convergence tolerance for QC problems

Sets the tolerance on complementarity for convergence in quadratically constrained problems (QCPs).

Purpose

Convergence tolerance for quadratically constrained problems

API	Parameter Name	Name prior to V12.6.0
C	CPXPARAM_Barrier_QCPConvergeTol	CPX_PARAM_BARQCPEPCOMP
C++	IloCplex::Param::Barrier::QCPConvergeTol	BarQCPEpComp (double)
Java	IloCplex.Param.Barrier.QCPConvergeTol	BarQCPEpComp (double)
.NET	Cplex.Param.Barrier.QCPConvergeTol	BarQCPEpComp (double)
OPL	barqcpepcomp	barqcpepcomp
Python	parameters.barrier.qcpconvergetol	barrier.qcpconvergetol
Interactive	barrier qcpconvergetol	barrier qcpconvergetol
Identifier	3020	3020

Description

Sets the tolerance on complementarity for convergence in quadratically constrained problems (QCPs). 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 a convergence failure 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-7.

For LPs and for QPs (that is, when all the constraints are linear) see convergence tolerance for LP and QP problems.