[OS-tickets] [Optimization Services] #12: OS/Cbc gives dual values for variables as reduced cost, but Ipopt name it different

Optimization Services coin-trac at coin-or.org
Mon Nov 2 12:22:55 EST 2009


#12: OS/Cbc gives dual values for variables as reduced cost, but Ipopt name it
different
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 Reporter:  stefan      |       Owner:  somebody
     Type:  defect      |      Status:  new     
 Priority:  minor       |   Milestone:          
Component:  component1  |     Version:          
 Keywords:              |  
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 Hi,

 while for, e.g., the OS interface to Cbc, the dual values for the variable
 bound constraints are given under the name "reduced costs" in
 OtherVariableResults, for Ipopt they are called "Multiplier on the
 Variable Lower Bound" und "Multiplier on the Variable Upper Bound".

 This makes it difficult to write a universal interface for OS.

 You could easy compute reduced cost from the z_L and z_U values given by
 Ipopt by using z_L if z_L is not minus infinity, and by using -z_U if z_U
 is not plus infinity.

 Stefan

-- 
Ticket URL: <https://projects.coin-or.org/OS/ticket/12>
Optimization Services <http://projects.coin-or.org/OS>
An interface for Web services implementing optimization.



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