How to adjust solving precision

Question

Hi, when I solve an optimization problem (which is convex), though there should be only one optimum solution theoretically, I can get nearly the same objective value but totally different decision variables under different solvers and even within the same solver under multi run.

Now I want to reduce the precision on the variables. Currently the continuous variables may search into 20 digits after the decimal point, how can I limit it into maybe the first two digits after the decimal point? Can AIMMS do this?

Thanks a lot.

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Best answer by Marcel Hunting 7 August 2023, 15:51

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Marcel Hunting · Accepted Answer

Hi@Chunyang. Convex optimization problems can have multiple optimal solutions having the same objective value. For example:min (x+y)^2s.t. x + y = 1You cannot instruct solvers to optimizevariables for only x digits. Solvers have options for changing the convergence tolerance (for the barrier algorithm), orthe feasibility tolerance (for the simplex algorithm) but that way you cannot (indirectly)tell the solver to optimizevariables foronly x digits.

Chunyang · Answer

Hi@Chunyang. Convex optimization problems can have multiple optimal solutions having the same objective value. For example:min (x+y)^2s.t. x + y = 1You cannot instruct solvers to optimizevariables for only x digits. Solvers have options for changing the convergence tolerance (for the barrier algorithm), orthe feasibility tolerance (for the simplex algorithm) but that way you cannot (indirectly)tell the solver to optimizevariables foronly x digits.Thanks a lot.

How to adjust solving precision

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