| Units: | - |
| Default Value: | 0 |
| Validation Rule: | ≥0 |
| Description: | Allowable violation of variable bounds (0 = solver default value) |
Performance Feasibility Tolerance is a solver setting for the simplex optimizer. The default of zero means the solver's default feasibility tolerance will be used, which is generally 1e-6. Values above zero will be passed to the solver.
The feasibility tolerance is the degree to which values of the basic variables calculated by the simplex method may violate their bounds. The solver does not use this tolerance to relax the variable bounds nor to relax right hand side values. This parameter specifies an allowable violation. 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 can also 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, the solver may falsely conclude that a problem is infeasible. If you encounter reports of unrepairable infeasibility with a small violation, a small adjustment in the feasibility tolerance may improve performance.
See also: