Standard Excel Solver - Tolerance Option for Integer Problems

Tolerance Option for Integer Problems

When you solve a problem with integer constraints (a mixed-integer programming or MIP problem, which can take a great deal of time), the solution process is governed by the Tolerance option in the Solver Options dialog. Since the default setting of the Tolerance option is 0.05, the Solver stops when it has found a solution satisfying the integer constraints whose objective is within 5% of the true integer optimal value. Therefore, you may know of or be able to discover an integer solution which is"better" than the one found by the Solver.

The reason that the default setting of the Tolerance option is 0.05 is that the solution process for integer problems -- which can take a great deal of time in any case -- often finds a near-optimal solution (sometimes the optimal solution) relatively quickly, and then spends far more time exhaustively checking other possibilities to find (or verify that it has found) the very best integer solution. The Tolerance option default setting is a compromise value that often saves a great deal of time, and still ensures that a solution returned by the Solver will be within 5% of the true integer optimal solution.

To ensure that the Solver finds the true integer optimal solution -- possibly at the expense of far more solution time -- set the Tolerance option to a value of zero. For more information on how the Tolerance option is used, consult Precision and Tolerance.

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