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How to adjust the parameter for termination condition and how to read the output?

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  • Official comment
    Simranjit Kaur
    • Gurobi Staff
    This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
  • Maliheh Aramon
    • Gurobi Staff

    Hi, 

    The barrier algorithm terminates if 1) the primal solution is feasible 2) the dual solution is feasible and 3) the normalized duality gap (the difference between primal and dual objective values) is less than the convergence tolerance, i.e., the BarQCPConvTol parameter value for the QCP problems.

    Your log shows that at iteration 53 where the barrier algorithm encountered numerical issues, the solution is not dual feasible because of the residual as big as 1.17e+02. 

    Is it possible to automatically adjust the parameters in Gurobi?

    You can pass Gurobi parameters to the \(\texttt{cvxpy.solve(**params)}\) method using a Python dictionary in the form \(\texttt{params = {Gurobi parameter name: value}}\). 

    You can consider running your model with Gurobi numerically-alert parameters listed below.

    Hope this helps.


    Best regards,

    Maliheh

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