Relative gap for the solution pool

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Relative gap for the solution pool

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C Name

CPX_PARAM_SOLNPOOLGAP

C++ Name

SolnPoolGap

Java Name

SolnPoolGap

.NET Name

SolnPoolGap

InteractiveOptimizer

mip pool relgap

Identifier

2105

Description

Sets a relative tolerance on the objective value for the solutions in the solution pool. Solutions that are worse (either greater in the case of a minimization, or less in the case of a maximization) than the incumbent solution by this measure are not kept in the solution pool. For example, if you set this parameter to 0.01, then solutions worse than the incumbent by 1% or more will be discarded.

Values of the solution pool absolute gap (SolnPoolAGap or CPX_PARAM_SOLNPOOLAGAP) and the solution pool relative gap (SolnPoolGap or CPX_PARAM_SOLNPOOLGAP) may differ: For example, you may specify that solutions must be within 15 units by means of the solution pool absolute gap and within 1% of the incumbent by means of the solution pool relative gap. A solution is accepted in the pool only if it is valid for both the relative and the absolute gaps.

The solution pool relative gap parameter can also be used as a stopping criterion for the populate procedure: if populate cannot enumerate any more solutions that satisfy this objective quality, then it will stop. In the presence of both an absolute and a relative solution pool gap parameter, populate will stop when the smaller of the two is reached.

Values

Any nonnegative real number; default: 1.0e+75.

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