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Notes
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The extended convergence criteria test how well the
linearization approximates the true problem. They depend on the point of linearization
being a reasonable approximation — in particular, that it should be reasonably
close to feasibility. Each constraint is tested at the point of linearization, and the total
positive and negative contributions to the constraint from the columns in the problem are
calculated. A feasibility tolerance is calculated as the largest of XSLP_ECFTOL_A
and
max(abs(Positive), abs(Negative)) * XSLP_ECFTOL_R
If the calculated infeasibility is greater than the tolerance, the point of linearization
is regarded as infeasible and the extended convergence criteria will not be applied.
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