[Osi] Ranged constraints in OsiCpx

Rodrigo Marambio rmarambi at gmail.com
Tue Dec 17 12:40:29 EST 2013


Hi,
I have been working with the OsiCpx interface for a while, but I'm finding
some trouble in how it considers the ranged row constraints.

If I'm correct, the OsiCpx interface considers this definition for the row
constraints of type 'R':


*range = upper bound - lower bound*
*rhs = lower bound*

but the cplex callable library considers this definition:


*range = upper bound - lower bound*
*if(range>0)*
*   rhs = lower bound*
*else*
*   rhs = upper bound*
*end*

The problem with this, if that if I have an equality constraint (type 'E'),
and I change the lower bound to a number greater than the upper bound, then
the OsiCpx interface throws an error saying that in the function setType()
there is a negative range detected (I will update the upper bound later,
but it has to be in that order).

Does anybody see a solution for this without changing the fundamental
structure of OsiCpx?


Regards
Rod Marambio
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