Decision Optimization

Decision Optimization

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optimality gap

Archive User

Archive UserMon September 15, 2014 04:55 PM

Originally posted by: ShirinG Hello, I would like ...
ALEX FLEISCHER

ALEX FLEISCHERMon September 22, 2014 03:27 AM

Hi, the glossary of the CPLEX documentation may help you: ...

  • 1.  optimality gap

    Posted Mon September 15, 2014 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 Mon September 22, 2014 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.

    #DecisionOptimization
    #OPLusingCPLEXOptimizer


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