In many cases, the quantity is reduced by approximately a factor of per iteration in the last few iterations. Tolerance on the primal and the dual steplengths. If either one of these drops below , the algorithm terminates. If the infeasibility or dgap is large, it is recommended to try restarting with either a reduced value of or with and set to larger multiples of the identity. Relative tolerance on the total error, imposing the condition reltol is usually set to a value smaller than that of abstol .
Successful termination takes place when both the absolute and relative conditions are satisfied.
Either one can be relaxed by making the corresponding tolerance large. This check is performed only when has been reduced below . These parameters attempt to achieve a judicious balance between feasibility and complementarity by trading the former in return for the latter. This is normal near the solution. Upon termination, summary information is provided by the script sdp.m regardless of the value of .