[Dip-tickets] [Dip] #62: Solving master problems using interior point method

[Dip]

#62: Solving master problems using interior point method
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Reporter:  jchristoffer  |       Type:  defect
  Status:  new           |   Priority:  major 
 Version:  0.8.7         |   Keywords:        
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 In DecompAlgo.cpp I tried to set DO_INTERIOR.  I managed to get it to run,
 but it terminates with an assertion failure – saying that Barrier limit on
 dual objective exceeded.

 I guess the barrier algorithm doesn’t find a feasible solution (within the
 set limit), and the infeasible state is not set properly (as stated in the
 comments of the code). Is this the case?

 I have attached the log, source code, and data for my problem.

 PS. To get it to compile I modified DecompAlgo.cpp so that


 {{{
  int cpxStat=0, cpxMethod=0;
 }}}


 is initialised outside the switch clause in DecompAlgo::solutionUpdate

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Ticket URL: <https://projects.coin-or.org/Dip/ticket/62>
Dip <https://projects.coin-or.org/Dip>
An extensible software framework for implementing decompositon-based bounding algorithms for use in solving large-scale discrete optimization problems.