[Osi] Osi objective limits

Stefan Vigerske stefan at math.hu-berlin.de
Wed Jun 22 05:03:53 EDT 2011


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 Vigerske
Humboldt University Berlin, Numerical Mathematics

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