Difference between revisions of "Numeric Tolerance and Precision"
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[[Category: Analytica Optimizer Guide]] | [[Category: Analytica Optimizer Guide]] | ||
| − | <breadcrumbs> Analytica Optimizer Guide > {{PAGENAME}}</breadcrumbs> | + | <breadcrumbs> Analytica Optimizer Guide > Optimizer control settings > {{PAGENAME}}</breadcrumbs><br /> |
==ReducedTol== | ==ReducedTol== | ||
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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 == | ||
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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 == | ||
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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<sup>-7</sup> | ||
| − | <footer> | + | '''Allowed range''': 0 to 1 |
| + | |||
| + | == DualTolerance == | ||
| + | The maximum amount by which the dual constraints and still considered feasible. | ||
| + | |||
| + | '''Engine''': LP/Quadratic | ||
| + | |||
| + | '''Default''': 10<sup>-7</sup> | ||
| + | |||
| + | '''Allowed range''': 0 to 1 | ||
| + | |||
| + | ==See Also== | ||
| + | * [[SolverInfo]] | ||
| + | * [[OptEngineInfo]] | ||
| + | * [[Numbers]] | ||
| + | * [[Number formats]] | ||
| + | |||
| + | |||
| + | <footer>Algorithm Selection / {{PAGENAME}} / Unused Settings</footer> | ||
Latest revision as of 17:19, 24 May 2016
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
See Also
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