XPRSestimaterowdualranges
Purpose
Performs a dual side range sensitivity analysis, i.e. calculates estimates for the possible ranges for dual values.
Topic areas
Synopsis
int XPRS_CC XPRSestimaterowdualranges(XPRSprob prob, int nrows, const int rowind[], int iterlim, double mindual[], double maxdual[]);
Arguments
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prob
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The current problem.
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nrows
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The number of rows to analyze.
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rowind
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Row indices to analyze.
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iterlim
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Effort limit expressed as simplex iterations per row.
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mindual
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Estimated lower bounds on the possible dual ranges.
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maxdual
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Estimated upper bounds on the possible dual ranges.
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Further information
1. This function applies to linear and convex quadratic (including second order conic) problems only.
2. This function may provide better results for individual row dual ranges when called for a larger number of rows, as it collect infomation for all rows while working on individual rows.
3. This function cannot be called while the current problem is being solved or when it is in an interrupted state. Use XPRSpostsolve to restore the problem to a non-solving state.
Related topics
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