Stochastic SDDP Convergence Tolerance 2

Units:	-
Default Value:	0.2
Validation Rule:	≥0
Description:	Objective function convergence criteria 2 for SDDP
Detail:

SDDP Convergence Tolerance 2 sets another stop criteria for the SDDP algorithm that it stops when the improvement for relative gap smaller than this tolerance lasts 3 iterations.

See also:

• SDDP Convergence Tolerance 1
• SDDP Convergence Tolerance 2a