Solving master problems using interior point method

[svigerske]

Issue created by migration from Trac.

Original creator: jchristoffer

Original creation time: 2011-01-05 12:44:44

Version: 0.8.7

CC: @mgalati13

In DecompAlgo.cpp I tried to set DO_INTERIOR. I managed to get it to run, but it terminates with an assertion failure – saying that Barrier limit on dual objective exceeded.

I guess the barrier algorithm doesn’t find a feasible solution (within the set limit), and the infeasible state is not set properly (as stated in the comments of the code). Is this the case?

I have attached the log, source code, and data for my problem.

PS. To get it to compile I modified DecompAlgo.cpp so that

 int cpxStat=0, cpxMethod=0;

is initialised outside the switch clause in DecompAlgo::solutionUpdate

[svigerske]

Attachment SILCEP-src.zip by jchristoffer created at 2011-01-05 12:49:21

source code for the problem

[svigerske]

Attachment silcep3node.dat by jchristoffer created at 2011-01-05 12:50:17

sample data

[svigerske]

Attachment silcep.parm by jchristoffer created at 2011-01-05 12:52:23

parameter file

[svigerske]

Attachment log.txt by jchristoffer created at 2011-01-05 12:53:05

log output