XSLP_ECFTOL_A
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Description
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Absolute tolerance on testing feasibility at the point of linearization
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Type
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Double
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Default value
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-1.0
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Notes
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The extended convergence criteria test how well the linearization approximates the true problem. They depend on the point of linearization being a reasonable approximation — in particular, that it should be reasonably close to feasibility. Each constraint is tested at the point of linearization, and the total positive and negative contributions to the constraint from the columns in the problem are calculated. A feasibility tolerance is calculated as the largest of
XSLP_ECFTOL_A and
max(abs(Positive), abs(Negative)) * XSLP_ECFTOL_R If the calculated infeasibility is greater than the tolerance, the point of linearization is regarded as infeasible and the extended convergence criteria will not be applied. When the value is set to be negative, the value is adjusted automatically by SLP, based on the feasibility target XSLP_VALIDATIONTARGET_R. Good values for the control are usually fall between 1e-1 and 1e-6. |
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Affects routines
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See also
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