Difference between revisions of "Numeric Tolerance and Precision"
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[[Category: Analytica Optimizer Guide]] | [[Category: Analytica Optimizer Guide]] | ||
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==ReducedTol== | ==ReducedTol== | ||
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'''Allowed range''': 0 to 1 | '''Allowed range''': 0 to 1 | ||
| − | <footer> | + | ==See Also== |
| + | * [[SolverInfo]] | ||
| + | * [[OptEngineInfo]] | ||
| + | * [[Numbers]] | ||
| + | * [[Number formats]] | ||
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| + | <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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