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)
Java IloCplex.Param.Barrier.ConvergeTol BarEpComp (double)
.NET Cplex.Param.Barrier.ConvergeTol BarEpComp (double)
OPL barepcomp
Python parameters.barrier.convergetol barrier.convergetol
MATLAB Cplex.Param.barrier.convergetol barrier.convergetol
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