How can I get the Relative/Absolute GAP from LP solution in Python with CPLEX Solver?

Question

I'm solving a problem with PuLP in python and i'm trying to print the gap with solution.MIP.get_mip_relative_gap() but it doesn't work. Is there a way to get this information?

Answer 1

I would use orloge

Let me share a small example out of the zoo example.

import pulp
import cplex
import orloge




bus_problem = pulp.LpProblem("bus", pulp.LpMinimize)

nbBus40 = pulp.LpVariable('nbBus40', lowBound=0, cat='Integer')
nbBus30 = pulp.LpVariable('nbBus30', lowBound=0, cat='Integer')

# Objective function
bus_problem += 500 * nbBus40 + 400 * nbBus30, "cost"

# Constraints
bus_problem += 40 * nbBus40 + 30 * nbBus30 >= 300


solver = pulp.CPLEX_CMD(options=['set logfile c://temp//log.log','set mip limits solutions 2'])




bus_problem.solve(solver)
print(pulp.LpStatus[bus_problem.status])

for variable in bus_problem.variables():
    print ("{} = {}".format(variable.name, variable.varValue))


logs_dict = orloge.get_info_solver('c://temp//log.log',"CPLEX") 
best_bound, best_solution = logs_dict["best_bound"], logs_dict["best_solution"]

print("best_bound = ",best_bound)
print("best_solution = ",best_solution)

print("gap = ",abs(best_bound-best_solution)/(1e-10+abs(best_solution)))

                             

which gives

Optimal
nbBus30 = 1.0
nbBus40 = 7.0
best_bound =  3750.0
best_solution =  3900.0
gap =  0.03846153846153748