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Modelname.Optca=X; Option Optca=X; |
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This specifies the absolute optimality criterion for a MIP problem. In general, GAMS tells the solvers to stop trying to improve upon the integer solution and stop calling the solution close enough to optimal when
(|BP - BF|) < Optca,
where BF is the objective function value of the current best integer solution while BP is the best possible integer solution. This reduces solution time as the solver stops not looking for better solutions. However, setting this option at a positive value (zero is the default) can cause the true integer optimum to be missed if it's value is within Optca of the best solution on hand when the problem stops. The final solution could be the best, but is guaranteed only to be within the tolerance of the "true optimal". Optca is specified in absolute terms relative to the objective value. Thus a value of 100 means the objective value will be within the 100 units of the true objective value. Use of this parameter involves a command like (basint.gms)
iptest.optca=12; or Option optca=12;
where the model being solved is named iptest and optca is set to 12. |