ILOG CPLEX 11.0 Parameters Reference Manual > > Alphabetic List of Parameters > Markowitz tolerance

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.