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FICO
3 years agoCommunity Manager
Additional execution after crossover
I am running a problem with the Newton Barrier method using crossover as I need to compute dual variables. However, after crossover completes in approx 50 seconds it starts another process that take...
FICO
3 years agoCommunity Manager
Hi Diego,
the issue seems to be that barrier did not actually manage to solve the problem to optimality but ran into numerical issues and terminated with large infeasibilities and complementarity. In this case also crossover will only find a basic solution with no-worse objective and infeasibilities than that, and the final cleanup of dual infeasibilities has to do the actual work to solve the problem.
If you can provide an mps file (either here or also privately via email) we could have a look why barrier struggles. You could also try BARALG=2 which tends to be more stable when encountering numerical difficulties.
Best,
Tristan
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