Performance profiles for different objective value tolerances.
The profile utility compares solver outcomes of any number of given
solvers (up to 8) over a model test set. The tool is described in detail
A solver is considered feasible or optimal, if it has the proper model
and solver return codes and the relative objective value error is within
n % of the best possible solution. If the best found objective
value is 0, then the absolute objective value error is used.
The following relative objective value tolerances are used:
Only best objective value (i.e. 0 % of best solution found.
Actual tolerance used is 1e-5 using relative error)
No objective value tolerance, i.e. we do not check if obj is best found.