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Warning: max constraint violation exceeds tolerance



1 comment

  • Daniel Espinoza

    Hi Damian,

    Several comments:

    - First, not having a large matrix range does not mean that your model does not have numerical issues (the other way is also true, i.e. having a large coefficient range does not necessarily mean your model does have numerical issues). This is just an indication.

    - If you solve your model with different parameters or seeds and start to get different answers, that is a strong indication that there might be a numerical issue with your model

    - You can change the target tolerance and get better (more accurate) results by tightening primal, dual, and integrality tolerances, but before doing so, you should ask yourself if the solution you are getting makes sense or not (i.e. if having a tolerance of 8e-6 is good enough for your purposes), that really depends on the context.

    Best regards


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