ILOG CPLEX 11.0 Parameters Reference Manual > > Alphabetic List of Parameters > Relative MIP gap tolerance

C Name

CPX_PARAM_EPGAP

C++ Name

EpGap

Java Name

EpGap

.NET Name

EpGap

InteractiveOptimizer

mip tolerances mipgap

Identifier

2009

Description

Sets a relative tolerance on the gap between the best integer objective and the objective of the best node remaining. When the value

|bestnode-bestinteger|/(1e-10+|bestinteger|)

falls below the value of this parameter, the mixed integer optimization is stopped.

For example, to instruct CPLEX to stop as soon as it has found a feasible integer solution proved to be within five percent of optimal, set the relative mipgap tolerance to 0.05.

Values

Any number from 0.0 to 1.0; default: 1e-04.