[Coin-discuss] How to deal with tolerance?
Miroslav Karamanov
miroslav at andrew.cmu.edu
Thu Dec 15 18:38:16 EST 2005
I am using BCP + CLP and I came accross the following
problem: the solution returned by CLP was found out of
bounds by BCP (in particular, BCP_lp_user::test_full())
Obviously, both solvers use different precision. test_full
uses BCP_IntegerTolerance (set to 1e-5 by me). Please advise
what the best way to deal with this issue is.
I had to increase BCP_IntegerTolerance to 1e-3 in order to
avoid this problem but this is not a good solution.
Shouldn't the tolerance for integrality be different from
the tolerance for bounds?
Or should they be relative to the magnitude of numbers?
The problem occurs with large integers (like 4000.0011 with
u.b. 4000)
Thank you.
Miroslav
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