Commit 72060909 authored by wegamekinglc's avatar wegamekinglc

increase accuracy requirement for ECOS solver

parent 95848c8d
......@@ -109,7 +109,7 @@ def linear_builder(er: np.ndarray,
objective = Minimize(-w.T * er)
prob = Problem(objective, constraints)
prob.solve(solver='ECOS')
prob.solve(solver='ECOS', feastol=1e-10, abstol=1e-10, reltol=1e-10)
return prob.status, prob.value, w.value.flatten()
else:
......
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