Presolve Substitution Tolerance

Type : Floating point number

Range : [0,1e20]

Default : 1e-2

This option determines the tolerance used by the Knitro presolver for performing a variable substitution. This is a relative tolerance on coefficients involved with the substituted variable. Higher values mean that less reductions will be applied (potentially improving numerical focus). Zero value means all possible substitutions are applied.

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