tuning of gurobi parameters in matlab

[waqas ikhtiar]

i want to stop my solver when the solution is in between 1% of optimal solution. i have used this to set parameter

grbControl.MIPGap = .01;

grbControl.MIPGapAbs = 0.01;

but this seems to be not working, as my results are

Optimize a model with 20203 rows, 9666 columns and 180553 nonzeros

Presolve removed 15280 rows and 5004 columns

Presolve time: 1.31s

Presolved: 4923 rows, 4662 columns, 96706 nonzeros

Variable types: 2790 continuous, 1872 integer (1872 binary)

Root relaxation: objective 1.796842e+06, 1788 iterations, 0.36 seconds

    Nodes    |    Current Node    |     Objective Bounds      |     Work

 Expl Unexpl |  Obj  Depth IntInf | Incumbent    BestBd   Gap | It/Node Time

     0     0 1796841.82    0  176          - 1796841.82     -      -    3s

H    0     0                    1972676.3920 1796841.82  8.91%     -    3s

H    0     0                    1888866.9665 1796841.82  4.87%     -    3s

     0     0 1804664.05    0  492 1888866.97 1804664.05  4.46%     -    4s

     0     0 1810894.82    0  449 1888866.97 1810894.82  4.13%     -    7s

     0     0 1816150.17    0  518 1888866.97 1816150.17  3.85%     -   10s

     0     0 1818505.33    0  446 1888866.97 1818505.33  3.73%     -   13s

     0     0 1819916.71    0  499 1888866.97 1819916.71  3.65%     -   15s

     0     0 1821991.54    0  496 1888866.97 1821991.54  3.54%     -   17s

     0     0 1823400.62    0  510 1888866.97 1823400.62  3.47%     -   20s

     0     0 1824059.50    0  458 1888866.97 1824059.50  3.43%     -   21s

     0     0 1824386.34    0  490 1888866.97 1824386.34  3.41%     -   22s

     0     0 1825001.87    0  423 1888866.97 1825001.87  3.38%     -   24s

     0     0 1825569.56    0  402 1888866.97 1825569.56  3.35%     -   25s

     0     0 1825726.17    0  425 1888866.97 1825726.17  3.34%     -   25s

     0     0 1825740.48    0  455 1888866.97 1825740.48  3.34%     -   26s

     0     0 1825750.09    0  299 1888866.97 1825750.09  3.34%     -   28s

     0     0 1825772.93    0  338 1888866.97 1825772.93  3.34%     -   30s

H    0     0                    1877223.7975 1825772.93  2.74%     -   30s

     0     0 1825845.52    0  337 1877223.80 1825845.52  2.74%     -   32s

     0     0 1825849.95    0  342 1877223.80 1825849.95  2.74%     -   33s

     0     0 1825850.68    0  343 1877223.80 1825850.68  2.74%     -   35s

     0     0 1825851.18    0  348 1877223.80 1825851.18  2.74%     -   36s

     0     0 1825851.18    0  348 1877223.80 1825851.18  2.74%     -   39s

H    0     0                    1868649.2185 1825851.18  2.29%     -   40s

     0     2 1825851.18    0  348 1868649.22 1825851.18  2.29%     -   41s

     7    10 1827279.14    5  382 1868649.22 1825998.43  2.28%   310   45s

    24    25 1828805.86   11  343 1868649.22 1825998.43  2.28%   332   50s

    56    55 1831221.68   23  281 1868649.22 1825998.43  2.28%   260   55s

H   57    56                    1868546.8785 1825998.43  2.28%   256   55s

   128   127 1832098.15   43  250 1868546.88 1825998.43  2.28%   162   62s

   170   166 1832098.15   48  235 1868546.88 1825998.43  2.28%   145   65s

H  412   297                    1852010.7010 1825998.43  1.40%  78.3   69s

*  412   297             129    1852010.7010 1825998.43  1.40%  78.3   69s

   483   345     cutoff  130      1852010.70 1826081.88  1.40%  68.8   70s

   511   365 1828861.23   10  407 1852010.70 1826109.43  1.40%  78.1   75s

   568   423 1831875.02   27  351 1852010.70 1826109.43  1.40%  76.6   80s

H  601   440                    1851960.7010 1826109.43  1.40%  75.4   80s

   711   554 1837745.38   80  144 1851960.70 1826109.43  1.40%  71.2   86s

   823   640 1846681.21  123  139 1851960.70 1826519.28  1.37%  68.8   90s

H  913   693                    1849630.0995 1826519.28  1.25%  70.3   93s

   914   707 1830718.56   29  306 1849630.10 1826519.28  1.25%  70.3   95s

H  940   669                    1841569.2880 1826519.28  0.82%  71.1   97s

H  975   672                    1839650.9900 1826519.28  0.71%  69.5   99s

  1001   717 1832501.86   55  130 1839650.99 1826519.28  0.71%  68.2  101s

H 1027   695                    1839002.9420 1826519.28  0.68%  67.0  101s

  1113   782 1833281.70   93  155 1839002.94 1826519.28  0.68%  67.7  105s

  1143   811 1834745.48   54  348 1839002.94 1826519.28  0.68%  67.4  111s

Interrupt request received

please help me how can i set my solver optimality as its default parameter is 1e-4 and i want to change it to 1e-2

[Johan Löfberg]

You use sdpsettings
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Tutorials.Basics

ops =sdpsettings('gurobi.MIPGap',.1,'gurobi.MIPGapAbs',0.01)
solvesdp(constraints,objective,ops)

or

ops =sdpsettings;
ops.gurobi.MIPGap=.1;
ops.gurobi.MIPGapAbs=0.01
solvesdp(constraints,objective,ops)