CHOLESKYTOL

Newton barrier: The zero 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.

Description	Newton barrier: The zero 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.
Type	Double
Default value	1.0E-15
Affects routines	XPRSmaxim (MAXIM), XPRSminim (MINIM).