I'm using the Java API to CPLEX 20.1, and I would like to get rid of the "Markowitz threshold set to 0.1" messages. (I'm solving LPs in a loop, and the messages get a bit tedious.) I tried invoking both setOut(null) and setWarning(null), but neither blocks the messages. For some reason, the IloCplex class in the Java API does not have a setError() method, even though there is one in the C++ API (in class IloAlgorithm, I think).
Is there any way in Java to block the Markowitz messages?
Thanks,
Paul
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Paul Rubin
Professor Emeritus
Michigan State University
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#DecisionOptimization