[Coin-lpsolver] primal and dual objectives from ClpInterior

Kish Shen kish.shen at crosscoreop.com
Sat Nov 11 22:26:27 EST 2006


Hi,

Is there anyway to obtain the primal and dual objective values from a ClpInterior solve that was
aborted (e.g. by timeout or reaching maximum iterations)?

I don't know the details or theory behind the interior point method used by ClpInterior, but
am I correct in thinking that in an aborted solve, if the current solution is primal feasible, then the
primal objective value forms a worst bound on the optimal value, and if the current solution is dual
feasible, it forms a best bound on the optimal value (if the problem is primal feasible). So it is
useful to obtain these values.

Does this also apply if the current solution is not primal or dual feasible, i.e. do they still form the
bounds on the possible optimal objective value (possible because the problem may be infeasible)?

Thanks in advance for any information!

--Kish Shen
 



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