Dealing with 'Sub-optimal termination' in Barrier Method

Answered

Comments

1 comment

  • Silke Horn

    You could try tightening the barrier convergence tolerance (BarConvTol). There is a trade-off between the effort spent in barrier and that spent in crossover. If barrier is performing well (and from what I can see, the last iteration takes pretty much average time), tightening this tolerance can sometimes reduce the time spent in crossover.

    You might also want to take a look at the numerical properties of your model. Your matrix range is rather big [2e-04, 8e+03]. Maybe our Numerics Guidelines can be helpful.

    0
    Comment actions Permalink

Please sign in to leave a comment.

Powered by Zendesk