Optimality Gap Tolerance

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nmas

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Apr 17, 2015, 4:29:28 PM4/17/15
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Hello,

I was wondering, is it possible to set different optimality gap tolerances for different terms in the objective function?

Thanks!

Robert Fourer

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Apr 19, 2015, 7:55:05 PM4/19/15
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Solvers do not have any way of computing optimality gaps for individual terms within the objective function. As a result it is not possible to set gap tolerances for individual terms.

Bob Fourer
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