Decision Optimization

Decision Optimization

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


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  • 1.  Optimality Gap

    Posted 01/27/15 02:27 AM

    Originally posted by: Thaher


    Hi all,

    I developed a model for a network of 20/40 nodes. Upon solving I get a solution that says optimal integer with tolerance ( solutions tab) . However the Gap shown at the end engine log iterations is not 0.00%, it takes values from 0.09 - .28 % respectively. I thought of changing both EpGap , EpAGap from default values to 0. However, things remained same.

    I wonder what this gap really means and how I can get 0.00%, I hope I am not missing a concept here.

    Regards,


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Optimality Gap

    Posted 01/27/15 04:11 AM

    Setting EpGap and EpAGap to 0 should be all you need to do. Note that you have to set both of them to 0 simultaneously. If that does not work, could you show us the engine output and a snapshot of the solution tab for the best solution?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Optimality Gap

    Posted 01/27/15 10:31 AM

    Originally posted by: Thaher


    Dear Daniel

    Thanks for your response.

    I attached was what  was requested, I hope this would help.

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Optimality Gap

    Posted 01/28/15 02:45 AM

    Hi

    you have not set the relative mip gap tolerance as Daniel suggested you to.

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer