Relative Pivot Tolerance during Basis Updates

Type

Floating point number

Range

[3e-13,0.001]

Default

1e-7

This option specifies the relative pivot tolerance during basis updates. During basis changes CONOPT attempts to use cheap updates of the LU-factors of the basis. A pivot is considered large enough relative to the alternatives in the column if its absolute value is at least RPT * the other element, where RPT denotes the value of this option. Smaller values of RPT will allow sparser basis updates but may cause accumulation of larger numerical errors.

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• Relative Pivot Tolerance