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) |
| OPL | epopt | |
| 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.