[Coin-discuss] How to get dual values.
Laszlo Ladanyi
ladanyi at us.ibm.com
Tue May 31 23:02:20 EDT 2005
I'm sorry if the documentation is not clear on this, but BCP treats every
problem as a minimization problem for now. You have to multiply all your
objective coefficients with -1.
--Laci
On Tue, 31 May 2005, Heesu Hwang wrote:
> Hi, all
> I am solving maximization problem, so my objective has all negative
> coefficients.
> Also, I want to generate variables using dual values, thus I've tried to get
> the dual values in
>
> double DCG_lp::compute_lower_bound(const double old_lower_bound,
> const BCP_lp_result& lpres,
> const BCP_vec<BCP_var*>& vars,
> const BCP_vec<BCP_cut*>& cuts){
>
> cout << "# of constraints: " << cuts.size() << endl;
> int cs = cuts.size();
>
> const double * pitmp = lpres.pi();
> for(int i=0; i<cs; i++)
> cout << "(" << i+1 << ")" << pitmp[i] << " ";
> cout << endl;
>
> }
>
> However, result was strange, i.e., I can't get negative dual values, but all
> 0's.
>
> LP: *** Starting iteration 1 ***
> DCG_lp::modify_lp_parameters
> LP node written in file lpnode.mps
> LP: Matrix size: 11 vars x 30 cuts
> LP: Solution value: -1022840.4200 / 2 , 0
> LP: Default display_lp_solution() executed.
> LP : Displaying LP solution (RelaxedSolution) :
> LP : Displaying solution :
> Algo var (internal index: 1 ) at 1.0000
> Algo var (internal index: 2 ) at 1.0000
> Algo var (internal index: 3 ) at 1.0000
> Algo var (internal index: 4 ) at 1.0000
> Algo var (internal index: 5 ) at 1.0000
> Algo var (internal index: 6 ) at 1.0000
> Algo var (internal index: 7 ) at 1.0000
> Algo var (internal index: 8 ) at 1.0000
> Algo var (internal index: 9 ) at 1.0000
> Algo var (internal index: 10 ) at 1.0000
> .........................................
> # of constraints: 30
> (1)0 (2)0 (3)0 (4)0 (5)0 (6)0 (7)0 (8)0 (9)0 (10)0 (11)0 (12)0 (13)0 (14)0
> (15)0 (16)0 (17)0 (18)0 (19)0 (20)0 (21)0 (22)0 (23)0 (24)0 (25)0 (26)0
> (27)0 (28)0 (29)0 (30)0
>
> Help me to get dual values.
>
> Thanks in advance,
>
> Peter.
>
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