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Theoretical Background on BarHomogeneous parameter



1 comment

  • Yuriy Zinchenko
    Gurobi Staff Gurobi Staff

    Hello Yannic:

    barHomogeneous = 1 parameter refers to using the so-called homogeneous self-dual embedding that amongst other things allows to set the initial point for the barrier (the other alternative is the so-called infeasible start IPM).  You can find some background here, and there are many other papers on the subject (LP is not very difficult to extend to SOCP).

    We typically see the homogeneous embedding as more numerically stable but a little bit more expensive computationally, so it is not used as the default setting.

    Hope this helps.



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