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Epsilon used in linearization |
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C Name
CPX_PARAM_EPLIN
but not applicable in the C API
C++ Name
EpLin
Java Name
EpLin
.NET Name
EpLin
InteractiveOptimizer
not available in the Interactive Optimizer
Identifier
2068
Description
Sets the epsilon (degree of tolerance) used in linearization in the object-oriented APIs.
Not applicable in the C API.
Not available in the Interactive Optimizer.
This parameter controls how strict inequalities are managed during linearization. In other words, it provides an epsilon for deciding when two values are not equal during linearization. For example, when x is a numeric variable (that is, an instance of IloNumVar
),
x < a
becomes
x <= a-eplin
.
Similarly, x!=a
becomes
{(x < a) || (x > a)}
which is linearized automatically for you in the object-oriented APIs as
{( x <= a-eplin) || (x >= a+eplin)}
.
Exercise caution in changing this parameter from its default value: the smaller the epsilon, the more numerically unstable the model will tend to become. If you are not getting an expected solution for an object-oriented model that uses linearization, it might be that this solution is cut off because of the relatively high EpLin
value. In such a case, carefully try reducing it.
Values
Any positive value greater than zero; default: 1e-3.
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