Performance MIP Max Relative Gap

Units: -
Default Value: 0
Validation Rule: ≥0
Description: When set to a value greater than zero, the MIP Max Time is treated as a soft constraint with optimization continuing until the MIP Max Relative Gap is reached.
Detail:

Performance MIP Max Relative Gap applies only when:

  1. Gurobi is the solver; and
  2. MIP Max Time is set; and
  3. MIP Max Relative Gap is non-zero; and
  4. MIP Max Relative Gap > MIP Relative Gap (or the absolute value implied by MIP Absolute Gap)

When MIP Max Relative Gap is set to a value greater than zero, the MIP Max Time is treated as a 'soft constraint' with optimization continuing past this time, if the MIP Relative Gap or MIP Absolute Gap is not yet reached, until such time as the MIP Max Relative Gap is achieved with no further time limit applied.

This setting is useful when your simulation includes some optimization problems (simulation steps or samples) that are particularly different to solve to within the desired gap.

Example

Consider the example where you prefer all optimizations to finish within a gap of 0.02% and take no longer than 3600s per optimization, but in reality some problems cannot achieve this gap in that time, but you are not prepared to accept any solution with more than a 0.5% gap. In this case the following settings are appropriate:

See also: