Is there an option in GAMS that sets the tolerance for declaring two real numbers to equal?
For example, how can I tell GAMS or GAMS/CPLEX that $0.999100 = 0.99909$?
Thank you for your help!
Operations Research Stack Exchange is a question and answer site for operations research and analytics professionals, educators, and students. It only takes a minute to sign up.Sign up to join this community
eprhs (real): feasibility tolerance
Feasibility tolerance. This specifies the degree to which a problem's basic variables may violate their bounds. This tolerance influences the selection of an optimal basis and can be reset to a higher value when a problem is having difficulty maintaining feasibility during optimization. You may also wish to lower this tolerance after finding an optimal solution if there is any doubt that the solution is truly optimal. If the feasibility tolerance is set too low, Cplex may falsely conclude that a problem is infeasible.
Range: [1e-009, 0.1]
I believe this tolerance applies to assessing feasibility of bound, inequality, and equality constraints.