XPRSestimaterowdualranges
XPRSestimaterowdualranges |
Purpose
Performs a dual side range sensitivity analysis, i.e. calculates estimates for the possible ranges for dual values.
Synopsis
int XPRS_CC XPRSestimaterowdualranges(XPRSprob prob, const int nRows, const int rowIndices[], const int iterationLimit, double minDualActivity[], double maxDualActivity[]);
Arguments
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prob
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The current problem.
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nRows
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The number of rows to analyze.
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rowIndices
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Row indices to analyze.
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iterationLimit
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Effort limit expressed as simplex iterations per row.
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minDualActivity
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Estimated lower bounds on the possible dual ranges.
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maxDualActivity
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Estimated upper bounds on the possible dual ranges.
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Further information
This function may provide better results for individual row dual ranges when called for a larger number of rows.
Related topics