XPRSbasiscondition (BASISCONDITION)
XPRSbasiscondition |
BASISCONDITION |
Purpose
This function is deprecated, and will be removed in future releases. Please use the
XPRSbasisstability function instead.
Calculates the condition number of the current basis after solving the LP relaxation.
Synopsis
int XPRS_CC XPRSbasiscondition(XPRSprob prob, double *condnum, double *scondnum);
BASISCONDITION
Arguments
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prob
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The current problem.
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condnum
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The returned condition number of the current basis.
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scondnum
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The returned condition number of the current basis for the scaled problem.
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Example 1 (Library)
Get the condition number after optimizing a problem.
XPRSlpoptimize(prob," ");
XPRSbasiscondition(prob,&condnum,&scondnum);
printf("Condition no's are %g %g\n",condnum,scondnum);
Example 2 (Console)
Print the condition number after optimizing a problem.
READPROB problem.mps LPOPTIMIZE BASISCONDITION
Further information
1. The condition number of an invertible matrix is the norm of the matrix multiplied with the norm of its inverse. This number is an indication of how accurate the solution can be calculated and how sensitive it is to small changes in the data. The larger the condition number is, the less accurate the solution is likely to become.
2. When using the
BASISCONDITION command in the Console Optimizer, the condition number is shown both for the scaled problem and in parenthesis for the original problem.