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PSDTol
Positive semi-definite tolerance
| Type: | double | |
|---|---|---|
| Default value: | 1e-6 | |
| Minimum value: | 0 | |
| Maximum value: | Infinity |
Sets a limit on the amount of diagonal perturbation that the optimizer
is allowed to perform on a Q matrix in order to correct minor PSD
violations. If a larger perturbation is required, the optimizer will
terminate with a GRB_ERROR_Q_NOT_PSD error.
Note: Only affects QP/QCP/MIQP/MIQCP models
For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples.
