[Coin-discuss] Set objective coefficients

[Michal Kaut]

Hi Laszlo,

does this mean that it is not possible to implement algorithms based on 
Lagrangian multipliers? That would be very unfortunate...

(I mean methods when you take constraints g_k(x)=0 and place them into 
the objective as min \lambda_k g_k(x), or sometimes \lambda_k g_k^2(x).
The problem is then solved in a loop, starting with lambda equal to 
zero, and then slowly increasing their values.
These methods are quite common (and, indeed, crucial) in some areas of 
optimization.)

I sincerely hope I am wrong in interpreting your remarks.

Regards,
Michal Kaut


Laszlo Ladanyi wrote:
> Hi Heesu,
> 
> It's doable, but I would strongly advise against it. If you change the obj
> coeff on the fly then you can kiss good-bye to all the bound assumptions, the
> optimality of the LP solution, and who knows what else... The worst among the
> "what else" is that the change you make will affect only the local LP solver
> process and won't make its way to the TM, So the next time you see to same
> variable in a different node you'll have to do the change once again. Keeping
> track of all the changes across process search tree nodes would be a
> nightmare.
> 
> The correct way to achive what you want is to create a new variable with a
> different objective and add that to the formulation (if you want to exclude
> the original one then set its upper bound to 0, that is carried to the
> descendants of the search tree node).
> 
> If you *really* want to change the obj value, email me and I'll try to dig up
> what data you must change to maintain consistency, but I must emphasize that
> you'll be in deep, uncharted waters and I'm not sure whether it is possible.
> 
> --Laci
> 
> On Thu, 29 Jun 2006, Heesu Hwang wrote:
> 
>> Hi, all.
>>
>> I wonder if we can change the objective coefficients once generated variables
>> are inserted into the problem matrix.
>> I tried XX_var.set_obj(), but "const BCP_vec<BCP_var*>& vars" contains constant
>> BCP_var's and doesn't allow to do that.
>> Could you give me any tips for changing objective coefficients?
>>
>> Thanks,
>>
>> Heesu Hwang.
>>
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> 
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