How to use CALLBACK to terminate model early?

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Zhongkui Ma

2024年05月05日 04:47

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I'm confused about the following parameters about simplex alg.

SPX_PRIMINF	SIMPLEX	double	Current primal infeasibility.

SPX_DUALINF	SIMPLEX	double	Current dual infeasibility.

I'd like to know what they mean. For example, what number means what status of infeasibility? Is there any explanation?

About barrier alg., I also have a similar question about

BARRIER_PRIMINF	BARRIER	double	Primal infeasibility for current barrier iterate.

BARRIER_DUALINF	BARRIER	double	Dual infeasibility for current barrier iterate.

Then, is there an implementation of early termination for simplex and barrier methods? also of the primal and dual methods?

The programming language is Python.

関連

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  Marika Karbstein

  • Gurobi Staff

  2024年05月06日 12:43

  The discussion in the community post Limit solutions for an LP might be helpful.

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