Whatever the MIP tolerance I get the relative mip gap is always zero.
I am using:
MOI.get(model, MOI.RelativeGap())
JuMP v"0.20.1"
Xpress v"0.10.0"
Seems to be an issue either in JuMP or in Xpress
Do you have an example?
See below:
The expression MOI.get(model, MOI.RelativeGap()) always returns zero, regardless of the tolerance achieved by the solver.
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using JuMP
using Xpress
Preparing an optimization model
m = Model(with_optimizer(Xpress.Optimizer, OUTPUTLOG = 0, MIPRELSTOP = 0.0001 ))
Declaring variables
@variable(m, 0<= x1 <=10)
@variable(m, x2 >=0, Int)
@variable(m, x3[i=1:100000], Bin)
@variable(m, obj_function >= 0 )
Setting the objective
@objective(m, Max, obj_function )
Adding constraints
@constraint(m, constraint0, sum(x3[i] for i in 1:100000) <= 1000)
@constraint(m, constraint1, -x1 + x2 + sum(rand()*x3[i] for i in 1:100000) <= 500)
@constraint(m, constraint2, x1 + 3x2 - sum(rand()*x3[i] for i in 1:100000) <= 800)
@constraint(m, constraint3, x1 + 2x2 + sum(rand()*x3[i] for i in 1:100000) == obj_function)
Solving the optimization problem
optimize!(m)
MOI.get(m, MOI.RelativeGap())
JuMP.value(obj_function)
MOI.get(m, MOI.SolveTime())