How to set optimality gap in non-convex quadratic program?

Ongoing

Katan Katalan

• March 29, 2021 17:23

I have a non-convex quadratic continuous program and I am willing to stop the software when the optimality gap is 1%. How should I define it? Is there any difference if all variables are continuous vs variables that are mixed integer?

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• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:34

  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?.
• 

  Eli Towle

  Gurobi Staff

  • March 30, 2021 00:06

  The MIPGap parameter controls the relative optimality gap at which Gurobi stops solving. The default value is 0.0001 (a 0.01% gap). The MIPGap parameter is used for this purpose regardless of whether your non-convex quadratic problem contains integer variables.

  For examples of how to set parameters through various APIs, please see the Parameter Examples section of the documentation.

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  bingji bingji

  • October 31, 2022 02:21

  

  

  Is the MIPGap PARAMETER also suitable for the common convex programming or LP? 

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