[Osi] Question re. meaning of OsiSimplex::getReducedGradient

Lou Hafer lou at cs.sfu.ca
Fri Sep 3 13:18:41 EDT 2010


Folks,

	In the process of writing up the unit test for the OsiSimplex API, I've 
run into a question of interpretation that needs to be resolved.
	
	The original spec for getReducedGradient is this:

// Get the reduced gradient for the cost vector c

  virtual void getReducedGradient (double *columnReducedCosts, 
	                           double *duals,
	                           const double * c);

The question is straightforward:  should the signs of columnReducedCosts and
duals be adjusted for maximisation / minimisation?  Put in another way, is
gradient a different thing from reduced costs and duals?

	I have no strong opinion, but it affects the way the test will be
written and it should be clarified in the documentation.  In the absence of any
replies, I'm going to go with the meaning implied by the parameter names (i.e.,
sign should be appropriate for maximisation / minimisation).

							Lou




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