setting tolerance solver

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G

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Mar 9, 2015, 4:20:57 AM3/9/15
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Hi,

how to set the tolerance (maximum gap) for a solver (from yalmip)?

I am using gurobi and mosek, and I would be happy even if the solution they give me has an error of 5% from the optimum bound. When the gap is <5% I want the solver stops and return me the current solution.

Thanks

Johan Löfberg

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Mar 9, 2015, 4:38:36 AM3/9/15
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First you have to find out which option you are interested in. Read the solver reference or make a good guess

ops = sdpsettings;ops.gurobi

Perhaps

ops = sdpsettings('gurobi.MIPGap',0.05)




G

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Mar 9, 2015, 4:58:08 AM3/9/15
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Ah ok thanks, I thought there was an unique name in the yalmip options, which then was internally translated (a bit of science fiction probably).
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