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)

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