How to use CALLBACK to terminate model early?
AnsweredI'm confused about the following parameters about simplex alg.
SPX_PRIMINF | SIMPLEX | double | Current primal infeasibility. |
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SPX_DUALINF | SIMPLEX | double | Current dual infeasibility. |
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I'd like to know what they mean. For example, what number means what status of infeasibility? Is there any explanation?
About barrier alg., I also have a similar question about
BARRIER_PRIMINF | BARRIER | double | Primal infeasibility for current barrier iterate. |
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BARRIER_DUALINF | BARRIER | double | Dual infeasibility for current barrier iterate. |
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Then, is there an implementation of early termination for simplex and barrier methods? also of the primal and dual methods?
The programming language is Python.
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The discussion in the community post Limit solutions for an LP might be helpful.
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