Nonlinear Optimality Tolerance



The Nonlinear Optimality Tol box on the Nonlinear Solver tab:

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is used to control the adjustments to variables as described below.

While solving a model, the nonlinear solver is constantly computing a gradient. The gradient gives the rate of improvement of the objective function for small changes in the variables. If the gradient's rate of improvement computation for a given variable is less-than-or-equal-to the Nonlinear Optimality Tolerance, further adjustments to the variable's value are not considered to be beneficial. Decreasing this tolerance towards a limit of 0 will tend to make the solver run longer and may lead to better solutions for poorly formulated or poorly scaled models.

The default value for Nonlinear Optimality Tolerance is .0000001.