XPRESSSolver Engine - Newton Barrier Interior Point Options

The XPRESS Solver Options dialog Newton Barrier tab allows you to set basic options for the primal and dual Simplex method.

On this tab, you can determine whether the Newton Barrier method will Cross Over to the Simplex method near the solution, so that sensitivity analysis information can be obtained.  You can set the Relative Gap Duality Tolerance, the most common stopping tolerance for the Barrier method.  And you can specify the processor Cache Size, or let the XPRESS Solver determine it automatically, to improve performance on intensive linear algebra computations.

XPRESS Solver Options
dialog Newton Barrier tab

The XPRESS Solver Options dialog Advanced Newton Barrier tab allows you to set advanced options that control the Newton Barrier method.  The default values are appropriate for most problems, but these options can be adjusted by advanced users.

On this tab, you can control Problem to Solve, the Maximum Memory used and the column ordering in the Cholesky factorization of the normal equations matrix, the primal and dual feasibility tolerance, the maximum iterations and minimal step size for the Barrier method before the Solver stops, and other factors governing the Newton Barrier method.

XPRESS Solver Options
dialog Advanced NB tab