Nonlinear Program.Optimality Tolerance Property
Gets or sets the tolerance used to check constraints and first-order optimality.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
A finite positive number. The default is 1e-6.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public double OptimalityTolerance { get; set; }Property Value
DoubleA finite positive number. The default is 1e-6.
Remarks
Constraint violations are checked in the model's units. Gradient and multiplier checks use relative scales based on the objective and derivatives. A smaller tolerance can require more iterations or cause failure if the numerical accuracy of the steps is insufficient. Meeting this tolerance does not prove that a nonconvex problem's solution is globally optimal.
Exceptions
| Argument | The value is not finite and positive. |
| Invalid | A calculation is in progress. |