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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: Only affects QP/QCP/MIQP/MIQCP models

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