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MarkowitzTol


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.