ILOG CPLEX 11.0 Parameters Reference Manual > > Alphabetic List of Parameters > Convergence tolerance for quadratically constrained problems (QCP) |
Convergence tolerance for quadratically constrained problems (QCP) |
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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.
For LPs and for QPs (that is, when all the constraints are linear) see CPX_PARAM_BAREPCOMP
, BarEpComp
.
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