The Linear Programming Solver

Iteration Log for the Interior Point Solver

The interior point solver implements an infeasible primal-dual predictor-corrector interior point algorithm. The following information is displayed in the iteration log:

Iter
indicates the iteration number

Complement
indicates the (absolute) complementarity

Duality Gap
indicates the (relative) duality gap

Primal Infeas
indicates the (relative) primal infeasibility measure

Bound Infeas
indicates the (relative) bound infeasibility measure

Dual Infeas
indicates the (relative) dual infeasibility measure

If the sequence of solutions converges to an optimal solution of the problem, you should see all columns in the iteration log converge to zero or very close to zero. If they do not, it can be the result of insufficient iterations being performed to reach optimality. In this case, you might need to increase the value specified in the option MAXITER= or MAXTIME=. If the complementarity and/or the duality gap do not converge, the problem might be infeasible or unbounded. If the infeasibility columns do not converge, the problem might be infeasible.

Previous Page | Next Page | Top of Page