What's the specific algorithm of barrier used in gurobi?
AnsweredDear all
I’m currently modeling my problem in python. The algorithm of Gurobi used to solve the QP problem is called barrier. As far as I know, this algorithm contains many specific algorithms, and I would like to know what the specific algorithm is used by GUROBI to solve QP problem.
Thank you and best regards
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Hi Linzhi,
Gurobi uses an interior point algorithm with predictor and corrector steps and a barrier objective function.
Best regards,
Jaromił0 -
Hi,
Thank you very much!
And could you please tell what the convergence criterion is in this algorithm?
Best regards,
Linzhi Jiang0 -
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,
Jaromił0
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