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.
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