optimality tolerance

Influences the reduced-cost tolerance for optimality.

Purpose

Optimality tolerance

API	Parameter Name	Name prior to V12.6.0
C	CPXPARAM_Simplex_Tolerances_Optimality	CPX_PARAM_EPOPT
C++	IloCplex::Param::Simplex::Tolerances::Optimality	EpOpt (double)
Java	IloCplex.Param.Simplex.Tolerances.Optimality	EpOpt (double)
.NET	Cplex.Param.Simplex.Tolerances.Optimality	EpOpt (double)
OPL	epopt	epopt
Python	parameters.simplex.tolerances.optimality	simplex.tolerances.optimality
Interactive	simplex tolerances optimality	simplex tolerances optimality
Identifier	1014	1014

Description

Influences the reduced-cost tolerance for optimality. This parameter governs how closely CPLEX must approach the theoretically optimal solution.

The simplex algorithm halts when it has found a basic feasible solution with all reduced costs nonnegative. CPLEX uses this optimality tolerance to make the decision of whether or not a given reduced cost should be considered nonnegative. CPLEX considers "nonnegative" a negative reduced cost having absolute value less than the optimality tolerance. For example, if your optimality tolerance is set to 1e-6, then CPLEX considers a reduced cost of -1e-9 as nonnegative for the purpose of deciding whether the solution is optimal.

Values

Any number from 1e-9 to 1e-1; default: 1e-06.