[Coin-discuss] Getting the dual objective value for the Interior point method of CLP
Kish Shen
kish.shen at crosscoreop.com
Thu Nov 16 12:21:28 EST 2006
Hi,
I posted a similar question to the Clp mailing list about this, but got
no replies, so I am posting this here, to see if someone would reply.
Is it possible to get the dual objective value of the interior point
method of Clp. In particular, if the
solving is aborted before getting the optimal solution?
ClpInterior has a dualObjective_ variable defined, but this is protected.
The dualObjective value is useful because if the problem is dual
feasible, it forms a best bound on
the possible optimal objective vlaue.[if the problem is feasible]
A related question about the PredictorCorrector method: is the dual
objective value a best bound
on the optimal objective value even when the current solution is dual
infeasible? Similarily, is the primal objective value a worst bound on
the optimal objective when the solution is primal infeasible?
Thanks in advance for any information!
--Kish Shen
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