Integer solution

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Mauro Rozenberg

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Jun 6, 2011, 12:09:16 PM6/6/11
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Hello.
I'm working in an integer model where a certain gap between the LP
bound and the best solution so far might be OK.
For example, in some cases I see that after 5 seconds the gap is 3
(the bound is 1173 and the present solution is 1176). The model has
the time limit set at 30 seconds and in this time Aimms doesn't arrive
to a better solution. So the last 25 seconds are not useful. 25
seconds doesn't sound as much but several execution are made daily.
I know for a fact that any gap under 70 is worthless to improve. The
gap tolerance is an absolute value not relative (%).

Best,
Mauro.

Andre Gambaro

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Jun 6, 2011, 4:42:12 PM6/6/11
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Hi mauro,

Besides using the relative gap you can set the option: mip absolute
optimality tolerance
in: Menu > Settings > Project Options
look for: MIP Options - MIP Absolute Optimality Tolerance

or you can also set it by:
OptionSetValue("MIP_Absolute_Optimality_Tolerance", 3 );

The solver will stop when it reaches this gap.

att.

Andr� G�mbaro

Shareth

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Jun 6, 2011, 11:06:48 PM6/6/11
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Hi,

Does this happen across all problem instances or just one- this
specific set of instances? If across all instances, then you might set
a specific value such as 3 otherwise I believe we may have to dig
deeper and see how AIMMS performs for other instances also.

thanks,

Shareth

Mauro Rozenberg

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Jun 7, 2011, 12:50:31 PM6/7/11
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Andre, thanks. This was just what I was look for.

Best,
Mauro.
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