Hello,
I am currently using Gurobi within CVX.
I was able to solve the problem but was wondering how I could retrieve the final optimality gap?
I would like to store it in a Matlab variable but cannot find a way to refer it.
Below, I am attaching an example. The final gap is 0.0000% and I would like a way to store that value.
Thank you very much in advance!
Calling Gurobi 7.52: 310 variables, 200 equality constraints
Gurobi optimizer, licensed to CVX for CVX
Academic license - for non-commercial use only
Optimize a model with 200 rows, 310 columns and 780 nonzeros
Variable types: 200 continuous, 110 integer (110 binary)
Coefficient statistics:
Matrix range [1e+00, 2e+00]
Objective range [5e-01, 5e-01]
Bounds range [1e+00, 1e+00]
RHS range [2e+00, 2e+00]
Found heuristic solution: objective 0.0000000
Presolve removed 108 rows and 254 columns
Presolve time: 0.00s
Presolved: 92 rows, 56 columns, 276 nonzeros
Variable types: 0 continuous, 56 integer (56 binary)
Root relaxation: objective -2.300000e+01, 11 iterations, 0.00 seconds
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 -23.00000 0 10 0.00000 -23.00000 - - 0s
H 0 0 -16.0000000 -23.00000 43.8% - 0s
0 0 -18.75000 0 17 -16.00000 -18.75000 17.2% - 0s
0 0 -17.50000 0 34 -16.00000 -17.50000 9.38% - 0s
0 0 -17.00000 0 32 -16.00000 -17.00000 6.25% - 0s
0 0 -17.00000 0 14 -16.00000 -17.00000 6.25% - 0s
0 0 -17.00000 0 12 -16.00000 -17.00000 6.25% - 0s
H 0 0 -17.0000000 -17.00000 0.00% - 0s
Cutting planes:
Zero half: 2
Explored 1 nodes (154 simplex iterations) in 0.11 seconds
Thread count was 4 (of 4 available processors)
Solution count 3: -17 -16 0
Optimal solution found (tolerance 1.00e-04)
Best objective -1.700000000000e+01, best bound -1.700000000000e+01, gap 0.0000%
Status: Solved
Optimal value (cvx_optval): +17