spConfig.h says that defining MODIFIED_MARKOWITZ has this affect:
* First, under modified
* Markowitz, the search for a pivot can be terminated early if a
* adequate (in terms of sparsity) pivot candidate is found.
It seems this will only happen if there is a huge number of ties of Markowitz product is found, i.e.,
if (NumberOfTies >= MinMarkowitzProduct * TIES_MULTIPLIER)
So, with TIES_MULTIPLIER = 5 (by default), one could have 20 ties of MMP=4 and this would terminate the search without finding a possible MP of 1 that comes later.
-Geoffrey
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spConfig.h says that defining MODIFIED_MARKOWITZ has this affect:
* First, under modified
* Markowitz, the search for a pivot can be terminated early if a
* adequate (in terms of sparsity) pivot candidate is found.
It seems this will only happen if there is a huge number of ties of Markowitz product is found, i.e.,
if (NumberOfTies >= MinMarkowitzProduct * TIES_MULTIPLIER)
So, with TIES_MULTIPLIER = 5 (by default), one could have 20 ties of MMP=4 and this would terminate the search without finding a possible MP of 1 that comes later.
-Geoffrey