Originally posted by: SaiAnjani

Hi ,

I am working on a minimization LP solving through Barrier method. As shown in attached picture, I observe increment of Primal Obj value between 19th and 20th iteration and later it starts decreasing to optimal value.

Is there any significance for such behavior in Primal Obj value in Barrier method.

Thank you,

Sai Anjani.

Hi Sai,

The behavior of the Barrier algorithm on this instance is the following (thanks, EdKlotz!):

• at iteration 18, the solution is not yet really feasible: primal infeasibility is still around 117
• this infeasibility decreases during iterations 19-21 (divided by 10), at the expense of only a very slight increase of the primal objective value.
• then primal objective is more or less stable, while primal infeasibility goes down to negligible
• during all this process, dual objective value increases regularly, including during iterations 19-21.

The algorithm is making progress overall. Nothing is wrong, or even of any significance, here.

Best regards,
Xavier

Originally posted by: SaiAnjani

Thanks Xavier.