What does Gurobi do for different values of the NumericFocus parameter?

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  • Silke Horn

    Hi Michael,

    In general, we can say that the higher you set NumericFocus the more careful Gurobi tries to be with numerics in the simplex algorithms, presolve, barrier and crossover. We cannot give you all the details, but here are some of the things that the NumericFocus parameter does: It tightens tolerances such as the Markowitz tolerance, bounds on redundant constraint detection or the step length for barrier. It also makes Gurobi use less aggressive cuts. The higher the setting, the tighter the tolerances. With NumericFocus=3, it also switches to quad precision (Quad=1).

    Best regards,
    Silke

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