Performance MIP Max Absolute Gap
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Performance MIP Max Absolute 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 Absolute Gap is reached.

Performance MIP Max Absolute Gap is the absolute counterpart to Max Relative Gap.

MIP Max Absolute Gap applies only when:

  1. Gurobi is the solver; and
  2. MIP Max Time is set; and
  3. MIP Max Absolute Gap is non-zero; and
  4. MIP Max Absolute Gap > MIP Absolute Gap

When MIP Max Absolute Gap is set to a value greater than zero, the MIP Max Time is treated as a 'soft constraint'. Optimization will continue past this time if MIP Relative Gap or MIP Absolute Gap have not been not reached.

After MIP Max Time has been reached, optimisation will continue until any of the following are satisfied:

  1. MIP Max Absolute Gap is achieved
  2. MIP Max Relative Gap is achieved (this can be defined concurrently)
  3. MIP solve time reaches MIP Hard Stop.

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 with absolute gaps of at most 10000 and take no longer than 3600s per optimization. In reality some problems cannot achieve this gap in that time, but you are not prepared to accept any solution with an absolute gap of more than 50000. In this case the following settings are appropriate:

See also: