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 first 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
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