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.

Learn more about

• Presolve

• Presolve Substitution