What is the maximum value EpGap can take?

Question

I am using CPLEX Java library in my optimization code. In CPLEX library, user can change the default value of gap value by calling setParam(DoubleParam.EpGap, 0.01) etc. What is the max value that a user can set with setParam() in case of EpGap?

Answer 1

EPGAP is a fraction, so you can set it to any value between 0.0 and 1.0. (If the acceptable gap is large, the MIP will terminate sooner.)

You can find some documentation here.

From the CPLEX 10.0 PARAMETER Reference manual

CPX_PARAM_EPGAP 
EpGap Any number from 0.0 to 1.0
mip tolerances mipgap Default: 1e -04
Code: 2009 
Type double