problem.calcreducedcosts
problem.calcreducedcosts |
Purpose
Returns the reduced cost values for a given (row) dual solution.
Synopsis
problem.calcreducedcosts (duals, solution, calculateddjs)
Arguments
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duals
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Array of length
problem.attributes.rows that holds the dual solution to calculate the reduced costs for.
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solution
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Optional array of length
problem.attributes.cols that holds the primal solution. This is necessary for quadratic problems.
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calculateddjs
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Array of length
problem.attributes.cols in which the calculated reduced costs are returned.
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Example
p = xpress.problem ()
p.read ("silly_walks.lp") # assume problem has 4 constraints
dj = []
p.calcreducedcosts ([0,1,1,1], None, dj)
print ("red. cost:", dj)
Further information
1. The calculations are always carried out in the original problem, even if the problem is currently presolved.
2. If using the function during a solve (e.g. from a callback), use ORIGINALCOLS and ORIGINALROWS to retrieve the non-presolved dimensions of the problem.
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