XPRSrhssa
XPRSrhssa |
Purpose
Returns upper and lower sensitivity ranges for specified right hand side (RHS) function coefficients. If the RHS coefficients are varied within these ranges the current basis remains optimal and the reduced costs remain valid.
Synopsis
int XPRS_CC XPRSrhssa(XPRSprob prob, int nels, const int mindex[], double lower[], double upper[]);
Arguments
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prob
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The current problem.
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nels
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The number of RHS coefficients for which sensitivity ranges are required.
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mindex
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Integer array of length
nels containing the indices of the rows whose RHS coefficients sensitivity ranges are required.
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lower
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Double array of length
nels where the RHS lower range values are to be returned.
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upper
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Double array of length
nels where the RHS upper range values are to be returned.
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Example
Here we obtain the RHS function ranges for the three columns:
2,
6 and
8:
mindex[0] = 2; mindex[1] = 8; mindex[2] = 6; XPRSrhssa(prob,3,mindex,lower,upper);
After which lower and upper contain:
lower[0] = 5; upper[0] = 7; lower[1] = 3,8; upper[1] = 5,2; lower[2] = 5,7; upper[2] = 1e+20;
Meaning that the current basis remains optimal when 5 ≤ rhs
2, 3,8 ≤ rhs
8 ≤ 5,2 and 5,7 ≤ rhs
6, rhs
i being the RHS coefficient of row
i.
Further information
XPRSrhssa can only be called when an optimal solution to the current LP has been found. It cannot be used when the problem is MIP presolved.
Related topics
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