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Elaborating on the question, say the optimal solution has a few binary variables which are assigned to 0's and 1's; in reality when comparing these variables,we will often get their values as slightly higher or lower than what they should be exactly.

The absolute range of this slight variation is 10E-5 for Gurobi.(https://www.gurobi.com/documentation/9.5/refman/grb_tolerances_and_the_lim.html).

I need to know what is this default tolerance for CPLEX (I am using the latest CPLEX version using the Python wrapper docplex).

S_Banerjee
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  • The default value of this tolerance is the same in CPLEX as well. (Refer: https://www.ibm.com/docs/en/icos/22.1.1?topic=parameters-integrality-tolerance ; https://stackoverflow.com/questions/58105076/influence-of-tolerances-on-the-binary-variable) – S_Banerjee Apr 29 '23 at 10:42

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I confirm this parameter controls integer tolerance in MIP problems, not only for binary variables, but also for all integer variables.

Philippe Couronne
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The default value of this tolerance is the same in CPLEX as well.

(Refer: https://www.ibm.com/docs/en/icos/22.1.1?topic=parameters-integrality-tolerance; Influence of tolerances on the binary variable?)

S_Banerjee
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  • As it’s currently written, your answer is unclear. Please [edit] to add additional details that will help others understand how this addresses the question asked. You can find more information on how to write good answers [in the help center](/help/how-to-answer). – Community May 03 '23 at 00:43