Calculate Kappa

Type : Selection

Range : The settings listed below

Default : No

This option can be used to display the basis condition number (‘kappa’). The information will be printed in the message window. Possible values are:

  • No

  • Yes

  • Exact

The basis condition number can be used to measure the sensitivity of a linear problem to the problem data.

Setting ‘Yes’ calculates a quick estimate of the condition number. Setting ‘Exact’ computes the exact condition number which sometimes requires a substantial time.

The basis condition number will only be calculated for LP and RMIP models, and during the postsolve of a MIP model which can be enforced by switching on the general solvers option MIP Calculate Sensitivity Information .

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