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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• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:46

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  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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