problem.addcbbariteration

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 addcbbariteration.

Synopsis

 problem.addcbbariteration(callback, data, priority)
 barrier_action = callback(my_prob, my_object)

Arguments

callback

The callback function itself. This takes two arguments, my_prob and my_object, and returns an integer return value. This function is called at every barrier iteration.

my_prob

The problem passed to the callback function, fubi.

my_object

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

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;

data

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
def BarrierIterCallback(my_prob, my_object):

    current_iteration = my_prob.attributes.bariter

    PrimalObj = my_prob.attributes.barprimalobj
    DualObj   = my_prob.attributes.bardualobj

    Gap = DualObj - PrimalObj

    PrimalInf        = my_prob.attributes.barprimalinf
    DualInf          = my_prob.attributes.bardualinf
    ComplementaryGap = my_prob.attributes.barcgap

    # decide if stop or continue
    barrier_action = 0
    if(current_iteration >= 50 or
        Gap <= 0.1 * max(abs(PrimalObj), abs(DualObj))):
        barrier_action = 2

    return barrier_action

# To set callback:
prob.addcbbariteration(BarrierIterCallback, myobj, 0)

Further information

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

2. 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 problem.getlpsol.

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problem.addcbbariteration

problem.addcbbariteration