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coin-or / minotaur

Minotaur Toolkit for Mixed-Integer Nonlinear Optimization
https://minotaur-solver.github.io/
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Objective Gap Setting #20

Open ccoffrin opened 6 years ago

ccoffrin commented 6 years ago

You may be interested to know how different MINLP solvers specify the objective gap stopping criteria. An example of setting a objective gap of 0.01% in a few MINLP solvers,

SCIP: limits/gap=1e-4
BONMIN: bonmin.allowable_fraction_gap=1e-4
KNITRO: mip_integral_gap_rel=1e-4
MINOTAUR: obj_gap_percent=1e-2

It seems most common to use a ratio and not a percentage (as done in obj_gap_percent). This difference is any easy place to make an error when comparing solvers.

ashutoshmahajan commented 6 years ago

Thanks for pointing it out. We will change it.