Purpose
Calculates the
ranging information for a problem and saves it to the binary ranging file
problem_name
.rng.
Synopsis
int XPRS_CC XPRSrange(XPRSprob prob);
RANGE
Argument
|
prob
|
The current problem.
|
Example 1 (Library)
This example computes the ranging information following optimization and outputs the solution to a file
leonor.rrt:
XPRSreadprob(prob,"leonor","");
XPRSlpoptimize(prob,"");
XPRSrange(prob);
XPRSwriteprtrange(prob);
Example 2 (Console)
The following example is equivalent for the console, except the output is sent to the screen instead of a file:
READPROB leonor
LPOPTIMIZE
RANGE
PRINTRANGE
Further information
1. A basic optimal solution to the problem must be available, i.e.
XPRSlpoptimize (
LPOPTIMIZE) must have been called (with crossover used if the Newton Barrier algorithm is being used) and an optimal solution found.
2. The information calculated by
XPRSrange (
RANGE) enables the user to do sophisticated
postoptimal analysis of the problem. In particular, the user may find the ranges over which the
right hand sides can vary without the optimal basis changing, the ranges over which the
shadow prices hold, and the activities which limit these changes. See functions
XPRSgetcolrange,
XPRSgetrowrange,
XPRSwriteprtrange (
WRITEPRTRANGE) and/or
XPRSwriterange (
WRITERANGE) to obtain the values calculated
3. It is not impossible to range on a MIP problem. The global entities should be fixed using
XPRSfixglobals
(
FIXGLOBALS) first and the remaining LP resolved - see
XPRSfixglobals (
FIXGLOBALS).
Related topics
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