The Linear Programming Solver

Iteration Log for the Crossover Algorithm

The crossover algorithm takes an optimal solution from the interior point algorithm and transforms it into an optimal basic solution. The iterations of the crossover algorithm are similar to simplex iterations; this similarity is reflected in the format of the iteration logs.

When LOGFREQ= 1, the following information is printed in the iteration log:

Phase

indicates whether the primal crossover (PC) or dual crossover (DC) technique is used.

Iteration

indicates the iteration number.

Objective Value

indicates the total amount by which the superbasic variables are off their bound. This value decreases to 0 as the crossover algorithm progresses.

Time

indicates the time elapsed (in seconds).

Entering Variable

indicates the entering pivot variable. A slack variable that enters the basis is indicated by the corresponding row name followed by "(S)".

Leaving Variable

indicates the leaving pivot variable. A slack variable that leaves the basis is indicated by the corresponding row name followed by "(S)".

When you omit the LOGFREQ= option or specify a value greater than 1, only the phase, iteration, objective value, and time information are printed in the iteration log.

After all the superbasic variables have been eliminated, the crossover algorithm continues with regular primal or dual simplex iterations.