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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  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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