18-05-2018, 05:09 PM

I am not aware of any option in ANSWER for controlling the convergence of the solution during optimization.

I believe such options must be specified by the user in the solver options file.opt. For additional details, see the documentation specific to the optimizer that you are running.

For example, I found in the GAMS cplex solver manual (cplex.pdf) the following option called "convergence tolerance":

barepcomp (real)

Determines the tolerance on complementarity for convergence of the barrier algorithm. The algorithm will terminate with an optimal solution if the relative complementarity is smaller than this value.

(default = 1e-008)

I believe such options must be specified by the user in the solver options file

For example, I found in the GAMS cplex solver manual (cplex.pdf) the following option called "convergence tolerance":

barepcomp (real)

Determines the tolerance on complementarity for convergence of the barrier algorithm. The algorithm will terminate with an optimal solution if the relative complementarity is smaller than this value.

(default = 1e-008)