Interpretation of GAP in CPLEX

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深忆病人
深忆病人 2021-02-04 19:08

This is a part of the engine-log output that I get from a small-scale mixed integer linear optimization problem that I solved in CPLEX 12.7.0

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  •  轻奢々
    轻奢々 (楼主)
    2021-02-04 19:42

    Yes you are right. The optimality is proven if the upper bound and the lower bound evaluate the same value, i.e. CPLEX could prove an optimality gap of 0%.

    Since CPLEX stops with a solution that has a gap of 0.57%, I would assume that you configured an MIP-gap <1%. If you are interested in a solution with proven optimal, you should change the MIPGap parameter to zero. See also here.

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