BarHomogeneous Convergence Issue

Answered

Vijay Kumar

October 18, 2023 10:55

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Hello Team,

I would like to have information regarding the BarConvTol limit. For one of the model we have a barconver limit as 1e-5 but barrier algorithm is converging on 1e-8.

We think, this is happening due to BarHomogeneous Algorithm we are applying. Could you please confirm the same? 

Is there any parameter for BarHomogeneous to stop the solver after its attain a certain limit of optimality?

 

Related to

• Barrier

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  David Torres Sanchez

  • Gurobi Staff

  October 20, 2023 15:21

  Hi Vijay,

  Are you solving a QCP? There is another parameter for that: BarQCPConvTol.

  Otherwise, it may be that we are unable to terminate earlier (we need a few more iterations to find a feasible solution or so). You can probably check this with a callback: terminate when your criteria is met and check if the solution is feasible.

  Cheers, 
  David

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