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

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4 comments

  • Official comment
    Simranjit Kaur
    Gurobi Staff Gurobi Staff
    This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    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
    Gurobi-versary
    First Comment
    First Question

    Hi,

    Thank you very much!

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

    Best regards,
    Linzhi Jiang

    0
  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    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

    0

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