barrier method early termination
AnsweredHello, I try to use barrier method solve a LP problem. Since I would like to obtain an interior point, I try to terminate barrier method by setting "BarIterLimit" as 1. When I get the solution after one iteration, they are infeasible to my LP. The upper bound of all variables is 1, but most of the solution are greater than 1. I am not sure why this happens. I list my model here for your information. Thank you very much.
<model removed - not needed>
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Hi Dong,
Our documentation on Barrier Logging will be helpful here. The Residual - Primal column characterizes the primal infeasibility of the current iterate. If this number is not sufficiently small then the solution is not primal feasible.
Objective Residual
Iter Primal Dual Primal Dual Compl Time
. . . . . . .If you wanted to programmatically terminate when the iterate is primal feasible then you can do so with callbacks, see callback.py for an example which includes querying barrier attributes in Python (other API examples available through our Functional Code Examples page).
See also the Initialization: phase-I methods section of Interior Point Methods on Wikipedia.
- Riley
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