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solver:what_is_optca_optcr

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solver:what_is_optca_optcr [2014/06/13 23:46]
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solver:what_is_optca_optcr [2015/12/15 10:48] (current)
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 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.
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