[Osi] dual bound on the primal

Lou Hafer lou at cs.sfu.ca
Wed Oct 20 11:18:34 EDT 2010


Kyle,

	Range constraints L <= ax <= U are transformed into a single constraint
ax + s = U with a bounded slack 0 <= s <= (U-L).

	Duals of nonbasic bounded variables are the negative of the reduced
costs.

						Lou






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