<br><font size=2 face="sans-serif">Stefan,</font>
<br>
<br><font size=2 face="sans-serif">In my understanding the two methods
you mention will re-compute the reduced costs and duals for a new objective
BUT it would be up to the user to check whether the solution is still optimal.
The simplest function to use is Clp's checksolution method. If
you modify the problem in any way and then use getModelPtr() to get a Clp
pointer then after clpPpointer->checkSolution() you can check if the
problem is still optimal (and returned as such by OsiSolverInterface::isProvenOptimal).
You could also interrogate such ClpSimplex functions as numberDualInfeasibiliies()
or sumDualInfeasibilities() or their primal counterparts for more subtle
information.</font>
<br>
<br><font size=2 face="sans-serif">John Forrest</font>
<br>
<br>
<br>
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<td width=40%><font size=1 face="sans-serif"><b>Stefan Vigerske <stefan@mathematik.hu-berlin.de></b>
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<br><font size=1 face="sans-serif">Sent by: coin-lpsolver-bounces@list.coin-or.org</font>
<p><font size=1 face="sans-serif">03/08/2006 12:39 PM</font>
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<div align=right><font size=1 face="sans-serif">To</font></div>
<td><font size=1 face="sans-serif">coin-lpsolver@list.coin-or.org</font>
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<td>
<div align=right><font size=1 face="sans-serif">cc</font></div>
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<div align=right><font size=1 face="sans-serif">Subject</font></div>
<td><font size=1 face="sans-serif">[Coin-lpsolver] optimality of a dual
solution after rhs change</font></table>
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<br><tt><font size=2>Hi,<br>
<br>
I'm using CLP to generate cutting planes for a function which is the minimum
<br>
of a linear program with varying right hand side.<br>
<br>
I noticed that there are methods getReducedGradient and setObjectiveAndRefresh
<br>
in OsiClpSolverInterface to check whether a primal solution (basis) is
still <br>
optimal after a change of the objective function.<br>
Similarly, I would like to know, if it is possible to check whether a dual
<br>
solution is still optimal after a change of the right-hand-side of the
primal <br>
problem.<br>
<br>
Thanks a lot,<br>
Stefan<br>
<br>
-- <br>
Stefan Vigerske<br>
Humboldt University Berlin, Numerical Mathematics<br>
http://www.math.hu-berlin.de/~stefan<br>
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