Acceptable relative convergence tolerance

Type

Floating point number

Range

[1e-010,1e+019]

Default

1e-006

This option determines which (scaled) overall optimality error is considered to be “acceptable.” There are two levels of termination criteria. If the usual “desired” tolerances (see the options Relative Convergence Tolerance , Dual Infeasibility Tolerance , etc) are satisfied at an iteration, the algorithm immediately terminates with a success message. On the other hand, if the algorithm encounters a certain number of iterations in a row that are considered “acceptable” and this number equals to value of the option Maximum Number of Acceptable Iterations , it will terminate before the desired convergence tolerance is met. This is useful in cases where the algorithm might not be able to achieve the “desired” level of accuracy.

Learn more about

• Dual infeasibility tolerance

• Maximum number of acceptable iterations

• Relative convergence tolerance