relative MIP gap tolerance
Sets a relative tolerance on the gap between the best integer objective and the objective of the best node remaining.
Purpose
Relative MIP gap tolerance
| API | Parameter Name | Name prior to V12.6.0 |
|---|---|---|
| C | CPXPARAM_MIP_Tolerances_MIPGap | CPX_PARAM_EPGAP |
| C++ | IloCplex::Param::MIP::Tolerances::MIPGap | EpGap (double) |
| Java | IloCplex.Param.MIP.Tolerances.MIPGap | EpGap (double) |
| .NET | Cplex.Param.MIP.Tolerances.MIPGap | EpGap (double) |
| OPL | epgap | |
| Python | parameters.mip.tolerances.mipgap | mip.tolerances.mipgap |
| MATLAB | Cplex.Param.mip.tolerances.mipgap | mip.tolerances.mipgap |
| Interactive | mip tolerances mipgap | mip tolerances mipgap |
| Identifier | 2009 | 2009 |
Description
When the value
|bestbound-bestinteger|/(1e-10+|bestinteger|)
falls below the value of this parameter, the mixed integer optimization is stopped.
For example, to instruct CPLEX to stop as soon as it has found a feasible integer solution proved to be within five percent of optimal, set the relative MIP gap tolerance to 0.05.
Values
Any number from 0.0 to 1.0; default: 1e-04.