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.

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'. 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 Relative Gap is achieved
2. MIP Max Absolute 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 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:

• MIP Relative Gap = 0.02%
• MIP Max Time = 3600s
• MIP Max Relative Gap = 0.5%

See also:

• Performance Carry Over MIP Time
• Performance MIP Max Time
• Performance MIP Hard Stop