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OPTIMALITYTOL

Description
Simplex: This is the zero tolerance for reduced costs. On each iteration, the simplex method searches for a variable to enter the basis which has a negative reduced cost. The candidates are only those variables which have reduced costs less than the negative value of OPTIMALITYTOL.
Type
Double
Default value
1.0E-06
Affects routines
XPRSgetinfeas, XPRSlpoptimize ( LPOPTIMIZE), XPRSmipoptimize ( MIPOPTIMIZE).

Parent Topic Control Parameters

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