[Cbc-tickets] [COIN-OR Branch-and-Cut MIP Solver] #178: MIP Integer Optimality Tolerance (ratioGap) Not Respected

[COIN-OR Branch-and-Cut MIP Solver]

#178: MIP Integer Optimality Tolerance (ratioGap) Not Respected
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Reporter:  mforness  |       Owner:  tkr
    Type:  defect    |      Status:  new
Priority:  major     |   Component:  Cbc
 Version:  2.9.4     |  Resolution:
Keywords:            |
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Comment (by tkr):

 I'm a bit confused by what you wrote. I guess you are misunderstanding the
 definition of gap or the meaning of the ratioGap parameter. What ratioGap
 indicates is the target final gap to be achieved before the solver
 terminates. The gap is not from the LP relaxation bound but rather from
 the current lower bound yielded by the branch and bound tree. In the log
 you attached, that lower bound is 8383089.8, which results in a gap of
 .0019, (roughly) as expected. This mean there can't be a solution with
 value smaller than 8383090, which is very close to the obtained solution.
 There can be a number of reasons why Cbc doesn't achieve the precise gap
 requested, but the result is certainly acceptable, given the imprecision
 of floating point computation.

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Ticket URL: <https://projects.coin-or.org/Cbc/ticket/178#comment:1>
COIN-OR Branch-and-Cut MIP Solver <http://projects.coin-or.org/Cbc>
An LP-based branch-and-cut MIP solver.