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slack_bound_frac:

Desired minimum relative distance from the initial slack to bound. $ \;$
Determines how much the initial slack variables might have to be modified in order to be sufficiently inside the inequality bounds (together with "slack_bound_push"). (This is kappa_2 in Section 3.6 of implementation paper.) The valid range for this real option is $ 0 < {\tt slack\_bound\_frac } \le 0.5$ and its default value is $ 0.01$ .



Andreas Waechter 2008-08-26