ILOG CPLEX 11.0 Parameters Reference Manual > > Alphabetic List of Parameters > Convergence tolerance for LP and QP problems |
Convergence tolerance for LP and QP problems |
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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.
For problems with quadratic constraints (QCP), see CPX_PARAM_BARQCPEPCOMP
, BarQCPEpComp
.
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