integrality tolerance
Specifies the amount by which an integer variable can be different from an integer and still be considered feasible.
Purpose
Integrality tolerance
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Description
Specifies the amount by which an integer variable can be different from an integer and still be considered feasible.
A value of zero is permitted, and the optimizer will attempt to meet this tolerance.
However, in
some models, computer round-off may still result in small, nonzero
deviations from integrality. If any of these deviations exceed the
value of this parameter, or exceed 1e-10 in the case where this parameter
has been set to a value less than that, a solution status of
CPX_STAT_OPTIMAL_INFEAS
will be returned instead of the usual CPX_STAT_OPTIMAL.
Tip: This parameter sets the amount by which a computed solution value for an integer variable can violate integrality; it does not specify an amount by which CPLEX relaxes integrality.
Values
Any number from 0.0 to 0.5; default: 1e-05.