barrier method early termination

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Dong Han

2023年12月30日 04:54

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Hello, I try to use barrier method solve a LP problem. Since I would like to obtain an interior point, I try to terminate barrier method by setting "BarIterLimit" as 1. When I get the solution after one iteration, they are infeasible to my LP. The upper bound of all variables is 1, but most of the solution are greater than 1. I am not sure why this happens. I list my model here for your information. Thank you very much.

<model removed - not needed>

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• Barrier

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  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:32

  This post is more than two 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 try Gurobot, our chatbot interface offering instant, expert-level support.
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  Riley Clement

  • Gurobi Staff

  2024年01月02日 01:51 編集済み

  Hi Dong,

  Our documentation on Barrier Logging will be helpful here.  The Residual - Primal column characterizes the primal infeasibility of the current iterate.  If this number is not sufficiently small then the solution is not primal feasible.

                    Objective                Residual
  Iter       Primal          Dual         Primal    Dual     Compl     Time
    .           .              .             .        .        .         .

  If you wanted to programmatically terminate when the iterate is primal feasible then you can do so with callbacks, see callback.py for an example which includes querying barrier attributes in Python (other API examples available through our Functional Code Examples page).

  See also the Initialization: phase-I methods section of Interior Point Methods on Wikipedia.

  - Riley

   

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