Row Tolerance

Type

Floating point number

Range

[1e-15,1]

Default

1e-6

This option specifies how accurately the nonlinear constraints should be satisfied. The default value is often appropriate, since model data is often specified to about that accuracy.

Let \(R_{err}\) be defined as the maximum component of the residual vector \(f(x) + Ay - b\), normalized by the size of the solution. Thus,

\[R_{err} = \frac{\| f(x) + Ay - b \|_{\infty}}{x_{norm}},\]

where \(x_{norm}\) is a measure of the size of the basic and superbasic variables. The solution \((x,y)\) is regarded as acceptably feasible if \(R_{err} \leq \epsilon\), where \(\epsilon\) denotes the value of this option.

If the problem functions are known to be of low accuracy, a larger row tolerance may be appropriate.