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Re: [Help-glpk] mipgap accuracy and distance from optimal result
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] mipgap accuracy and distance from optimal result |
Date: |
Mon, 27 Apr 2009 20:25:43 +0300 |
> I #39;m curious about the results glpsol displays during integer
> optimization- What is the relationship (if any) between the percentage
> displayed, and the distance of the result from the optimal.
> So, for instance, if during MIP optimization I see this line
> 1285: mip = 1.825885747e+000 >= 1.667684907e+000 8.7% (74; 1728)
> Is there a relationship between the 8.7% number and the distance
> between the current best solution(1.825...) and the optimum?
The percentage says that the current objective value 1.825885747e+000
cannot decrease (or increase, in case of maximization) more than on
8.7% of 1.825885747e+000 ~= 0.159. This means the same that the optimal
solution cannot be better than 1.667684907e+000, but expressed in %%.