Im using cvx with the Gurobi solver to solve a linear programming problem containing binary indicator variables. The solution is part of an MPC controller.
Most of the time the solution is found within a second but a few times it refuses to close the gap. This leads to my questions, (1) Is there a way to follow the solve time while the problem is being solved? If (1), then relax the gap demands on the fly.
Initial gap limit 0.001%
after timeout exeeded
gap limit = 0.01%
Best Regards Simon