C Name

CPX_PARAM_BARQCPEPCOMP

C++ Name

BarQCPEpComp

Java Name

BarQCPEpComp

.NET Name

BarQCPEpComp

InteractiveOptimizer

barrier qcpconvergetol

Identifier

3020

Description

Sets the tolerance on complementarity for convergence in quadratically constrained problems (QCPs). 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 a convergence failure 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: 1e17.

See Also