tol:

Desired convergence tolerance (relative). $ \;$
Determines the convergence tolerance for the algorithm. The algorithm terminates successfully, if the (scaled) NLP error becomes smaller than this value, and if the (absolute) criteria according to "dual_inf_tol", "primal_inf_tol", and "compl_inf_tol" are met. (This is epsilon_tol in Eqn. (6) in implementation paper). See also "acceptable_tol" as a second termination criterion. Note, some other algorithmic features also use this quantity to determine thresholds etc. The valid range for this real option is $ 0 < {\tt tol } < {\tt +inf}$ and its default value is $ 1 \cdot 10^{-08}$.



Andreas Waechter 2010-12-22