Does the barrier method for LP automatically start from the dual problem?




  • Official comment
    Yuriy Zinchenko

    Hello Bo:


    we do apply dual transformation automatically (in some cases), specifically, indeed, when A is "long and narrow" we would look into that with the code. In other words, the matrix "aspect ratio" (m/n) is one of the main problem statistics we look at when deciding if it is worth solving the dual instead of the primal.  

    Regarding the full rank, we do not require this, but generally speaking non-full rank in A may lead to some numerical issues (very rare).  If you can make sure the matrix is full rank, this would not hurt.


    Hope this helps,

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  • Bo Yang

    I also want to ask if the matrix A is full column rank (given m>>n), would Gurobi benefit from this condition? Thank you for your answer.

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