[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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