Objective Gap Setting

[ccoffrin]

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]

Thanks for pointing it out. We will change it.