Relative Optimality Tolerance

Type

Floating point number

Range

[0,1]

Default

1e-6

This option specifies the final absolute stopping tolerance for the KKT (optimality) error. Smaller values for this option result in a higher degree of accuracy in the solution with respect to optimality. The value 0.0 has a special meaning; for that setting Knitro does not use the relative optimality tolerance.

The feasibility error is defined as the maximum violation among all constraints. It is 0 if there are no constraint violations. As scaling factor for the relative stopping tolerance Knitro uses

t2 = max( 1, || Ñ f(xk,yk) || ¥ )

if the problem is constrained, and

t2 = max( 1, min( | f(xk,yk) | , || Ñ f(x0,y0) || ¥ ) )

if the problem is unconstrained. Here f represents the objective function.

Learn more about

• Absolute Optimality Tolerance