[Dip] solveRelaxed Method

Kipp Martin kmartin at chicagobooth.edu
Thu Sep 9 05:56:22 EDT 2010


Hi:

In the solveRelaxed() method one adds a Decomp var using the constructor:

DecompVar(solInd, solEls, varRedCost - convexDual, varOrigCost);

based on examining example code it seems like:

1.) varRedCost should be the optimal objective function value of the 
subproblem corresponding to whichBlock using the cost vector redCostX 
for objective function coefficients, and

2.) varOrigCost should be the value you get by taking the optimal 
solution to the subproblem corresponding to whichBlock using the cost 
vector redCostX for objective function coefficients but then evaluating 
the objective function based on the original cost vector.

Is this correct?

Thanks


	
-- 
Kipp Martin
Professor of Operations Research
and Computing Technology
Booth School of Business
University of Chicago
5807 South Woodlawn Avenue
Chicago, IL 60637
773-702-7456
kmartin at chicagobooth.edu
http://www.chicagobooth.edu/faculty/bio.aspx?person_id=12825325568
http://projects.coin-or.org/OS



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