yes, how can I change the optimality gap of the optimizer. I think it is finding a good feasible solution quickly.
Here is what the logout looks like:
Gurobi optimizer, licensed to CVX for CVX
Academic license - for non-commercial use only
Optimize a model with 1378 rows, 2058 columns and 5474 nonzeros
Variable types: 1378 continuous, 680 integer (0 binary)
Coefficient statistics:
Matrix range [1e+00, 2e+08]
Objective range [1e+00, 1e+00]
Bounds range [0e+00, 0e+00]
RHS range [3e+02, 3e+02]
Warning: Model contains large matrix coefficients
Consider reformulating model or setting NumericFocus parameter
to avoid numerical issues.
Presolve removed 1360 rows and 1377 columns
Presolve time: 0.02s
Presolved: 18 rows, 681 columns, 2737 nonzeros
Variable types: 1 continuous, 680 integer (0 binary)
Found heuristic solution: objective 0.0000000
Root relaxation: objective -1.015625e+00, 52 iterations, 0.00 seconds
Nodes | Current Node | Objective Bounds | Work
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
0 0 -1.01563 0 17 0.00000 -1.01563 - - 0s
H 0 0 -1.0037366 -1.01563 1.18% - 0s
H 0 0 -1.0040480 -1.01563 1.15% - 0s
0 0 -1.01563 0 17 -1.00405 -1.01563 1.15% - 0s
0 2 -1.01563 0 17 -1.00405 -1.01563 1.15% - 0s
H 31 32 -1.0043568 -1.01563 1.12% 1.5 0s
Interrupt request received
Cutting planes:
Inf proof: 1
Explored 63165 nodes (165037 simplex iterations) in 3.57 seconds
Thread count was 8 (of 8 available processors)
Solution count 4: -1.00436 -1.00405 -1.00374 0
Solve interrupted
Warning: max constraint violation (5.9605e-08) exceeds tolerance
Warning: max bound violation (2.9801e-08) exceeds tolerance
Best objective -1.004356814485e+00, best bound -1.015625420868e+00, gap 1.1220%
Status: Suboptimal
Optimal value (cvx_optval): +1.00436