Relative Feasibility Tolerance
- Type
Floating point number
- Range
[0,1]
- Default
1e-6
This option specifies the final relative stopping tolerance for the feasibility error. Smaller values for this option result in a higher degree of accuracy in the solution with respect to feasibility. The value 0.0 has a special meaning; for that setting Knitro does not use the relative feasibility 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
t1 = max( 1, gj(x0,y0) - Uj, Lj - gj(x0,y0) ),
where (x0,y0) represents the initial point, g the constraint functions, and L and U the lower and upper bounds on g. I.e., the maximum violation among all constraints in the initial point (with a minimum of 1).
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