[Coin-discuss] How to get dual values.

Tobias Achterberg achterberg at zib.de
Wed Jun 1 03:40:26 EDT 2005


With the bounds x <= 1 the problem is degenerated. In the optimal basis returned by CPLEX, all rows are in the basis
(which means, their dual value is zero), although their slack values might also be zero.
The non-basic elements are the columns, which are all set to their upper bounds. In this case, you should take a look at
the reduced costs of the columns. These take the role of dual variables for the bound inequalities.
That means: the bounds x <= 1 are tight (i.e., the columns are NOT in the basis), and the reduced costs of the columns
are negative (you are minimizing; negative reduced costs mean that increasing a column beyond 1 would further decrease
your objective function).

Regards,   Tobi


Heesu Hwang wrote:
> Finally, I've got some clue...
> 
> When I set the bound of variables as  0 <= x <= 1,
> I couldn't get any positive dual values.
> 
> I changed the bound as  x >=0 
> And I got the positive dual values.
> 
> Could anyone explain why this happens?
> 
> Peter.
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-- 
Tobias Achterberg          Konrad-Zuse-Zentrum fuer
                           Informationstechnik Berlin
Tel: +49 (0)30 84185-301   Takustr. 7
Email: achterberg at zib.de   D-14195 Berlin, Germany



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