Linear Optimality Tolerance Box |
The Linear Optimality Tolerance box on the Linear Solver tab:
allows you to control the setting for the linear optimality tolerance. This tolerance is used to determine whether a reduced cost on a variable is significantly different from zero. You may wish to loosen this tolerance (make it larger) on poorly scaled and/or large models to improve performance.
The default setting for the Linear Optimality Tolerance is 1.e-7.