Combined usage of parameters MIPGap and MIPGapAbs?

[Cord Wayne]

Hi everybody,

in the past,I have used the parameter MIPGap to reduce my solving time. In some situations e.g. when the objective is very small this can lead to long runtimes when set to a small value.

Recently I have discovered MIPGapAbs which seems to solve this issue for certain types of problems.

As both parameters are termination criterions I am wondering how they are treated during the optimization process.

Are  they exclusive or in an AND/OR relation e.g. the optimization terminates if both/one of both criteria are/is met?

Thanks in advance!

Cheers
Cord

[David Nehme]

Cord,

   Gurobi terminates if either criteria is met.  There are other parameters you can use to create other stopping criteria, in the "Termination" section of the parameters.  You can also use a callback to create your own custom stopping criteria, if you wanted, for example, to stop only when more than one of the stopping criteria are met.

- David

[Cord Wayne]

Thanks for clarification!