Retrieve relative gap and dual objective value

Awaiting user input

jake roth

• March 07, 2023 16:37

I am running a barrier method to solve an LP and a QP and would like to retrieve

1. final residuals: primal infeasibility, dual infeasibility, relative objective value gap
2. final dual objective value

For (1), is this: MaxVio, DualVio, ComplVio?

For (2), is there an attribute for this?

 

Related to

• Tolerances
• Attribute

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  Mario Ruthmair

  Gurobi Staff

  • March 13, 2023 09:19

  Hi Jake,

  (1) There are only solution quality attributes related to the model, not to particular variables or constraints. They give you the maximal violations over the whole solution:

  • BoundVio, ConstrVio, ConstrResidual give you the primal violations
  • DualVio, DualResidual give you the dual violations
  • ComplVio gives you the complementarity of the current primal/dual solution pair (which should be zero)
  • MaxVio is the maximum over all the above.

  (2) You can query the dual objective value via model attribute ObjBound.

  Best regards,
  Mario

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  jake roth

  • July 25, 2023 19:52
  • Edited

  

  

  

  Thanks Mario! When I query this field for an LP solved with barrier, I find that I obtain an error (1005: DATA_NOT_AVAILABLE) though the optimal objective is nonzero and the solver terminates successfully with the correct solution. Is there a field/attribute that contains the final dual residual value from the barrier log?

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  Mario Ruthmair

  Gurobi Staff

  • July 31, 2023 10:56

  I just solved an LP with barrier and was able to query successfully the attribute "DualResidual" after the optimization finished. Could it be that your final state was not "Optimal"?

   

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