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[Help-glpk] setting the iteration limit for interior point


From: Meketon, Marc
Subject: [Help-glpk] setting the iteration limit for interior point
Date: Tue, 9 Sep 2014 10:15:58 -0500

Hi fellow GLPK’ers

 

I’m using the interior point method in glpsol.  The algorithm makes steady progress towards the optimum, and it gets very close to it, but after 100 iterations I receive am “ITERATION LIMIT EXCEEDED; SEARCH TERMINATED” message and the solver stops.  I do not see any option for glpsol that increases that limit.  Did I miss something in the documentation?

 

I really do not want to go into the code to change it.

 

-Marc



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