Re: Warning on max constraint violation (9.9483e-04) exceeds tolerance

Answered

Dhiraj Yadav

• May 21, 2024 06:51

This message is shown while running the code. The question is how should i avoid getting these warnings while getting the optimal solution.

Best,

Dhiraj

Related to

• Tolerances
• Numerics

0

• 

  Riley Clement

  Gurobi Staff

  • May 24, 2024 13:00

  Hi Dhiraj,
  
  Violations can sometimes be unavoidable, depending on the model.  Here are a list of settings to try and reduce:
  
  NumericFocus=1
  NumericFocus=2
  NumericFocus=3
  ScaleFlag=0
  Aggregate=0
  IntegralityFocus=1
  MarkowitzTol=0.999
  FeasibilityTol=1e-9
  Presolve=0
  
  Descriptions can be found here:
  Parameter Descriptions
  
  - Riley

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