Obtaining Gap in integer programming

Specific Domains Optimization (Mathematical)
1

Hello dear,
I have an interest to obtain the relative Gap in a optimization integer problem. I have consulted Reference · MathOptInterface
and when I give the command RelativeGap(), nothing happens.
The CPLEX and Julia have the versions 12.8 and 1.0.4, respectivelly.
Anyone could help me please?
A small example of how can I use this command.
Many thanks.

2

See [docs] document how to get MOI attributes · Issue #2057 · jump-dev/JuMP.jl · GitHub

model = Model()
optimize!(model)
MOI.get(model, MOI.RelativeGap())

Edit: I’ve opened a pull request to improve the documentation: Add docs for MOI.get by odow · Pull Request #2156 · jump-dev/JuMP.jl · GitHub

2 Likes
3

Sorry, but don’t work yet!
I have the following simple problem:

using JuMP
using CPLEX
m = Model(with_optimizer(CPLEX.Optimizer))

c = [ 1; 2; 5]
A = [-1  1  3;
      1  3 -7]
b = [-5; 10]

@variable(m, x[1:3] >= 0)
@objective(m, Max, sum( c[i]*x[i] for i=1:3) )

@constraint(m, constraint[j=1:2], sum( A[j,i]*x[i] for i=1:3 ) <= b[j] )

@constraint(m, bound, x[1] <= 10)

optimize!(m)

print(m)

println("Optimal Solutions:")
for i=1:3
  println("x[$i] = ", getvalue(x[i]))
end

println("Dual Variables:")
for j=1:2
  println("dual[$j] = ", getdual(constraint[j]))
end

x_value = JuMP.value.(x)
time = MOI.get(m, MOI.SolveTime())
Gap = MOI.get(m, MOI.RelativeGap())

When I insert the command Gap = MOI.get(m, MOI.RelativeGap()) a error message appears:

MethodError: no method matching get(::Model, ::MathOptInterface.RelativeGap)
Closest candidates are:
  get(!Matched::REPL.Terminals.TTYTerminal, ::Any, !Matched::Any) at C:\Users\julia\AppData\Local\Julia-1.0.4\share\julia\stdlib\v1.0\REPL\src\Terminals.jl:176
  get(!Matched::IdDict{K,V}, ::Any, !Matched::Any) where {K, V} at abstractdict.jl:597
  get(!Matched::Base.Iterators.Pairs, ::Any, !Matched::Any) at iterators.jl:252
  ...
top-level scope at none:0

Anyone could help me please?
For a long time this have been a problem for me!

4

MOI.get only works with JuMP 0.20 and above. You should update your version of JuMP and code.

Here is the latest documentation: Introduction · JuMP

1 Like
5

Many thanks for the hint.
And the Julia language? The version 1.0.4 work?

6

Other question: How can I update the JuMP version v0.20?
Could you provide the command for the update?

7

if you type ]up in julia, it will update all packages.

8

I would like to update only JuMP.
How can I do this?

9

If you haven’t used Julia’s package manager much, you should read the documentation: Pkg · The Julia Language.

It can do lots of helpful things!

And the Julia language? The version 1.0.4 work?

Yes. We’re committed to supporting the Julia 1.0.x release series.

10

Perfect! Now I was able to access the number of nodes and the Gap.
I thank the forum members for helping me.
Thank you.

1 Like