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
Python parameters.simplex.tolerances.optimality simplex.tolerances.optimality
MATLAB Cplex class API Cplex.Param.simplex.tolerances.optimality simplex.tolerances.optimality
MATLAB CPLEX Toolbox compatible simplex.tolerances.optimality simplex.tolerances.optimality
MATLAB Optimization Toolbox compatible TolFun and TolRLPFun TolFun and TolRLPFun
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.