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5. CONVERGENCE TOLERANCE

# CONVERGENCE TOLERANCE

Octeract Engine guarantees global optimality within a pre-defined ϵ tolerance, and this option is it.

The solver will terminate if either of the following conditions are satisfied:

• $$BUB−LLB\leq\epsilon$$ (absolute optimality gap)
• $$BUB−LLB\leq\epsilon|LLB|$$ and $$BUB−LLB\leq\epsilon|BUB|$$ (relative optimality gap)

I don’t think I really need to explain the implications of changing this, you get it.