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MarkowitzTol
Threshold pivoting tolerance
| Type: | double | |
|---|---|---|
| Default value: | 0.0078125 | |
| Minimum value: | 1e-4 | |
| Maximum value: | 0.999 |
The Markowitz tolerance is used to limit numerical error in the simplex algorithm. Specifically, larger values reduce the error introduced in the simplex basis factorization. A larger value may avoid numerical problems in rare situations, but it will also harm performance.
For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples.
