Is it possible to get the value of the Interior Solution ?

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3 comments

  • Jaromił Najman

    Hi Paul,

    The Barrier algorithm without crossover, i.e., Crossover set to 0, in general returns a solution positioned in the analytic center of the optimal facet (or at least very close to it). This should be the the interior point you are looking for.

    Note that this applies to LPs. For MIPs, Barrier (if set) is used to solve the LP relaxations.

    Please also note that the analytic center and an interior solution do not necessarily mean the same. In general, an analytic center solution is the solution in the weighted center of the optimal facet of an LP while an interior solution can be any point on this optimal facet. However, in some disciplines this small difference is omitted.

    Best regards,
    Jaromił

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  • Paul Maximilian Röhrig

    Good day Jaromił,
    thank you for your feedback on my question.
    I wanted to use the Barrier Method for a MILP, could this lead to problems ?

    Have you ever had any experience using Pareto Optimal Cuts for Benders decomposition ?

    Best regards,
    Paul Maximilian Röhrig

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  • Jaromił Najman

    Hi Paul,

    Using Barrier for a MILP will not lead to problems but you most likely will see a performance loss, since in contrast to the Simplex algorithms, Barrier cannot be warm started.

    Sorry, I don't have any experience with Pareto Cuts for Benders decomposition but maybe some other Community member has and is willing to share their experience.

    Best regards,
    Jaromił

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