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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