[Osi] Solving master problems using interior point method

Matthew Galati matthew.galati at gmail.com
Wed Jan 5 10:37:46 EST 2011


Right. I added a ticket to request that some support for IPM be added to
OSI.

In the mean time, I have a hack that drops to CPX API and calls baropt
directly.





On Wed, Jan 5, 2011 at 10:35 AM, Lou Hafer <lou at cs.sfu.ca> wrote:

> Matt, Jonas,
>
> > OSI folks - if I want to invoke an interior solver of Cpx or Clp, for
> > example, how do I do it?
>
>         As far as I'm aware, the answer is `not possible from the Osi API',
> unless you change the code. At which point adding something like a
> useInterior
> hint would probably be the way to go. An alternative is to hook
> [get,set]ApplicationData or [get,set]AuxilliaryInfo.
>
>                                                        Lou
>
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