Convergence criteria

In Xpress-SLP there are two levels of convergence criteria. On the higher level, convergence is driven by the target relative feasibility / validation control XSLP_VALIDATIONTARGET_R, and the target fist order validation tolerance XSLP_VALIDATIONTARGET_K. These high level targets drive the traditional SLP convergence measures, of which there are three types for testing test convergence:

• Strict convergence tests on variables
• Extended convergence tests on variables
• Convergence tests on the solution overall