XSLP_ENFORCEMAXCOST
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Description
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Maximum penalty cost in the objective before enforcing most violating rows
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Type
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Double
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Default value
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10000000000
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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. 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, controlled by
XSLP_ENFORCECOSTSHRINK.
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Affects routines
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See also
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