>Can someone please explain generally how the percentages to optimality >are calculated. i.e. if I stop the solver at say 10% (for time >efficiency) what does that mean with respect to the optimal solution.
The relative mip gap is computed as follows: rel_gap = |best_mip - best_bound| / (|best_mip| + macheps), where best_mip is the best integer feasible solution found so far, best_bound is the best global bound. The exact optimum is always between best_mip and best_bound whose values are output by glpk mip solver onto the screen every 3 seconds or when one of these values has been changed. Let, for example, best_mip = 123.456 and the problem is minimization. Then rel_gap = 10% means that the exact optimum cannot be better (less) than best_mip - 10% * best_mip = 123.456 - 12.3456 = 111.11 (note that the latter quantity is the best global bound by definition). _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk
