ILOG CPLEX 11.0 Parameters Reference Manual > > Alphabetic List of Parameters > Markowitz tolerance |
Markowitz tolerance |
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C Name
CPX_PARAM_EPMRK
C++ Name
EpMrk
Java Name
EpMrk
.NET Name
EpMrk
InteractiveOptimizer
simplex tolerances markowitz
Identifier
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.
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