Initializing help system before first use

problem.calcreducedcosts

problem.calcreducedcosts

Purpose
Returns the reduced cost values for a given (row) dual solution.
Synopsis
problem.calcreducedcosts (duals, solution, calculateddjs)
Arguments
duals 
Array of length problem.attributes.rows that holds the dual solution to calculate the reduced costs for.
solution 
Optional array of length problem.attributes.cols that holds the primal solution. This is necessary for quadratic problems.
calculateddjs 
Array of length problem.attributes.cols in which the calculated reduced costs are returned.
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.
Related topics
problem.calcslacks, problem.calcobjective.

Parent Topic Reference Manual

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