Originally posted by: SystemAdmin

[ozaltn said:]

how to get the mip gap using CPLEX 9.0 callable library?

thanks
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#DecisionOptimization

Originally posted by: SystemAdmin

[rocarvaj said:]

As far as I know, you have to compute it by yourself. I don't know if this works on 9.0 (I use 11.0) but it can help you:


int rval = 0;
double best_bound, IP_obj, mip_gap;

rval = CPXgetbestobjval(env, lp, &best_bound);
rval = CPXgetobjval(env, lp, &IP_obj);

if(rval)
    /** In this case, CPLEX didn't find any feasible solution */
    fprintf(stderr, "No feasible solution. Best bound: %f\n", best_bound);
else
{
    /** Assuming you're maximizing */
    mip_gap = (best_bound - IP_obj)/(IP_obj + 0.001)*100;
    fprintf(stderr, "MIP gap: %f\n", mip_gap);
}


That should be it. If there's any errors or a better way to do it, tell me.

Greetings from Chile!
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#DecisionOptimization

Originally posted by: SystemAdmin

[ozaltn said:]

Thanks so much. I just wanted to make sure that I have to compute it. Although, I think it is meaningless that callable library can't provide such a trivial information. I bet it is because maximization vs minimization conversion issues
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