Initializing help system before first use

The Barrier Log

The first line of the barrier log displays statistics about the Cholesky decomposition needed by the barrier algorithm. This line contains the following values:

Dense cols The number of dense columns identified in the factorization.
NZ(L) The number of nonzero elements in the Cholesky factorization.
Flops The number of floating point operations needed to perform one factorization.

During the barrier optimization, a summary log is displayed in every iteration. This summary log has the form:

Its The number of iterations taken so far.
P.inf Maximal violation of primal constraints.
D.inf Maximal violation of dual constraints.
U.inf Maximal violation of upper bounds.
Primal obj Value of the primal objective function.
Dual obj Value of the dual objective function.
Compl Value of the average complementarity.

After the barrier algorithm a crossover procedure may be applied. This process prints at most 3 log lines about the different phases of the crossover procedure. The structure of these lines follows The Simplex Log described in the section above.

If BAROUTPUT is set to 0, no log is displayed until the barrier algorithm finishes.

© 2001-2020 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.