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.
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