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Using BestBdStop on model

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  • Official comment
    Simranjit Kaur
    • Gurobi Staff
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  • Jaromił Najman
    • Gurobi Staff

    Hi Selina,

    The BestBdStop parameter is used to terminate the optimization as soon as the best bound reaches some given threshold.

    Let's assume you have a minimization problem for which you want to prove that your objective function \(f\) is \(\geq 0\) over a given set of constraints. In this case, it is enough to prove a lower bound on the problem which is \(\geq 0\) instead of optimizing the problem to global optimality. You can use the parameter BestBdStop in this case and set it to 0. Gurobi will then stop the optimization as soon as a lower bound of 0 is reached.

    The default of the BestBdStop parameter is \(+\infty\) because this value can never be reached by the lower bound in a feasible problem. The tolerance mentioned in the description of the parameter refers to round off errors introduced by floating point arithmetic. For example, you would like to stop when the lower bound reaches 1. However, due to floating point arithmetic the actual lower bound may be 0.999999999. Thus, it would be safe to actually set the parameter BestBdStop to \(\texttt{1 - 1e-9}\) instead of just 1.

    Best regards,
    Jaromił

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