Update mipgap after each subproblem

Answered

Zeyu Wang

October 01, 2022 18:20

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Hi, 

The problem that I work on requires solving the same model with a different set of constraints until the pre-determined time limit. However, I would like to update/force the optimality gap dynamically as let newgap:= min(0.01, (x-y)/x) where x and y are the solutions from the previous subproblem. 

Currently I use gurobi_options "timelim=100 mipgap=newgap";  but it gives the following message 

"Expected a numeric value for mipgap, not newgap"

May I know how to resolve this issue?

Thanks.

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 16, 2025 23:27

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  Robert Fourer

  October 03, 2022 00:34

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  It appears you are setting an AMPL gurobi_options string. Is newgap an AMPL parameter? Then you need to use an AMPL string expression in an option statement like this:

  option gurobi_options ("timelim=100 mipgap=" & newgap);

  The ( parentheses ) signal to AMPL that you are using an expression to form the option string, and & is the AMPL string concatenation operator.

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