Bound Tolerance

Type

Floating point number

Range

[3e-13,1e-5]

Default

1e-7

This option defines the bound filter tolerance for solution values close to a bound. A variable is considered to be at a bound if its distance from the bound is less than BT * Max(1,ABS(Bound)), where BT denotes the value of this option. The tolerance is used to build the initial bases and is used to flag variables during output.