[OBOE] Dual variable information

[nidhi sawhney]

Hello Sebastian,


>
> I have a two questions related to column generation and approximate
> dual variables.
>
> 1. Is it possible to add variables after an optimum has been reached?
> (an outer column generation scheme, where the inner subproblems are
> solved with OBOE)


This is not possible in the current source code. We had developed some extra
packages, which are not released, which allowed you do to something similar.
This package allowed the user to maintain an active set of variables,
however all the variables had to be specified upfront in the beginning but
one could change the set of variables which were active and the others being
set to zero at every outer iteration of OBOE. If that is something you are
interested in using, I can find out if Ordecsys (the company managing the
software) be willing to release the code.

2. Is it possible to obtain (approximate) dual variables for all the
> constraints that have been added?  I read something in the
> documentation but when I tried to find it again I did not.


That is ertainly possible, maybe not as well documented. The QpGenerator
object provides access to the dual variables via the function
                                         getCurrentX()

which provides a vector of values one for each of the the constraints.

Hope this helps,
Nidhi
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