[Dip] solveRelaxed Method
Matthew Galati
Matthew.Galati at sas.com
Thu Sep 9 07:28:07 EDT 2010
That is correct. The user also is responsible to setBlockId after creating the variable with var->setBlockId( ).
For some reason (I forget), that is not part of the constructor, so it has to be set afterwards.
I can probably make a version of DecompVar that just needs solInd/solEls - since the framework can deduce the rest
with a little work - which reduce the burden on the user.
I plan to do that, when I have some free time, under this ticket:
https://projects.coin-or.org/Dip/ticket/50
> -----Original Message-----
> From: dip-bounces at list.coin-or.org [mailto:dip-bounces at list.coin-or.org]
> On Behalf Of Kipp Martin
> Sent: Thursday, September 09, 2010 5:56 AM
> To: dip at list.coin-or.org
> Subject: [Dip] solveRelaxed Method
>
> Hi:
>
> In the solveRelaxed() method one adds a Decomp var using the constructor:
>
> DecompVar(solInd, solEls, varRedCost - convexDual, varOrigCost);
>
> based on examining example code it seems like:
>
> 1.) varRedCost should be the optimal objective function value of the
> subproblem corresponding to whichBlock using the cost vector redCostX for
> objective function coefficients, and
>
> 2.) varOrigCost should be the value you get by taking the optimal solution to
> the subproblem corresponding to whichBlock using the cost vector redCostX
> for objective function coefficients but then evaluating the objective
> function based on the original cost vector.
>
> Is this correct?
>
> Thanks
>
>
>
> --
> Kipp Martin
> Professor of Operations Research
> and Computing Technology
> Booth School of Business
> University of Chicago
> 5807 South Woodlawn Avenue
> Chicago, IL 60637
> 773-702-7456
> kmartin at chicagobooth.edu
> http://www.chicagobooth.edu/faculty/bio.aspx?person_id=12825325568
> http://projects.coin-or.org/OS
>
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