Hello,
I am using the lpSolve R package to calculate loan-to-value ratios, which is being calculated each day. However, a transient issue with the solution exists. One day the lpSolve successfully calculates the LTV ratios; but the next day, when the exact same input data is passed in, some loan books will fail to converge.
Are we aware of any possible reason why this may occur with lpSolve? Is there any randomisation built into the algorithm causing it to be non-deterministic?
Thanks in advance
Dan