Hi! I am using Xpress to solve a MILP model.
By now, imposing an XPRS_MAXTIME of 60 seconds, the gap is equal to 47%. How to reduce it significantly with the optimizer?
Thank you in advance for any help.
Is it a hard requirement that you have to compute a solution and a gap within 60 seconds or can you spend more time for the computation? In general, the gap will decrease if you have more time. However, if you are solving a hard problem, then it is very likely that some after a certain amount of time the gap will only decrease extremely slowly. Even if the 60 seconds are a hard constraint, you could simply try what happens if you have more time. What is the gap after 10 minutes and after an hour? I guess that this will not help much, but it gives you an impression of how difficult your problem is.
Thank you for the proper response.
I changed the objective function and the gap has been reduced to 5%. But increasing the computational time does not lower significantly the gap. So I think that by now I will consider this solution acceptable.
Note that you cannot really compare the gaps of two different objectives. If you take, for example, the zero function as objective and maximize or minimize it, then the solver will compute a solution with 0% relative gap and 0 absolute gap if it finds a solution. With respect to your original objective, this solution is just an arbitrary feasible solution and you don't get any information about how good it is with respect to the original objective. This is an extreme example, but it shows that it is difficult to compare the gaps of two different objectives.
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