Basis Factorization Controls

class ecyglpki.FactorizationControls

The basis factorization control parameter object

>>> p = Problem()
>>> r = FactorizationControls(p)
eps_tol

Tolerance below which numbers are replaced by zero, a Real number

nfs_max

Maximal number of additional row-like factors, an int

(Used only when type contains 'Forrest-Tomlin'.)

nrs_max

Maximal number of additional row and columns, an int

(Used only when type contains 'Bartels-Golub' or 'Givens'.)

piv_lim

Number of pivot candidates that need to be considered, an int ≥1

piv_tol

Markowitz threshold pivoting tolerance, a Real number

(Value must lie between 0 and 1.)

suhl

Whether to use Suhl heuristic, a bool

type

The basis factorization type, str pairs

Possible first components:

  • 'LU': plain LU factorization
  • 'BTLU': block-triangular LU factorization

Possible second components

  • 'Forrest-Tomlin': Forrest–Tomlin update applied to U (only with plain LU factorization)
  • 'Bartels-Golub': Bartels–Golub update applied to Schur complement
  • 'Givens': Givens rotation update applied to Schur complement
>>> r.type  # the GLPK default
('LU', 'Forrest-Tomlin')

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