Difference between revisions of "Numeric Tolerance and Precision"
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The optimal or reduced cost tolerance. The simplex method looks for a variable to enter the basis that has a negative reduced cost. Decision variables whose reduced cost is less than the negative of this tolerance are candidates for entering the basis during the simplex search. | The optimal or reduced cost tolerance. The simplex method looks for a variable to enter the basis that has a negative reduced cost. Decision variables whose reduced cost is less than the negative of this tolerance are candidates for entering the basis during the simplex search. | ||
| − | Default: 10-5 | + | '''Default''': 10<sup>-5</sup> |
| − | Allowed range: 10-9 to 10-4 | + | '''Allowed range''': 10<sup>-9</sup> to 10<sup>-4</sup> |
==PivotTol == | ==PivotTol == | ||
| Line 14: | Line 14: | ||
During the simplex algorithm, elements in the solution matrix must have an absolute value greater than this value to be candidates for pivoting. | During the simplex algorithm, elements in the solution matrix must have an absolute value greater than this value to be candidates for pivoting. | ||
| − | Default: 10-5 | + | '''Default''': 10<sup>-5</sup> |
| − | Allowed range: 10-9 to 10-4 | + | '''Allowed range''': 10<sup>-9</sup> to 10<sup>-4</sup> |
==Precision == | ==Precision == | ||
| Line 22: | Line 22: | ||
This value specifies how closely the calculated values on the left-hand side of constraints must match the right-hand sides in order for the constraint to be satisfied. Because of the finite precision arithmetic, a left-hand side that would ideally evaluate to 7.0 might compute as 6.9999999. With a precision of 10-6, the constraint A1 >= 7 would be considered satisfied in this case. | This value specifies how closely the calculated values on the left-hand side of constraints must match the right-hand sides in order for the constraint to be satisfied. Because of the finite precision arithmetic, a left-hand side that would ideally evaluate to 7.0 might compute as 6.9999999. With a precision of 10-6, the constraint A1 >= 7 would be considered satisfied in this case. | ||
| − | Default: 10-6 | + | '''Default''': 10<sup>-6</sup> |
| − | Allowed range: 10-9 to 10-4 | + | '''Allowed range''': 10<sup>-9</sup> to 10<sup>-4</sup> |
| + | == PrimalTolerance == | ||
| + | The maximum amount by which the constraints can be violated and still considered feasible. | ||
| + | '''Engine''': LP/Quadratic | ||
| + | '''Default''': 10-7 | ||
| − | <footer>Optimizer Function Reference / {{PAGENAME}} / | + | '''Allowed range''': 0 to 1 |
| + | |||
| + | == DualTolerance == | ||
| + | The maximum amount by which the dual constraints and still considered feasible. | ||
| + | |||
| + | '''Engine''': LP/Quadratic | ||
| + | |||
| + | '''Default''': 10-7 | ||
| + | |||
| + | '''Allowed range''': 0 to 1 | ||
| + | |||
| + | <nowiki><footer>Optimizer Function Reference / </nowiki>{{PAGENAME}} / Next<nowiki></footer></nowiki> | ||
Revision as of 08:26, 25 November 2015
ReducedTol
The optimal or reduced cost tolerance. The simplex method looks for a variable to enter the basis that has a negative reduced cost. Decision variables whose reduced cost is less than the negative of this tolerance are candidates for entering the basis during the simplex search.
Default: 10-5
Allowed range: 10-9 to 10-4
PivotTol
During the simplex algorithm, elements in the solution matrix must have an absolute value greater than this value to be candidates for pivoting.
Default: 10-5
Allowed range: 10-9 to 10-4
Precision
This value specifies how closely the calculated values on the left-hand side of constraints must match the right-hand sides in order for the constraint to be satisfied. Because of the finite precision arithmetic, a left-hand side that would ideally evaluate to 7.0 might compute as 6.9999999. With a precision of 10-6, the constraint A1 >= 7 would be considered satisfied in this case.
Default: 10-6
Allowed range: 10-9 to 10-4
PrimalTolerance
The maximum amount by which the constraints can be violated and still considered feasible.
Engine: LP/Quadratic
Default: 10-7
Allowed range: 0 to 1
DualTolerance
The maximum amount by which the dual constraints and still considered feasible.
Engine: LP/Quadratic
Default: 10-7
Allowed range: 0 to 1
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