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problem.objsa

problem.objsa


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
problem.objsa(mindex, lower, upper)
Arguments
mindex 
Array containing the columns (i.e. xpress.var objects, indices, or names) whose objective function coefficients sensitivity ranges are required.
lower 
Array of the same size as mindex where the objective function lower range values are to be returned.
upper 
Array of the same size as mindex where the objective function upper range values are to be returned.
Example
Here we obtain the objective function ranges for the three columns: 2, 6 and 8:
l = []
u = []
p.objsa([2,8,6], l, u)
After which l and u contain:
l = [5, 3.8, 5.7]
u = [7, 5.2, 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
objsa 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.
Related topics

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