Incorrect duality gap in DD trust region

Argonne-National-Laboratory / DSP

An open-source parallel optimization solver for structured mixed-integer programming

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Incorrect duality gap in DD trust region #198

Closed kibaekkim closed 3 years ago

kibaekkim commented 3 years ago

The duality gap computed for termination is not correct. It uses a trust-region model error, which is not correct. As a result, the dual decomposition unnecessarily takes more iterations.