implement tolerances in gurobi

2012-10-28 16:07:37 +00:00
parent 10dafe60ef
commit 11d6b4c601
1 changed files with 4 additions and 2 deletions
--- a/src/linear_solver/gurobi_interface.cc
+++ b/src/linear_solver/gurobi_interface.cc
@@ -536,11 +536,13 @@ void GRBInterface::SetRelativeMipGap(double value) {
 }

 void GRBInterface::SetPrimalTolerance(double value) {
-  // FIXME
+  const int status = GRBsetdblattr (model_, GRB_DBL_PAR_FEASIBILITYTOL, value);
+  DCHECK_EQ(0, status);
 }

 void GRBInterface::SetDualTolerance(double value) {
-  // FIXME
+  const int status = GRBsetdblattr (model_, GRB_DBL_PAR_OPTIMALITYTOL, value);
+  DCHECK_EQ(0, status);
 }

 void GRBInterface::SetPresolveMode(int value) {