Octeract Engine Options

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CONVERGENCE TOLERANCE

Name:CONVERGENCE_TOLERANCE
Type:double
Default Value:1.e-3
Range:[0−1.79e308]

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.

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