[Cbc] CBC duals after MIP

Rod Frowd rod at frowd.net
Tue Jan 2 05:14:45 EST 2018


Hi John

After solving a MIP problem with CBC, does it automatically  solve a post-MIP LP with the integer variables fixed to the MIP solution values so we can extract meaningful duals of the binding constraints?

It looks like you can with CBC, although some of the commercial solvers require you to explicitly solve an LP with their integer variables fixed.

Rod
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