XPRSobjsa
XPRSobjsa |
Purpose
Returns upper and lower sensitivity ranges for specified objective function coefficients. If the objective coefficients are varied within these ranges the current basis remains optimal and the reduced costs remain valid.
Synopsis
int XPRS_CC XPRSobjsa(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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Number of objective function coefficients whose sensitivity is sought.
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mindex
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Integer array of length
nels containing the indices of the columns whose objective function coefficients sensitivity ranges are required.
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lower
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Double array of length
nels where the objective function lower range values are to be returned.
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upper
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Double array of length
nels where the objective function upper range values are to be returned.
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Example
Here we obtain the objective function ranges for the three columns:
2,
6 and
8:
mindex[0] = 2; mindex[1] = 8; mindex[2] = 6; XPRSobjsa(prob,3,mindex,lower,upper);
After which lower and upper contain:
lower[0] = 5.0; upper[0] = 7.0; lower[1] = 3.8; upper[1] = 5.2; lower[2] = 5.7; upper[2] = 1e+20;
Meaning that the current basis remains optimal when
5.0 ≤ C2 ≤ 7.0,
3.8 ≤ C8 ≤ 5.2 and
5.7 ≤ C6,
Ci being the objective coefficient of column
i.
Further information
XPRSobjsa 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.
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