(cplex.getObjValue()-cplex.getBestObjValue())/(abs(cplex.getObjValue())+1e-10);
    

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  • 3.  Re: How can I get optimality gap?

    Posted 11/20/11 03:32 AM

    Originally posted by: taito


    Thanks you. I could.
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    #DecisionOptimization