[Coin-lpsolver] optimality of a dual solution after rhs change

[John J Forrest]

Stefan,

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.

John Forrest



Stefan Vigerske <stefan at mathematik.hu-berlin.de> 
Sent by: coin-lpsolver-bounces at list.coin-or.org
03/08/2006 12:39 PM

To
coin-lpsolver at list.coin-or.org
cc

Subject
[Coin-lpsolver] optimality of a dual solution after rhs change






Hi,

I'm using CLP to generate cutting planes for a function which is the 
minimum 
of a linear program with varying right hand side.

I noticed that there are methods getReducedGradient and 
setObjectiveAndRefresh 
in OsiClpSolverInterface to check whether a primal solution (basis) is 
still 
optimal after a change of the objective function.
Similarly, I would like to know, if it is possible to check whether a dual 

solution is still optimal after a change of the right-hand-side of the 
primal 
problem.

Thanks a lot,
Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan
_______________________________________________
Coin-lpsolver mailing list
Coin-lpsolver at list.coin-or.org
http://list.coin-or.org/mailman/listinfo/coin-lpsolver

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/clp/attachments/20060308/4388e411/attachment.html>