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barrier method early termination



1 comment

  • Riley Clement
    Gurobi Staff Gurobi Staff

    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 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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