NonlinearProgram.OptimalityTolerance 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#
public double OptimalityTolerance { get; set; }

Property Value

Double
A 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

ArgumentOutOfRangeExceptionThe value is not finite and positive.
InvalidOperationExceptionA calculation is in progress.

See Also