The maximum allowable value of constraint violation still considered to be feasible

Topics

This keyword is related to the topics:

method_independent_controls

Specification

Alias: none

Argument(s): REAL

Default: Library default

Description

The constraint_tolerance specification determines the maximum allowable value of infeasibility that any constraint in an optimization problem may possess and still be considered to be satisfied.

If a constraint function is greater than this value then it is considered to be violated by the optimization algorithm. This specification gives some control over how tightly the constraints will be satisfied at convergence of the algorithm. However, if the value is set too small the algorithm may terminate with one or more constraints being violated.

This specification is currently meaningful for the NPSOL, NLSSOL, DOT and CONMIN constrained optimizers.

Defaults

Defaults can vary depending on the method.

DOT constrained optimizers: 0.003
NPSOL: dependent upon the machine precision, typically on the order of 1.e-8 for double precision computations