XSLP_BARSTALLINGOBJLIMIT, SLPBARSTALLINGOBJLIMIT
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Description
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Number of iterations over which to measure the objective change for barrier iterations with no crossover
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Type
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Integer
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Default value
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3
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Note
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On large problems, it may be beneficial to warm start progress by running a number of iterations with the barrier solver without crossover by setting
XSLP_BARLIMIT to a positive value and setting
XPRS_CROSSOVER to 0. A potential drawback is slower convergence due to the interior point provided by the barrier solve keeping a higher number of variables active. This may lead to stalling in progress, negating the benefit of using the barrier. When in the last
XSLP_BARSTALLINGOBJLIMIT iterations no significant progress has been made, crossover is automatically enabled.
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Affects routines
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See also
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