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. This functionality is not available for the hybrid gradient method.

Topic areas

Callback, Barrier

Synopsis

 int XPRS_CC XPRSaddcbbariteration (XPRSprob prob, void (XPRS_CC *bariteration)( XPRSprob cbprob, void *cbdata, int *p_action), void *data, int priority);

Arguments

prob

The current problem.

bariteration

The callback function itself. This takes three arguments, cbprob, cbdata, and p_action serving as an integer return value. This function is called at every barrier iteration.

cbprob

The problem passed to the callback function, bariteration.

cbdata

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

p_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 data to be passed to the callback function, 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 cbprob,
                  void *cbdata, int *p_action) {
  int currentIteration, nCols, nRows;
  double primalObj, dualObj, gap, primalInf, dualInf,
    complementaryGap;

  my_object_s *my = (my_object_s *) cbdata;

  XPRSgetintattrib(cbprob, XPRS_BARITER, &currentIteration);
  XPRSgetintattrib(cbprob, XPRS_INPUTCOLS, &nCols);
  XPRSgetintattrib(cbprob, XPRS_INPUTROWS, &nRows);

  // try to get all the solution values
  XPRSgetcallbacksolution(cbprob, NULL, my->x, 0, nCols - 1);
  XPRSgetcallbackslacks(cbprob, NULL, my->slacks, 0, nRows - 1);
  XPRSgetcallbackduals(cbprob, NULL, my->y, 0, nRows - 1);
  XPRSgetcallbackredcosts(cbprob, NULL, my->dj, 0, nCols - 1);

  XPRSgetdblattrib(cbprob, XPRS_BARPRIMALOBJ, &primalObj);
  XPRSgetdblattrib(cbprob, XPRS_BARdUALOBJ, &dualObj);
  gap = dualObj - primalObj;
  XPRSgetdblattrib(cbprob, XPRS_BARPRIMALINF, &primalInf);
  XPRSgetdblattrib(cbprob, XPRS_BARDUALINF, &dualInf);
  XPRSgetdblattrib(cbprob, XPRS_BARCGAP, &complementaryGap);

  // decide if stop or continue
  *p_action = BARRIER_CHECKSTOPPING;
  if (currentIteration >= 50
      || gap <= 0.1*max(fabs(primalObj),fabs(dualObj))) {
    *p_action = BARRIER_OPTIMAL;
  }
}

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

Further information

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

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 XPRSgetcallbacksolution.

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XPRSaddcbbariteration