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CholeskyTol Property

Newton barrier: The tolerance for pivot elements in the Cholesky decomposition of the normal equations coefficient matrix, computed at each iteration of the barrier algorithm. If the absolute value of the pivot element is less than or equal to CHOLESKYTOL, it merits special treatment in the Cholesky decomposition process.

Namespace:  Optimizer
Assembly: xprsdn (in xprsdn.dll) Version: 45.01.02+1f9fd7ff9a8620394fec1839699751312debed40
Syntax
C# 
public double CholeskyTol { get; set; }

Property Value

Double
See Also
Parent Topic XPRSprob Properties

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