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MIPGAP not closed

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  • Matthias Miltenberger
    Gurobi Staff Gurobi Staff

    Hi Amin,

    It can be very difficult to prove the optimality of a solution - even if you already have the solution but the dual bound is not quite there, yet. This is precisely the reason why Gurobi's default is not 0. For almost all applications, it is perfectly fine to work with an "optimal" solution that may not have been proven to be optimal with very high accuracy. Especially since in most cases, no new solutions will be found during that last phase of the solving process so the invested time can often be regarded as wasted.

    Of course, this is model-dependent and there may very well be use-cases for a MIPGap of 0. You should check the found solution and verify whether this is acceptable for your problem. Otherwise, you would either need to invest more time to prove optimality or work on improving the formulation. Having a so-called strong formulation can be very beneficial in regards to the dual bound improvement. Please check out these video tutorial for more information on the topic:

    Cheers,
    Matthias

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