What's the specific algorithm of barrier used in gurobi?

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3 comments

  • Jaromił Najman

    Hi Linzhi,

    Gurobi uses an interior point algorithm with predictor and corrector steps and a barrier objective function.

    Best regards,
    Jaromił

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  • Linzhi Jiang

    Hi,

    Thank you very much!

    And could you please tell what the convergence criterion is in this algorithm?

    Best regards,
    Linzhi Jiang

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  • Jaromił Najman

    Hi Linzhi,

    The algorithm terminates when the difference between the primal and dual objective value reaches some given threshold. For QCPs, this threshold is defined by BarQCPConvTol and by BarConvTol for LPs.

    Best regards,
    Jaromił

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