MIPgap vs duality gap

[Vishnu M]

hi !

I am trying to solve a large MIP problem ( minimization) on gurobi . 

Currently I am obtaining solutions which say the MIPgap is approx 2 to 3 % ( terminated after about 7200 seconds)

the Ref manual says MIPgap = (ObjBound-ObjVal)/|ObjVal|

and in general duality gap =(Best Upper Bound −Best Lower Bound)/ Best Upper Bound × 100.

I am confused between the two.It will be great if  someone can explain the difference/relation between the two ' gaps '. especially with respect to the solution obtained .

thanks

Vishnu 

[Jakob Sch.]

Hi Vishnu,

I'm not sure what your problem is... Where is duality gap defined? Gurobi uses the MIPGap which is basically the duality gap that you described (while being more general for minimization and maximization problems) without the factor of 100. You can also define some other criteria concerning the termination like http://www.gurobi.com/documentation/6.0/reference-manual/mipgapabs#parameter:MIPGapAbs http://www.gurobi.com/documentation/6.0/reference-manual/optimalitytol#parameter:OptimalityTol http://www.gurobi.com/documentation/6.0/reference-manual/feasibilitytol#parameter:FeasibilityTol http://www.gurobi.com/documentation/6.0/reference-manual/intfeastol#parameter:IntFeasTol

Best regards,
Jakob

[Vishnu M]

Hi Jakob , 

Appreciate your response !  I understand that the duality gap( that I referred to )  is same as the MIPgap.

Vishnu

 so