Is it possible to allow a range for |Aeq*x-beq|<10e-6 in intlinprog function?

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Benson Gou
Benson Gou 2025-4-8
编辑： Matt J 2025-4-9
Good morning, everyone,
In MATLAB's intlinprog function, is it possible to specify a tolerance for the equality constraints such that the solution satisfies ∣Aeq⋅x−beq∣ <10−6 rather than requiring exact equality? In other words, can I define a tolerance range for the equality constraints to allow for small numerical deviations, and if so, how can this be configured within the solver settings?
I'm working with a model where strict equality sometimes leads to infeasibility due to rounding or numerical issues, so I’d like to relax the constraint slightly while still maintaining high accuracy.
Thanks.
Benson

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回答（2 个）

Torsten
Torsten 2025-4-8
移动：Torsten 2025-4-8
Which vector norm for the inequality ∣Aeq⋅x−beq∣ <10−6 do you have in mind ?
Aeq*x - beq <= 1e-6
Aeq*x - beq >= -1e-6
would define your constraint elementwise.
Matt J
Matt J 2025-4-9
编辑：Matt J 2025-4-9
is it possible to specify a tolerance for the equality constraints such that the solution satisfies ∣Aeq⋅x−beq∣ <10−6 rather than requiring exact equality
Not only is it possible, it is always done.The ConstraintTolerance optimoptions parameter sets the tolerance on both the equality and inequality constraints,
https://www.mathworks.com/help/optim/ug/intlinprog.html#btv2x05

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