XSLP_OTOL

The static objective (2) convergence criterion does not measure convergence of individual variables. Instead, it measures the significance of the changes in the objective function over recent SLP iterations. It is applied when all the variables interacting with active constraints (those that have a marginal value of at least XSLP_MVTOL) have converged. The rationale is that if the remaining unconverged variables are not involved in active constraints and if the objective function is not changing significantly between iterations, then the solution is more-or-less practical.
The variation in the objective function is defined as

Obj = MAX_Iter(Obj) - MIN_Iter(Obj)

where Iter is the XSLP_OCOUNT most recent SLP iterations and Obj is the corresponding objective function value.
If ABS(Obj) AVG_Iter(Obj)*XSLP_OTOL_R
then the problem has converged on the relative static objective (2) convergence criterion.
The static objective function (2) test is applied only if XSLP_OCOUNT is at least 2.

Description	Relative static objective (2) convergence tolerance
Type	Double
Default value	0.00001
Notes	The static objective (2) convergence criterion does not measure convergence of individual variables. Instead, it measures the significance of the changes in the objective function over recent SLP iterations. It is applied when all the variables interacting with active constraints (those that have a marginal value of at least XSLP_MVTOL) have converged. The rationale is that if the remaining unconverged variables are not involved in active constraints and if the objective function is not changing significantly between iterations, then the solution is more-or-less practical. The variation in the objective function is defined as Obj = MAX_Iter(Obj) - MIN_Iter(Obj) where Iter is the XSLP_OCOUNT most recent SLP iterations and Obj is the corresponding objective function value. If ABS(Obj) AVG_Iter(Obj)XSLP_OTOL_R* then the problem has converged on the relative static objective (2) convergence criterion. The static objective function (2) test is applied only if XSLP_OCOUNT is at least 2.
Affects routines	XSLPmaxim, XSLPminim
See also	XSLP_OCOUNT, XSLP_OTOL_A