Stochastic SDDP Convergence Tolerance 1

Units:	-
Default Value:	1
Validation Rule:	≥0
Description:	Objective function convergence criteria 1 for SDDP
Detail:

SDDP Convergence Tolerance 1 sets the first stop criteria for the SDDP algorithm that it stops when the relative gap between the upper bound and lower bound is smaller than this tolerance.

See also:

• SDDP Convergence Tolerance 2
• SDDP Convergence Tolerance 2a