[Cbc] CBC Relative MIP gap calculation

[John Forrest]

Marco,

CbcModel::canStopOnGap()

not exactly the same - effectively

relative_gap = | bestnode - bestinteger | / max(|bestnode|, | 
bestinteger | )

John Forrest
On 20/03/13 14:44, mg wrote:
> Hi All,
> please someone can clarify how the relative MIP gap is calculated in CBC ?
>
> I searched but I wasn't able to find the formula (I'm using 2.7.8)
>
> For example in cplex is computed as follows:
>
> relative_gap = | bestnode - bestinteger | / (1e-10 + | bestinteger | )
>
> is it exactly the same ?
>
>
> Thanks in advance,
> Marco
>
>
>
>
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