Using BestBdStop on model

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Selina Kim

2020年11月23日 22:41

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How do we use the BestBdStop parameter on a model? It's unclear to me how I can introduce tolerance in the values, as well as what the values in the parameter would correspond to, e.g. what a negative or decimal BestBdStop value represents.

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:04 編集済み

  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?.
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  Jaromił Najman

  • Gurobi Staff

  2020年11月24日 08:54

  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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