relaxation for FeasOpt

Controls the amount of relaxation for the routine CPXfeasopt in the C API or for the method feasOpt in the object-oriented APIs.

Purpose

Relaxation for feasOpt

API	Parameter Name	Name prior to V12.6.0
C	CPXPARAM_Feasopt_Tolerance	CPX_PARAM_EPRELAX
C++	IloCplex::Param::Feasopt::Tolerance	EpRelax (double)
Java	IloCplex.Param.Feasopt.Tolerance	EpRelax (double)
.NET	Cplex.Param.Feasopt.Tolerance	EpRelax (double)
OPL	eprelax	eprelax
Python	parameters.feasopt.tolerance	feasopt.tolerance
Interactive	feasopt tolerance	feasopt tolerance
Identifier	2073	2073

Description

Controls the amount of relaxation for the routine CPXfeasopt in the C API or for the method feasOpt in the object-oriented APIs.

In the case of a MIP, it serves the purpose of the absolute gap for the feasOpt model in Phase I (the phase to minimize relaxation).

Using this parameter, you can implement other stopping criteria as well. To do so, first call feasOpt with the stopping criteria that you prefer; then set this parameter to the resulting objective of the Phase I model; unset the other stopping criteria, and call feasOpt again. Since the solution from the first call already matches this parameter, Phase I will terminate immediately in this second call to feasOpt, and Phase II will start.

In the case of an LP, this parameter controls the lower objective limit for Phase I of feasOpt and is thus relevant only when the primal optimizer is in use.

Values

Any nonnegative value; default: 1e-6.