Gurobi's definition of MIPGap

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Austin

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Feb 14, 2017, 3:06:00 PM2/14/17
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Here's the definition of MIPGap used in Gurobi:


It says that:

     gap = ( ObjBound - ObjVal ) / | ObjVal | 

where ObjBound and ObjVal are the MIP objective bound and incumbent solution objective, respectively. 

If the problem is of the minimization type, won't this give a negative gap? For example, if the best LB is 5 and the best UB (given by incumbent solution) is 10, it should say gap = ( 5 - 10 ) / |10| = - 0.5, or - 50%. 

However, Gurobi does not report a negative gap when I solve minimization problems. What am I missing?


Thanks,
Austin

Tobias Achterberg

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Feb 14, 2017, 3:07:59 PM2/14/17
to gur...@googlegroups.com
This is a typo in the documentation. It should be the absolute value:

gap = | ObjBound - ObjVal | / | ObjVal |


Regards,

Tobias
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