MILP: values that are constrained to be equal, have a 0.000001 difference

Answered

Makedon Karasavvidis

• May 08, 2020 20:42

This fact affects the solution time a lot, as I guess the solver tries to optimize in such a small scale the variables. any ideas?

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  Richard Oberdieck

  Gurobi Staff

  • May 12, 2020 06:26

  Hi Makedon,

  as most computer programs, we use floating point arithmetic, so an equality constraint will be satisfied up to a given tolerance. You can change the tolerance setting for your variables through IntFeasTol.

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