Update default PivOptions parameters

QuantEcon · Apr 23, 2021 · 7365960 · 7365960
1 parent 7322983
commit 7365960
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/quantecon/optimize/linprog_simplex.py b/quantecon/optimize/linprog_simplex.py
@@ -15,7 +15,7 @@
 PivOptions = namedtuple(
  'PivOptions', ['fea_tol', 'tol_piv', 'tol_ratio_diff']
 )
-PivOptions.__new__.__defaults__ = (1e-6, 1e-10, 1e-15)
+PivOptions.__new__.__defaults__ = (1e-6, 1e-7, 1e-13)
 
 
 @jit(nopython=True, cache=True)