C Name

CPX_PARAM_EPRELAX

C++ Name

EpRelax

Java Name

EpRelax

.NET Name

EpRelax

InteractiveOptimizer

feasopt tolerance

Identifier

2073

Description

Controls the amount of relaxation for the routine CPXfeasopt in the C API or for the method feasOpt in the object-oriented APIs.

In the case of a MIP, it serves the purpose of the absolute gap for the feasOpt model in Phase I (the phase to minimize relaxation).

Using this parameter, you can implement other stopping criteria as well. To do so, first call feasOpt with the stopping criteria that you prefer; then set this parameter to the resulting objective of the Phase I model; unset the other stopping criteria, and call feasOpt again. Since the solution from the first call already matches this parameter, Phase I will terminate immediately in this second call to feasOpt, and Phase II will start.

In the case of an LP, this parameter controls the lower objective limit for Phase I of feasOpt and is thus relevant only when the primal optimizer is in use.

Values

Any nonnegative value; default: 1e-6.

See Also