Benders optimality cut tolerance

This parameter specifies a tolerance for the optimality of cuts when CPLEX solves a model decomposed according to Benders algorithm.

Purpose

Tolerance for optimality cuts in Benders decomposition

API Parameter Name C CPXPARAM_Benders_Tolerances_optimalitycut C++ IloCplex::Param::Benders::Tolerances:optimalitycut Java IloCplex.Param.Benders.Tolerances.optimalitycut .NET Cplex.Param.Benders.Tolerances.optimalitycut OPL bendersoptcuttol Python parameters.benders.tolerances.optimalitycut Interactive benders tolerances optimalitycut Identifier 1510

Description

This parameter sets a tolerance for the violation of an optimality cut in Benders algorithm.

Values

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