ILOG CPLEX 11.0 Parameters Reference Manual > > Alphabetic List of Parameters > Feasibility tolerance |
Feasibility tolerance |
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C Name
CPX_PARAM_EPRHS
C++ Name
EpRHS
Java Name
EpRHS
.NET Name
EpRHS
InteractiveOptimizer
simplex tolerances feasibility
Identifier
1016
Description
Specifies the feasibility tolerance, that is, the degree to which the basic variables of a model may violate their bounds. Feasibility influences the selection of an optimal basis and can be reset to a higher value when a problem is having difficulty maintaining feasibility during optimization. You may also wish to lower this tolerance after finding an optimal solution if there is any doubt that the solution is truly optimal. If the feasibility tolerance is set too low, CPLEX may falsely conclude that a problem is infeasible. If you encounter reports of infeasibility during Phase II of the optimization, a small adjustment in the feasibility tolerance may improve performance.
Values
Any number from 1e-9 to 1e-1; default: 1e-06.
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