Iteration Progress in the Log File

ILOG CPLEX 11.0 User's Manual > Continuous Optimization > Solving LPs: Barrier Optimizer > Interpreting the Barrier Log File > Iteration Progress in the Log File

Iteration Progress in the Log File

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After the information about the Cholesky factor, the log file records progress at each iteration. It records both primal and dual objectives (as Primal Obj and Dual Obj) per iteration.

It also records absolute infeasibilities per iteration. Internally, the ILOG CPLEX Barrier Optimizer treats inequality constraints as equality constraints with added slack and surplus variables. Consequently, primal constraints in a problem are written as Ax = b and x + s = u, and the dual constraints are written as ATy + z - w = c. As a result, in the log file, the infeasibilities represent norms, as summarized in Table 10.5.

Table 10.5 Infeasibilities and Norms in the Log File of a Barrier Optimization

Infeasibility	In log file	Norm
primal	`Prim Inf`	\|b - Ax\|
upper	`Upper Inf`	\|u - (x + s)\|
dual	`Dual Inf`	\|c - yA - z + w\|

If solution values are large in absolute value, then the infeasibilities may appear inordinately large because they are recorded in the log file in absolute terms. The optimizer uses relative infeasibilities as termination criteria.

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