feasibility tolerance
Specifies the feasibility tolerance, that is, the degree to which the basic variables of a model may violate their bounds.
Purpose
Feasibility tolerance
| API | Parameter Name | Name prior to V12.6.0 |
|---|---|---|
| C | CPXPARAM_Simplex_Tolerances_Feasibility | CPX_PARAM_EPRHS |
| C++ | IloCplex::Param::Simplex::Tolerances::Feasibility | EpRHS (double) |
| OPL | eprhs | |
| Interactive | simplex tolerances feasibility | simplex tolerances feasibility |
| Identifier | 1016 | 1016 |
Description
Specifies the feasibility tolerance, that is, the degree to which values of the basic variables calculated by the simplex method may violate their bounds. CPLEX® does not use this tolerance to relax the variable bounds nor to relax right hand side values. This parameter specifies an allowable violation. Feasibility influences the selection of an optimal basis and can be reset to a higher value when a problem is having difficulty maintaining feasibility during optimization. You can also lower this tolerance after finding an optimal solution if there is any doubt that the solution is truly optimal. If the feasibility tolerance is set too low, CPLEX may falsely conclude that a problem is infeasible. If you encounter reports of infeasibility during Phase II of the optimization, a small adjustment in the feasibility tolerance may improve performance.
Values
Any number from 1e-9 to 1e-1; default: 1e-06.