[Cbc] CBC Relative MIP gap calculation

mg giunto.cardanico at gmail.com
Wed Mar 20 11:15:29 EDT 2013


Ok, got it.
Thank you very much for your fast response (and for the work on this
awesome solver)


On Wed, Mar 20, 2013 at 4:04 PM, John Forrest
<john.forrest at fastercoin.com>wrote:

>  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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