XSLP_ENFORCECOSTSHRINK
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Description
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Factor by which to decrease the current penalty multiplier when enforcing rows.
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Type
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Double
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Default value
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0.00001
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Notes
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When feasiblity of a row cannot be achieved by increasing the penalty cost on its error variable, removing the variable (fixing it to zero) can force the row to be satisfied, as set by
XSLP_ENFORCEMAXCOST. After the error variables have been removed (which is equivalent to setting to row to be enforced) the penalties on the remaining error variables are rebalanced to allow for a reduction in the size of the penalties in the objective in order to achive better numerical behaviour.
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Affects routines
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See also
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