Influences pivot selection during basis factoring.
Purpose
Markowitz
tolerance
| API |
Parameter Name |
Name prior to V12.6.0 |
| C |
CPXPARAM_Simplex_Tolerances_Markowitz |
CPX_PARAM_EPMRK |
| C++ |
IloCplex::Param::Simplex::Tolerances::Markowitz |
EpMrk (double) |
| Java |
IloCplex.Param.Simplex.Tolerances.Markowitz |
EpMrk (double) |
| .NET |
Cplex.Param.Simplex.Tolerances.Markowitz |
EpMrk (double) |
| OPL |
epmrk |
epmrk |
| Python |
parameters.simplex.tolerances.markowitz |
simplex.tolerances.markowitz |
| Interactive |
simplex tolerances markowitz |
simplex tolerances markowitz |
| Identifier |
1013 |
1013 |
|
Description
Influences
pivot selection during basis factoring. Increasing the Markowitz threshold
may improve the numerical properties of the solution.
Values
Any number
from 0.0001 to 0.99999; default: 0.01.