optionsCplexAPITol {ivmte}

Function to extract feasibility tolerance from CPLEX options

Description

This function parses through the user-submitted CPLEX options to determine what the feasibility tolerance is. This tolerance can then be used for the audit. If the user does not set the CPLEX feasibility tolerance, then a default value of 1e-06 is returned.

Usage

optionsCplexAPITol(options)

Arguments

options

list, the set of options submitted by the user.

Value

scalar, the level to set the audit tolerance at.