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

Answered

Linzhi Jiang

• August 04, 2020 02:48

Dear 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

0

• 

  Jaromił Najman

  Gurobi Staff

  • August 13, 2020 09:36

  Hi Linzhi,

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

  Best regards,
  Jaromił

  0
• 

  Linzhi Jiang

  • August 14, 2020 03:33

  

  

  

  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

  • August 14, 2020 07:43

  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

Please sign in to leave a comment.