C Name

CPX_PARAM_BAREPCOMP

C++ Name

BarEpComp

Java Name

BarEpComp

.NET Name

BarEpComp

InteractiveOptimizer

barrier convergetol

Identifier

3002

Description

Sets the tolerance on complementarity for convergence. 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 failure to converge 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-8.

See Also