Calculate Kappa

Type

Selection

Range

The settings listed below

Default

No

This option can be used to display the basis condition number (‘kappa’). The information will be printed in the message window. Possible values are:

  • No

  • Yes

  • Exact

The basis condition number can be used to measure the sensitivity of a linear problem to the problem data.

Setting ‘Yes’ calculates a quick estimate of the condition number. Setting ‘Exact’ computes the exact condition number which sometimes requires a substantial time.

The basis condition number will only be calculated for LP and RMIP models, and during the postsolve of a MIP model which can be enforced by switching on the general solvers option MIP Calculate Sensitivity Information .

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