Initializing help system before first use

BARALG

Description
This control determines which barrier algorithm is used to solve the problem. Notably, this is also the control to enable the primal-dual hybrid gradient algorithm.
Type
Integer
Topic areas
Values
-1 
Determined automatically.
0 
Unused.
1 
Use the infeasible-start barrier algorithm.
2 
Use the homogeneous self-dual barrier algorithm.
3 
Start with 2 and optionally switch to 1 during the execution.
4 
Use the hybrid gradient algorithm.
Default value
-1
Note
The automatic setting uses 1 for LP and QP problems and 3 for QCQP problems. Usually the detection of primal or dual infeasibility is more robust with settings 2 or 3, therefore, it is advantageous to use one of these values if the model is presumably infeasible. Setting 4, the hybrid gradient algorithm, is suitable for very large or very degenerate problems.
Affects routines
Category
Control

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