What is the Kappa attribute?

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Bo Yang

2021年04月28日 05:33

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Dear Sir/Madam,

I'm trying to measure the ill-conditioning of my LP. The manual says the Kappa value could reflect whether the LP is ill-conditioned. But I'm not sure how you define the Kappa. Is it as same as the condition number of the matrix? That is, the ratio of the largest to the smallest singular values?

Thank you for your help. 

Best,

Bo

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:56 編集済み

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Jaromił Najman

  • Gurobi Staff

  2021年04月28日 08:12

  Hi Bo,

  Please have a look at our documentation on the Kappa value. Please also note that the Kappa attribute is only the estimated value of Kappa while the KappaExact attribute provides the exact condition number. However, computing the exact Kappa is computationally more expensive.

  Best regards,
  Jaromił

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