A big gap after 3 hours run!
Hello,
I have a problem that I tried to reformulate as a second-order cone programming problem, and I have a time limit of 3 hours, but after the code terminates, the gap is too big (80%). I know that it could be because of the way that I reformulated my problem, but I was wondering if I could do something to improve the way Gurobi chooses the feasible solution. Please check the result of one of my instances:
I appreciate it if anyone could help me with this issue.
Thank you
Nazanin
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That is not a particularly large model. But it is hard to say how you can improve your model without knowing anything about it. Would it be possible to send me your *.mps file? I would like to take a closer look. Please send to "achterberg at gurobi dot com".
Regards,
Tobias
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