[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
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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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