Initializing help system before first use

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
prob 
The current problem.
nels 
Number of objective function coefficients whose sensitivity is sought.
mindex 
Integer array of length nels containing the indices of the columns whose objective function coefficients sensitivity ranges are required.
lower 
Double array of length nels where the objective function lower range values are to be returned.
upper 
Double array of length nels 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: 
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.
Related topics
XPRSrhssa.

Parent Topic Console and Library Functions

© 2001-2020 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.