PSDTol


PSDTol

Positive semi-definite tolerance
Type: double
Default value: 1e-6
Minimum value: 0
Maximum value: Infinity

Sets a limit on the amount of diagonal perturbation that the optimizer is allowed to perform on a Q matrix in order to correct minor PSD violations. If a larger perturbation is required, the optimizer will terminate with a GRB_ERROR_Q_NOT_PSD error.

Note: QP/QCP/MIQP/MIQCP only

For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples.