[Osi] Osi objective limits
Stefan Vigerske
stefan at math.hu-berlin.de
Wed Jun 22 05:03:53 EDT 2011
Hi,
in OsiSolverInterface::setInitialData(), the comment indicate that the
default for the Osi's dual and primal objective limit depend on the
objective sense.
That is, for minimization, the default dual obj limit is +infinity and
the default primal obj limit is -infinity.
But then for maximization, the default dual obj limit should be
-infinity and the default primal obj limit should be +infinity.
If one now reads in a model and then changes the objective sense,
wouldn't that require to flip also the objective limits, since otherwise
one has immediately reached the limits? I doubt that any OsiXyz
interface or any Osi user implements this.
Stefan
--
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan
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