XPRSaddcbbariteration

Purpose

Declares a barrier iteration callback function, called after each iteration during the interior point algorithm, with the ability to access the current barrier solution/slack/duals or reduced cost values, and to ask barrier to stop. This callback function will be called in addition to any callbacks already added by XPRSaddcbbariteration.

Synopsis

 int XPRS_CC XPRSaddcbbariteration (XPRSprob prob, void (XPRS_CC *f_bariteration)( XPRSprob my_prob, void *my_object, int *barrier_action), void *object, int priority);

Arguments

prob

The current problem.

f_bariteration

The callback function itself. This takes three arguments, my_prob, my_object, and barrier_action serving as an integer return value. This function is called at every barrier iteration.

my_prob

The problem passed to the callback function, f_bariteration.

my_object

The user-defined object passed as object when setting up the callback with XPRSaddcbbariteration.

barrier_action

Defines a return value controlling barrier:

<0	continue with the next iteration;
=0	let barrier decide (use default stopping criteria);
1	barrier stops with status not defined;
2	barrier stops with optimal status;
3	barrier stops with dual infeasible status;
4	barrier stops wih primal infeasible status;

object

A user-defined object to be passed to the callback function, f_bariteration.

priority

An integer that determines the order in which callbacks of this type will be invoked. The callback added with a higher priority will be called before a callback with a lower priority. Set to 0 if not required.

Example

This simple example demonstrates how the solution might be retrieved for each barrier iteration.

// Barrier iteration callback
void XPRS_CC BarrierIterCallback(XPRSprob my_prob,
                  void *my_object, int *barrier_action) {
  int current_iteration;
  double PrimalObj, DualObj, Gap, PrimalInf, DualInf,
    ComplementaryGap;

  my_object_s *my = (my_object_s *) my_object;

  XPRSgetintattrib(my_prob, XPRS_BARITER, &current_iteration);

  // try to get all the solution values
  XPRSgetlpsol(my_prob, my->x, my->slacks, my->y, my->dj);

  XPRSgetdblattrib(my_prob, XPRS_BARPRIMALOBJ, &PrimalObj);
  XPRSgetdblattrib(my_prob, XPRS_BARDUALOBJ, &DualObj);
  Gap = DualObj - PrimalObj;
  XPRSgetdblattrib(my_prob, XPRS_BARPRIMALINF, &PrimalInf);
  XPRSgetdblattrib(my_prob, XPRS_BARDUALINF, &DualInf);
  XPRSgetdblattrib(my_prob, XPRS_BARCGAP, &ComplementaryGap);

  // decide if stop or continue
  *barrier_action = BARRIER_CHECKSTOPPING;
  if (current_iteration >= 50
      || Gap <= 0.1*max(fabs(PrimalObj),fabs(DualObj))) {
    *barrier_action = BARRIER_OPTIMAL;
  }
}

// To set callback:
XPRSaddcbbariteration(xprob, BarrierIterCallback, (void *) &my, 0);

Further information

1. Only the following functions are expected to be called from the callback: XPRSgetlpsol and the attribute/control value retrieving and setting routines.

2. General barrier iteration values are available by using XPRSgetdblattrib to retrieve:

BARPRIMALOBJ - current primal objective
BARDUALOBJ - current dual objective
BARPRIMALINF - current primal infeasibility
BARDUALINF - current dual infeasibility
BARCGAP - current complementary gap

3. Please note that these values refer to the scaled and presolved problem used by barrier, and may differ from the ones calculated from the postsolved solution returned by XPRSgetlpsol.

Contents

Index

Glossary

Search Results

XPRSaddcbbariteration

XPRSaddcbbariteration