feasibility tolerance

Specifies the feasibility tolerance, that is, the degree to which the basic variables of a model may violate their bounds.


Feasibility tolerance

API Parameter Name Name prior to V12.6.0
C CPXPARAM_Simplex_Tolerances_Feasibility CPX_PARAM_EPRHS
C++ IloCplex::Param::Simplex::Tolerances::Feasibility EpRHS (double)
Java IloCplex.Param.Simplex.Tolerances.Feasibility EpRHS (double)
.NET Cplex.Param.Simplex.Tolerances.Feasibility EpRHS (double)
OPL eprhs
Python parameters.simplex.tolerances.feasibility simplex.tolerances.feasibility
MATLAB Cplex.Param.simplex.tolerances.feasibility simplex.tolerances.feasibility
Interactive simplex tolerances feasibility simplex tolerances feasibility
Identifier 1016 1016


Specifies the feasibility tolerance, that is, the degree to which values of the basic variables calculated by the simplex method may violate their bounds. CPLEX® does not use this tolerance to relax the variable bounds nor to relax right hand side values. This parameter specifies an allowable violation. Feasibility influences the selection of an optimal basis and can be reset to a higher value when a problem is having difficulty maintaining feasibility during optimization. You can also lower this tolerance after finding an optimal solution if there is any doubt that the solution is truly optimal. If the feasibility tolerance is set too low, CPLEX may falsely conclude that a problem is infeasible. If you encounter reports of infeasibility during Phase II of the optimization, a small adjustment in the feasibility tolerance may improve performance.


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