In[1]:= Complement[{0.03`, 0.030000000000000002`}, {0.03`, 0.03`}, {0.030000000000000002`, 0.030000000000000002`}]
Out[1]= {}
Perhaps a specific example that fails might help track this down.
In the help system, hidden behind the Details and Options tab, that seems so often to be overlooked, it says
Complement[Subscript[e, all],Subscript[e, 1],..,SameTest->test]
so you can craft your own specific test to be anything you want.
Unfortunately it doesn't seem to give a nice example showing the syntax of a SameTest.
