| 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.