Solution Progress Tolerance
- Type
Floating point number
- Range
[0,1]
- Default
1e-12
The optimization will terminate when the relative change in the solution estimate is less than the value of this option for n consecutive iterations, where n is the value of the option Solution Progress Iterations . When using an interior-point algorithm and the barrier parameter is still large, Knitro will first try decreasing the barrier parameter before terminating.
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