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Re: [Help-glpk] the theoretic formula about the integrality gap for MILP
Re: [Help-glpk] the theoretic formula about the integrality gap for MILP and 0-1 knapsack integer programing model
Fri, 4 Dec 2015 14:52:13 -0600 (CST)
Alpine 1.00 (DEB 882 2007-12-20)
GLPK uses |best_found - best_bound|/(|best_found| + DBL_EPSILON) .
A better formula would be to get rid of the absolute values
and replace DBL_EPSILON with -lp_obj,
the negative of the LP relaxation's objective value.
The man that matters disagrees and is more interested in copying CLPEX.
My suggestion can result in 0/0 iff the MIP has
the same objective value as its LP relaxation.
At that point, the MIP has been solved.
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