Convergence Tolerance


Name:
CONVERGENCE_TOLERANCE
Type: double
Default Value: 1.e-3
Range: \([0 - 1.79e308]\)

This sets a tolerance \(\epsilon\) to determine whether the algorithm has converged to global optimality.





The solver will terminate if either of the following conditions are satisfied:

  • \(BUB-LLB\) \(\le\) \(\epsilon\) (an absolute optimality gap)
  • \(BUB-LLB\) \(\le\) \(\epsilon\) \(|LLB|\) and \(BUB-LLB\) \(\le\) \(\epsilon\) \(|BUB|\) (a relative optimality gap)

Was this helpful?
Please make sure you fill the comments section before sending.

Thank you for your comments.
Please contact us if you need any further support.
so/so1141