GUROBI Barrier Parameter Options

You can change the Barrier options for GUROBI by choosing GUROBI parameters from the Options menu and then pressing the Barrier tab. This will display the dialog box shown below:

Figure 4.66: The Barrier Tab in the GUROBI Options Dialog Box

List of Options

Option Name MPL Name Solver Param ParamNr Type Default Min Max
Crossover Strategy BarCrossover CROSSOVER 59 list -1 -1 4
Crossover Initial Basis BarCrossBasis CROSSOVERBASIS 60 list 0 0 1
Barrier Ordering BarOrder BARORDER 64 list -1 -1 1
Barrier Iteration Limit BarIterLimit BARITERLIMIT 63 int 0 0 MAXINT
Barrier Corrections Limit BarCorrectors BARCORRECTORS 62 int -1 -1 MAXINT
Barrier Convergence Tolerance BarConvTol BARCONVTOL 61 int -1 -1 MAXINT
Positive Semi-Definte Tolerance PosSemiDefTol PSDTOL 76 real 1e-6 0.0 MAXREAL
Homogeneous Algorithm BarHomogeneous BARHOMOGENEOUS 75 list -1 -1 1


Description of Options

Crossover Strategy

Determines the crossover strategy used to transform the barrier solution into a basic one.

Automatic (-1) GUROBI decides.
Disable, use interior solution (0) No crossover performed.
Dual first,finish with primal (1) Pushes dual variables first then primal, finishes with primal.
Dual first, finsih with dual (2) Pushes dual variables first then primal, finishes with dual.
Primal first, finish with primal (3) Pushes primal variables first then dual, finishes with primal.
Primal first, finsih with dual (4) Pushes primal variables first then dual, finishes with dual.

Crossover Initial Basis

Determines the crossover strategy used to transform the barrier solution into a basic one.

Choose Quickly (0) Chooses an initial basis quickly.
Numerically Stable (1) Produces a basis which generally is more numerically stable but can take longer to generate the basis.

Barrier Ordering

Enables the barrier sparse matrix fill-reducing algorithm.

Automatic (-1) Automatically choosen.
Approximate Min Degree (0) Uses Approximate Minimum Degree.
Nested Dissection (1) Uses Nested Dissection ordering.

Barrier Iteration Limit

Limits the number of barrier iterations performed.

Barrier Corrections Limit

Limits the number of central corrections performed in each barrier iteration. The default value chooses automatically, depending on the problem characteristics.

Barrier Convergence Tolerance

Barrier Convergence Tolerance (Barrier only), the barrier solver terminates when the relative difference between primal and dual objectives values is less than the specified tolerance.

Positive Semi-Definte Tolerance

Sets a limit on the amount of diagonal perturbation that the optimizer is allowed to perform on a Q matrix in order to correct minor PSD violations. If a larger perturbation is required, the optimizer will terminate with a error

Homogeneous Algorithm

Determines whether to use the homogeneous barrier algorithm. The homogeneous algorithm is useful for recognizing infeasibility or unboundedness. It is a bit slower than the default algorithm.

MIP Node Relaxation (-1) Only used when barrier solves a node relaxation for a MIP model.
Turn Off (0) Not used.
Turn On (1) Uses the homogeneous algorithm.

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