solver:what_is_optca_optcr

This shows you the differences between two versions of the page.

Both sides previous revision Previous revision | |||

solver:what_is_optca_optcr [2014/06/13 23:46] support |
solver:what_is_optca_optcr [2015/12/15 10:48] (current) tlastusilta |
||
---|---|---|---|

Line 9: | Line 9: | ||

The absolute gap depends on the magnitude of the numbers "best estimate" and "best integer". For example, if "best integer" = 10000 and "best estimate" = 15000 the absolute gap is 5000. In relative terms the quality of that solution is similar that the solution pair 10/15. For that reason there is the "relative gap" (in GAMS notation | The absolute gap depends on the magnitude of the numbers "best estimate" and "best integer". For example, if "best integer" = 10000 and "best estimate" = 15000 the absolute gap is 5000. In relative terms the quality of that solution is similar that the solution pair 10/15. For that reason there is the "relative gap" (in GAMS notation | ||

- | OPTCR) which is ("best estimate"-"best integer)/max(abs("best estimate"), abs("best integer")) (and 1.0 if the sign of best estimate and best integer differ). Hence the "relative gap" for both example would be 0.33. If the relative gap drops below OPTCR the algorithm terminates. The GAMS default for OPTCR is 0.1. | + | OPTCR) which is ("best estimate"-"best integer)/max(abs("best estimate"), abs("best integer")) (and 1.0 if the sign of best estimate and best integer differ). Hence the "relative gap" for both example would be 0.33, i.e. 33% (100*OPTCR) from the best estimate. If the relative gap drops below OPTCR the algorithm terminates. The GAMS default for OPTCR is 0.1. |

Note, for a general gap calculation you have to be careful about the signs of your number and the direction of optimization (min/max). Some of our solver (e.g. CPLEX) divide by the "best integer" to derive the relative gap. | Note, for a general gap calculation you have to be careful about the signs of your number and the direction of optimization (min/max). Some of our solver (e.g. CPLEX) divide by the "best integer" to derive the relative gap. |

IMPRESSUM / LEGAL NOTICE
PRIVACY POLICY
solver/what_is_optca_optcr.txt ยท Last modified: 2015/12/15 10:48 by tlastusilta