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I am using a binary decision variable, the MILP solver MOSEK sets its value to -1.898481e-15. Not sure why is that the case, when the allowed values should be constraint to be either 1 or 0. I am using "implies" command to take care of Big-M formulation for some of the constraints.
Johan Löfberg
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Mar 14, 2015, 1:04:48 PM3/14/15
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1.9e-15 is well within any kind of tolerance you can expect from a solver.