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GAP management in Xpress

Question asked by alberto.riveros on Jul 15, 2017
Latest reply on Jul 20, 2017 by alberto.riveros

Hello Everyone

 

I would like to ask you something about Gaps and MIP solutions. I have been read all post related to Gaps and how to reduce them. In my case, I am implementing a 2E-LRP (location-routing problem... facility location plus VRP) and the code is running ok... at least the solutions are logical and coherent ... however, my Gap is about 23.45% after one hour... I tried to set another parameter in Xpress (presolve = 0, cutstrategy=0, cutfreq = 2...) and now I am able to get the same solution after 85 seconds (0.02% of difference in the gap) with the same 9 integer solutions...

 

Therefore, my question is the next: Is it possible to reduce more that gap?... which could be the factors that generate the gap?... I know well the optimization theory, but I am not sure if it is only a result that the computer is able to generate closer to the best LP solution and there is no better integer solution or is something about my code (efficiency) or other..

 

Thank you very much

 

Best Wishes

 

Luis

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