MPL for Windows Manual

Change XPRESS Tolerance Options

You can change the tolerances options for XPRESS by choosing XPRESS Parameters from the Options menu and then pressing the Tolerances tab. This will display the tolerances options for XPRESS in the dialog box as shown below:

Numerical Tolerance

There are four Numerical Tolerances that can be set:

Integer feasibility tolerance (default value is 5e-6).

Reduced cost tolerance  (default value is 1e-6). 
			
Pivot tolerance (default value is 1e-9). 

Relative pivot tolerance (default value is 1e-6). 
      

Zero Tolerance

There are four Zero Tolerances that can be set:

Matrix element zero tolerance (default value is 1e-9).

Eta elements zero tolerance (default value is 1e-13). 
			
RHS zero tolerance (default value is 1e-6). 

Print values zero tolerance (default value is 1e-5). 
        

Barrier Tolerance

There are five Barrier Tolerances that can be set:

Relative duality gap (default value is 1e-8).

Primal infeasibilities tolerance (default value is 1e-8). 
			
Dual infeasibilities tolerance (default value is 1e-8). 

Minimal step size tolerance (default value is 1e-10).       

Cholesky decomp. zero tolerance (default value is 1e-15). 
        

Markowitz Tolerance

There are two Markowitz Tolerance options that can be set:

Elimination phase of presolve (default is 0.001).

Factorization tolerance (default is 0.01).