convergence tolerance for LP and QP problems
Sets the tolerance on complementarity for convergence.
Purpose
Convergence tolerance for LP and QP problems
| API | Parameter Name | Name prior to V12.6.0 |
|---|---|---|
| C | CPXPARAM_Barrier_ConvergeTol | CPX_PARAM_BAREPCOMP |
| C++ | IloCplex::Param::Barrier::ConvergeTol | BarEpComp (double) |
| OPL | barepcomp | |
| Interactive | barrier convergetol | barrier convergetol |
| Identifier | 3002 | 3002 |
Description
Sets the tolerance on complementarity for convergence. The barrier algorithm terminates with an optimal solution if the relative complementarity is smaller than this value.
Changing this tolerance to a smaller value may result in greater numerical precision of the solution, but also increases the chance of failure to converge in the algorithm and consequently may result in no solution at all. Therefore, caution is advised in deviating from the default setting.
Values
Any positive number greater than or equal to 1e-12; default: 1e-8.
See also
For problems with quadratic constraints (QCP), see convergence tolerance for QC problems