Linear Optimality Tolerance Box



The Linear Optimality Tolerance box on the Linear Solver tab:

linopttol

allows you to control the setting for the linear optimality tolerance.  This tolerance is used to determine whether a reduced cost on a variable is significantly different from zero.  You may wish to loosen this tolerance (make it larger) on poorly scaled and/or large models to improve performance.

The default setting for the Linear Optimality Tolerance is 1.e-7.