PSD Tolerance

Type

Floating point number

Range

[0.0,1e100]

Default

1e-6

This option specifies the positive semi-definite tolerance (QP/MIQP only). It sets a limit on the amount of diagonal perturbation that the optimizer is allowed to perform on the Q matrix in order to correct minor PSD violations. If a larger perturbation is required, the optimizer will terminate with an error.