Decision Optimization

Decision Optimization

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optimality gap

  • 1.  optimality gap

    Posted 09/15/14 04:55 PM

    Originally posted by: ShirinG


    Hello,

     

    I would like to know what is the optimality gap in CPLEX.

    My code is working but because of large number of constraints it takes to infinity time... However, the objective function value is steady after a while. I would like to know when it is reliable for me to stop the program and what is the optimality gap. for CPLEX.

    Thanks


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: optimality gap

    Posted 09/22/14 03:27 AM

    Hi,

    the glossary of the CPLEX documentation may help you:

     

     

     

    gap
    The relative difference between the integer solution found and the proven best possible objective solution value.

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    #OPLusingCPLEXOptimizer


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