PDHG Absolute Feasibility Tolerance

Type

Floating point number

Range

[1e-9,1e-2]

Default

1e-6

The PDHG algorithm will terminate if the relative residuals of all primal and dual equations are below the value of this option.

Other termination criteria are specified by the options PDHG Convergence Tolerance and PDHG Relative Feasibility Tolerance.

Note though that relative tolerances typically lead to earlier termination than absolute tolerances. If you wish to terminate PDHG based solely on absolute tolerances, you should set the option PDHG Relative Feasibility Tolerance to zero (0).

Note

  • This option was added in Gurobi 13.0.

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