BARGAPTARGET
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Description
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Newton barrier: The target tolerance for the relative duality gap. The barrier algorithm will keep iterating until either
BARGAPTARGET is satisfied or until no further improvements are possible. In the latter case, if
BARGAPSTOP is satisfied, it will declare the problem optimal.
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Type
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Double
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Default value
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0 (determine automatically)
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Note
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When a solution returned by the barrier algorithm has not converged tightly enough for an application, for example if the dual solution is not accurate enough or crossover is taking too long, setter
BARGAPTARGET to a small value often resolves the problem, without the risk of the solve failing due to a complementarity level not being numerically achievable. Typical suggested values can be between
1-10 and
1-18.
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Affects routines
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