Tolerances

There are set and get methods for tolerances, for example, double primalTolerance() and setPrimalTolerance(double). Assuming that one has a minimization problem, an individual variable is deemed primal feasible if it is less than the tolerance referred to by these methods below its lower bound and less than it above its upper bound. Similarly for dual tolerances, a variable is deemed to be dual feasible if its reduced cost is greater than minus the tolerance or its distance to the upper bound is less than primal tolerance and the reduced cost is less than plus the tolerance or the distance to lower bound is less than primal tolerance. In short, this is complementarity conditions adadpted for tolerances and simple lower and upper bounds.(Note that the above was stated as for minimization; signs are reversed for maximization.)